NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.746 |
2.700 |
-0.046 |
-1.7% |
2.823 |
| High |
2.768 |
2.708 |
-0.060 |
-2.2% |
2.842 |
| Low |
2.699 |
2.623 |
-0.076 |
-2.8% |
2.623 |
| Close |
2.721 |
2.632 |
-0.089 |
-3.3% |
2.632 |
| Range |
0.069 |
0.085 |
0.016 |
23.2% |
0.219 |
| ATR |
0.061 |
0.064 |
0.003 |
4.3% |
0.000 |
| Volume |
51,672 |
48,722 |
-2,950 |
-5.7% |
213,589 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.909 |
2.856 |
2.679 |
|
| R3 |
2.824 |
2.771 |
2.655 |
|
| R2 |
2.739 |
2.739 |
2.648 |
|
| R1 |
2.686 |
2.686 |
2.640 |
2.670 |
| PP |
2.654 |
2.654 |
2.654 |
2.647 |
| S1 |
2.601 |
2.601 |
2.624 |
2.585 |
| S2 |
2.569 |
2.569 |
2.616 |
|
| S3 |
2.484 |
2.516 |
2.609 |
|
| S4 |
2.399 |
2.431 |
2.585 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.356 |
3.213 |
2.752 |
|
| R3 |
3.137 |
2.994 |
2.692 |
|
| R2 |
2.918 |
2.918 |
2.672 |
|
| R1 |
2.775 |
2.775 |
2.652 |
2.737 |
| PP |
2.699 |
2.699 |
2.699 |
2.680 |
| S1 |
2.556 |
2.556 |
2.612 |
2.518 |
| S2 |
2.480 |
2.480 |
2.592 |
|
| S3 |
2.261 |
2.337 |
2.572 |
|
| S4 |
2.042 |
2.118 |
2.512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.842 |
2.623 |
0.219 |
8.3% |
0.065 |
2.5% |
4% |
False |
True |
42,717 |
| 10 |
2.918 |
2.623 |
0.295 |
11.2% |
0.062 |
2.3% |
3% |
False |
True |
48,759 |
| 20 |
2.987 |
2.623 |
0.364 |
13.8% |
0.063 |
2.4% |
2% |
False |
True |
47,430 |
| 40 |
3.103 |
2.623 |
0.480 |
18.2% |
0.059 |
2.3% |
2% |
False |
True |
34,949 |
| 60 |
3.293 |
2.623 |
0.670 |
25.5% |
0.059 |
2.3% |
1% |
False |
True |
31,063 |
| 80 |
3.343 |
2.623 |
0.720 |
27.4% |
0.062 |
2.4% |
1% |
False |
True |
27,210 |
| 100 |
3.383 |
2.623 |
0.760 |
28.9% |
0.063 |
2.4% |
1% |
False |
True |
24,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.069 |
|
2.618 |
2.931 |
|
1.618 |
2.846 |
|
1.000 |
2.793 |
|
0.618 |
2.761 |
|
HIGH |
2.708 |
|
0.618 |
2.676 |
|
0.500 |
2.666 |
|
0.382 |
2.655 |
|
LOW |
2.623 |
|
0.618 |
2.570 |
|
1.000 |
2.538 |
|
1.618 |
2.485 |
|
2.618 |
2.400 |
|
4.250 |
2.262 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.666 |
2.728 |
| PP |
2.654 |
2.696 |
| S1 |
2.643 |
2.664 |
|