NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.700 |
2.576 |
-0.124 |
-4.6% |
2.823 |
| High |
2.708 |
2.590 |
-0.118 |
-4.4% |
2.842 |
| Low |
2.623 |
2.500 |
-0.123 |
-4.7% |
2.623 |
| Close |
2.632 |
2.515 |
-0.117 |
-4.4% |
2.632 |
| Range |
0.085 |
0.090 |
0.005 |
5.9% |
0.219 |
| ATR |
0.064 |
0.069 |
0.005 |
7.6% |
0.000 |
| Volume |
48,722 |
56,807 |
8,085 |
16.6% |
213,589 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.805 |
2.750 |
2.565 |
|
| R3 |
2.715 |
2.660 |
2.540 |
|
| R2 |
2.625 |
2.625 |
2.532 |
|
| R1 |
2.570 |
2.570 |
2.523 |
2.553 |
| PP |
2.535 |
2.535 |
2.535 |
2.526 |
| S1 |
2.480 |
2.480 |
2.507 |
2.463 |
| S2 |
2.445 |
2.445 |
2.499 |
|
| S3 |
2.355 |
2.390 |
2.490 |
|
| S4 |
2.265 |
2.300 |
2.466 |
|
|
| 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 |
2.500 |
0.342 |
13.6% |
0.076 |
3.0% |
4% |
False |
True |
48,615 |
| 10 |
2.918 |
2.500 |
0.418 |
16.6% |
0.066 |
2.6% |
4% |
False |
True |
48,685 |
| 20 |
2.958 |
2.500 |
0.458 |
18.2% |
0.065 |
2.6% |
3% |
False |
True |
48,574 |
| 40 |
3.103 |
2.500 |
0.603 |
24.0% |
0.060 |
2.4% |
2% |
False |
True |
36,111 |
| 60 |
3.293 |
2.500 |
0.793 |
31.5% |
0.060 |
2.4% |
2% |
False |
True |
31,751 |
| 80 |
3.343 |
2.500 |
0.843 |
33.5% |
0.062 |
2.5% |
2% |
False |
True |
27,716 |
| 100 |
3.383 |
2.500 |
0.883 |
35.1% |
0.063 |
2.5% |
2% |
False |
True |
25,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.973 |
|
2.618 |
2.826 |
|
1.618 |
2.736 |
|
1.000 |
2.680 |
|
0.618 |
2.646 |
|
HIGH |
2.590 |
|
0.618 |
2.556 |
|
0.500 |
2.545 |
|
0.382 |
2.534 |
|
LOW |
2.500 |
|
0.618 |
2.444 |
|
1.000 |
2.410 |
|
1.618 |
2.354 |
|
2.618 |
2.264 |
|
4.250 |
2.118 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.545 |
2.634 |
| PP |
2.535 |
2.594 |
| S1 |
2.525 |
2.555 |
|