NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.835 |
-0.014 |
-0.5% |
2.870 |
| High |
2.849 |
2.851 |
0.002 |
0.1% |
2.920 |
| Low |
2.809 |
2.813 |
0.004 |
0.1% |
2.804 |
| Close |
2.818 |
2.825 |
0.007 |
0.2% |
2.809 |
| Range |
0.040 |
0.038 |
-0.002 |
-5.0% |
0.116 |
| ATR |
0.056 |
0.055 |
-0.001 |
-2.3% |
0.000 |
| Volume |
8,385 |
13,712 |
5,327 |
63.5% |
68,124 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.944 |
2.922 |
2.846 |
|
| R3 |
2.906 |
2.884 |
2.835 |
|
| R2 |
2.868 |
2.868 |
2.832 |
|
| R1 |
2.846 |
2.846 |
2.828 |
2.838 |
| PP |
2.830 |
2.830 |
2.830 |
2.826 |
| S1 |
2.808 |
2.808 |
2.822 |
2.800 |
| S2 |
2.792 |
2.792 |
2.818 |
|
| S3 |
2.754 |
2.770 |
2.815 |
|
| S4 |
2.716 |
2.732 |
2.804 |
|
|
| 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% |
0.050 |
1.8% |
18% |
False |
False |
12,445 |
| 10 |
2.920 |
2.801 |
0.119 |
4.2% |
0.052 |
1.9% |
20% |
False |
False |
12,925 |
| 20 |
2.989 |
2.760 |
0.229 |
8.1% |
0.057 |
2.0% |
28% |
False |
False |
12,461 |
| 40 |
3.097 |
2.760 |
0.337 |
11.9% |
0.053 |
1.9% |
19% |
False |
False |
9,615 |
| 60 |
3.282 |
2.760 |
0.522 |
18.5% |
0.054 |
1.9% |
12% |
False |
False |
7,972 |
| 80 |
3.333 |
2.760 |
0.573 |
20.3% |
0.056 |
2.0% |
11% |
False |
False |
6,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.013 |
|
2.618 |
2.950 |
|
1.618 |
2.912 |
|
1.000 |
2.889 |
|
0.618 |
2.874 |
|
HIGH |
2.851 |
|
0.618 |
2.836 |
|
0.500 |
2.832 |
|
0.382 |
2.828 |
|
LOW |
2.813 |
|
0.618 |
2.790 |
|
1.000 |
2.775 |
|
1.618 |
2.752 |
|
2.618 |
2.714 |
|
4.250 |
2.652 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.832 |
2.828 |
| PP |
2.830 |
2.827 |
| S1 |
2.827 |
2.826 |
|