NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.890 |
2.841 |
-0.049 |
-1.7% |
2.870 |
| High |
2.920 |
2.844 |
-0.076 |
-2.6% |
2.920 |
| Low |
2.833 |
2.804 |
-0.029 |
-1.0% |
2.804 |
| Close |
2.838 |
2.809 |
-0.029 |
-1.0% |
2.809 |
| Range |
0.087 |
0.040 |
-0.047 |
-54.0% |
0.116 |
| ATR |
0.058 |
0.057 |
-0.001 |
-2.3% |
0.000 |
| Volume |
18,363 |
8,624 |
-9,739 |
-53.0% |
68,124 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.939 |
2.914 |
2.831 |
|
| R3 |
2.899 |
2.874 |
2.820 |
|
| R2 |
2.859 |
2.859 |
2.816 |
|
| R1 |
2.834 |
2.834 |
2.813 |
2.827 |
| PP |
2.819 |
2.819 |
2.819 |
2.815 |
| S1 |
2.794 |
2.794 |
2.805 |
2.787 |
| S2 |
2.779 |
2.779 |
2.802 |
|
| S3 |
2.739 |
2.754 |
2.798 |
|
| S4 |
2.699 |
2.714 |
2.787 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.192 |
3.117 |
2.873 |
|
| R3 |
3.076 |
3.001 |
2.841 |
|
| R2 |
2.960 |
2.960 |
2.830 |
|
| R1 |
2.885 |
2.885 |
2.820 |
2.865 |
| PP |
2.844 |
2.844 |
2.844 |
2.834 |
| S1 |
2.769 |
2.769 |
2.798 |
2.749 |
| S2 |
2.728 |
2.728 |
2.788 |
|
| S3 |
2.612 |
2.653 |
2.777 |
|
| S4 |
2.496 |
2.537 |
2.745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.920 |
2.804 |
0.116 |
4.1% |
0.055 |
2.0% |
4% |
False |
True |
13,624 |
| 10 |
2.920 |
2.788 |
0.132 |
4.7% |
0.053 |
1.9% |
16% |
False |
False |
12,697 |
| 20 |
2.989 |
2.760 |
0.229 |
8.2% |
0.056 |
2.0% |
21% |
False |
False |
12,029 |
| 40 |
3.123 |
2.760 |
0.363 |
12.9% |
0.054 |
1.9% |
13% |
False |
False |
9,357 |
| 60 |
3.282 |
2.760 |
0.522 |
18.6% |
0.055 |
1.9% |
9% |
False |
False |
7,678 |
| 80 |
3.333 |
2.760 |
0.573 |
20.4% |
0.056 |
2.0% |
9% |
False |
False |
6,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.014 |
|
2.618 |
2.949 |
|
1.618 |
2.909 |
|
1.000 |
2.884 |
|
0.618 |
2.869 |
|
HIGH |
2.844 |
|
0.618 |
2.829 |
|
0.500 |
2.824 |
|
0.382 |
2.819 |
|
LOW |
2.804 |
|
0.618 |
2.779 |
|
1.000 |
2.764 |
|
1.618 |
2.739 |
|
2.618 |
2.699 |
|
4.250 |
2.634 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.824 |
2.862 |
| PP |
2.819 |
2.844 |
| S1 |
2.814 |
2.827 |
|