NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.870 |
2.896 |
0.026 |
0.9% |
2.817 |
| High |
2.915 |
2.907 |
-0.008 |
-0.3% |
2.878 |
| Low |
2.865 |
2.856 |
-0.009 |
-0.3% |
2.788 |
| Close |
2.896 |
2.869 |
-0.027 |
-0.9% |
2.863 |
| Range |
0.050 |
0.051 |
0.001 |
2.0% |
0.090 |
| ATR |
0.057 |
0.057 |
0.000 |
-0.8% |
0.000 |
| Volume |
13,037 |
14,958 |
1,921 |
14.7% |
58,855 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.030 |
3.001 |
2.897 |
|
| R3 |
2.979 |
2.950 |
2.883 |
|
| R2 |
2.928 |
2.928 |
2.878 |
|
| R1 |
2.899 |
2.899 |
2.874 |
2.888 |
| PP |
2.877 |
2.877 |
2.877 |
2.872 |
| S1 |
2.848 |
2.848 |
2.864 |
2.837 |
| S2 |
2.826 |
2.826 |
2.860 |
|
| S3 |
2.775 |
2.797 |
2.855 |
|
| S4 |
2.724 |
2.746 |
2.841 |
|
|
| 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 |
4.0% |
0.054 |
1.9% |
60% |
False |
False |
13,404 |
| 10 |
2.915 |
2.760 |
0.155 |
5.4% |
0.058 |
2.0% |
70% |
False |
False |
12,797 |
| 20 |
3.063 |
2.760 |
0.303 |
10.6% |
0.057 |
2.0% |
36% |
False |
False |
11,124 |
| 40 |
3.141 |
2.760 |
0.381 |
13.3% |
0.054 |
1.9% |
29% |
False |
False |
8,698 |
| 60 |
3.333 |
2.760 |
0.573 |
20.0% |
0.055 |
1.9% |
19% |
False |
False |
7,182 |
| 80 |
3.333 |
2.760 |
0.573 |
20.0% |
0.056 |
1.9% |
19% |
False |
False |
6,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.124 |
|
2.618 |
3.041 |
|
1.618 |
2.990 |
|
1.000 |
2.958 |
|
0.618 |
2.939 |
|
HIGH |
2.907 |
|
0.618 |
2.888 |
|
0.500 |
2.882 |
|
0.382 |
2.875 |
|
LOW |
2.856 |
|
0.618 |
2.824 |
|
1.000 |
2.805 |
|
1.618 |
2.773 |
|
2.618 |
2.722 |
|
4.250 |
2.639 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.882 |
2.869 |
| PP |
2.877 |
2.868 |
| S1 |
2.873 |
2.868 |
|