NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.896 |
2.873 |
-0.023 |
-0.8% |
2.817 |
| High |
2.907 |
2.900 |
-0.007 |
-0.2% |
2.878 |
| Low |
2.856 |
2.853 |
-0.003 |
-0.1% |
2.788 |
| Close |
2.869 |
2.881 |
0.012 |
0.4% |
2.863 |
| Range |
0.051 |
0.047 |
-0.004 |
-7.8% |
0.090 |
| ATR |
0.057 |
0.056 |
-0.001 |
-1.3% |
0.000 |
| Volume |
14,958 |
13,142 |
-1,816 |
-12.1% |
58,855 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.019 |
2.997 |
2.907 |
|
| R3 |
2.972 |
2.950 |
2.894 |
|
| R2 |
2.925 |
2.925 |
2.890 |
|
| R1 |
2.903 |
2.903 |
2.885 |
2.914 |
| PP |
2.878 |
2.878 |
2.878 |
2.884 |
| S1 |
2.856 |
2.856 |
2.877 |
2.867 |
| S2 |
2.831 |
2.831 |
2.872 |
|
| S3 |
2.784 |
2.809 |
2.868 |
|
| S4 |
2.737 |
2.762 |
2.855 |
|
|
| 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 |
2.810 |
0.105 |
3.6% |
0.053 |
1.8% |
68% |
False |
False |
12,527 |
| 10 |
2.915 |
2.760 |
0.155 |
5.4% |
0.055 |
1.9% |
78% |
False |
False |
12,882 |
| 20 |
3.013 |
2.760 |
0.253 |
8.8% |
0.056 |
1.9% |
48% |
False |
False |
11,290 |
| 40 |
3.141 |
2.760 |
0.381 |
13.2% |
0.054 |
1.9% |
32% |
False |
False |
8,949 |
| 60 |
3.333 |
2.760 |
0.573 |
19.9% |
0.055 |
1.9% |
21% |
False |
False |
7,359 |
| 80 |
3.333 |
2.760 |
0.573 |
19.9% |
0.056 |
1.9% |
21% |
False |
False |
6,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.100 |
|
2.618 |
3.023 |
|
1.618 |
2.976 |
|
1.000 |
2.947 |
|
0.618 |
2.929 |
|
HIGH |
2.900 |
|
0.618 |
2.882 |
|
0.500 |
2.877 |
|
0.382 |
2.871 |
|
LOW |
2.853 |
|
0.618 |
2.824 |
|
1.000 |
2.806 |
|
1.618 |
2.777 |
|
2.618 |
2.730 |
|
4.250 |
2.653 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.880 |
2.884 |
| PP |
2.878 |
2.883 |
| S1 |
2.877 |
2.882 |
|