NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.838 |
2.870 |
0.032 |
1.1% |
2.817 |
| High |
2.878 |
2.915 |
0.037 |
1.3% |
2.878 |
| Low |
2.821 |
2.865 |
0.044 |
1.6% |
2.788 |
| Close |
2.863 |
2.896 |
0.033 |
1.2% |
2.863 |
| Range |
0.057 |
0.050 |
-0.007 |
-12.3% |
0.090 |
| ATR |
0.058 |
0.057 |
0.000 |
-0.7% |
0.000 |
| Volume |
10,319 |
13,037 |
2,718 |
26.3% |
58,855 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
3.019 |
2.924 |
|
| R3 |
2.992 |
2.969 |
2.910 |
|
| R2 |
2.942 |
2.942 |
2.905 |
|
| R1 |
2.919 |
2.919 |
2.901 |
2.931 |
| PP |
2.892 |
2.892 |
2.892 |
2.898 |
| S1 |
2.869 |
2.869 |
2.891 |
2.881 |
| S2 |
2.842 |
2.842 |
2.887 |
|
| S3 |
2.792 |
2.819 |
2.882 |
|
| S4 |
2.742 |
2.769 |
2.869 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.113 |
3.078 |
2.913 |
|
| R3 |
3.023 |
2.988 |
2.888 |
|
| R2 |
2.933 |
2.933 |
2.880 |
|
| R1 |
2.898 |
2.898 |
2.871 |
2.916 |
| PP |
2.843 |
2.843 |
2.843 |
2.852 |
| S1 |
2.808 |
2.808 |
2.855 |
2.826 |
| S2 |
2.753 |
2.753 |
2.847 |
|
| S3 |
2.663 |
2.718 |
2.838 |
|
| S4 |
2.573 |
2.628 |
2.814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.915 |
2.801 |
0.114 |
3.9% |
0.052 |
1.8% |
83% |
True |
False |
12,633 |
| 10 |
2.963 |
2.760 |
0.203 |
7.0% |
0.060 |
2.1% |
67% |
False |
False |
12,313 |
| 20 |
3.097 |
2.760 |
0.337 |
11.6% |
0.056 |
1.9% |
40% |
False |
False |
10,703 |
| 40 |
3.178 |
2.760 |
0.418 |
14.4% |
0.054 |
1.9% |
33% |
False |
False |
8,504 |
| 60 |
3.333 |
2.760 |
0.573 |
19.8% |
0.055 |
1.9% |
24% |
False |
False |
6,981 |
| 80 |
3.333 |
2.760 |
0.573 |
19.8% |
0.056 |
1.9% |
24% |
False |
False |
5,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.128 |
|
2.618 |
3.046 |
|
1.618 |
2.996 |
|
1.000 |
2.965 |
|
0.618 |
2.946 |
|
HIGH |
2.915 |
|
0.618 |
2.896 |
|
0.500 |
2.890 |
|
0.382 |
2.884 |
|
LOW |
2.865 |
|
0.618 |
2.834 |
|
1.000 |
2.815 |
|
1.618 |
2.784 |
|
2.618 |
2.734 |
|
4.250 |
2.653 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.894 |
2.885 |
| PP |
2.892 |
2.874 |
| S1 |
2.890 |
2.863 |
|