NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.873 |
2.890 |
0.017 |
0.6% |
2.817 |
| High |
2.900 |
2.920 |
0.020 |
0.7% |
2.878 |
| Low |
2.853 |
2.833 |
-0.020 |
-0.7% |
2.788 |
| Close |
2.881 |
2.838 |
-0.043 |
-1.5% |
2.863 |
| Range |
0.047 |
0.087 |
0.040 |
85.1% |
0.090 |
| ATR |
0.056 |
0.058 |
0.002 |
3.9% |
0.000 |
| Volume |
13,142 |
18,363 |
5,221 |
39.7% |
58,855 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.125 |
3.068 |
2.886 |
|
| R3 |
3.038 |
2.981 |
2.862 |
|
| R2 |
2.951 |
2.951 |
2.854 |
|
| R1 |
2.894 |
2.894 |
2.846 |
2.879 |
| PP |
2.864 |
2.864 |
2.864 |
2.856 |
| S1 |
2.807 |
2.807 |
2.830 |
2.792 |
| S2 |
2.777 |
2.777 |
2.822 |
|
| S3 |
2.690 |
2.720 |
2.814 |
|
| S4 |
2.603 |
2.633 |
2.790 |
|
|
| 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 |
2.920 |
2.821 |
0.099 |
3.5% |
0.058 |
2.1% |
17% |
True |
False |
13,963 |
| 10 |
2.920 |
2.760 |
0.160 |
5.6% |
0.055 |
1.9% |
49% |
True |
False |
13,139 |
| 20 |
3.004 |
2.760 |
0.244 |
8.6% |
0.057 |
2.0% |
32% |
False |
False |
11,941 |
| 40 |
3.141 |
2.760 |
0.381 |
13.4% |
0.055 |
1.9% |
20% |
False |
False |
9,288 |
| 60 |
3.333 |
2.760 |
0.573 |
20.2% |
0.056 |
2.0% |
14% |
False |
False |
7,593 |
| 80 |
3.333 |
2.760 |
0.573 |
20.2% |
0.056 |
2.0% |
14% |
False |
False |
6,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.290 |
|
2.618 |
3.148 |
|
1.618 |
3.061 |
|
1.000 |
3.007 |
|
0.618 |
2.974 |
|
HIGH |
2.920 |
|
0.618 |
2.887 |
|
0.500 |
2.877 |
|
0.382 |
2.866 |
|
LOW |
2.833 |
|
0.618 |
2.779 |
|
1.000 |
2.746 |
|
1.618 |
2.692 |
|
2.618 |
2.605 |
|
4.250 |
2.463 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.877 |
2.877 |
| PP |
2.864 |
2.864 |
| S1 |
2.851 |
2.851 |
|