NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.835 |
2.836 |
0.001 |
0.0% |
2.870 |
| High |
2.851 |
2.836 |
-0.015 |
-0.5% |
2.920 |
| Low |
2.813 |
2.747 |
-0.066 |
-2.3% |
2.804 |
| Close |
2.825 |
2.762 |
-0.063 |
-2.2% |
2.809 |
| Range |
0.038 |
0.089 |
0.051 |
134.2% |
0.116 |
| ATR |
0.055 |
0.057 |
0.002 |
4.5% |
0.000 |
| Volume |
13,712 |
14,870 |
1,158 |
8.4% |
68,124 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.049 |
2.994 |
2.811 |
|
| R3 |
2.960 |
2.905 |
2.786 |
|
| R2 |
2.871 |
2.871 |
2.778 |
|
| R1 |
2.816 |
2.816 |
2.770 |
2.799 |
| PP |
2.782 |
2.782 |
2.782 |
2.773 |
| S1 |
2.727 |
2.727 |
2.754 |
2.710 |
| S2 |
2.693 |
2.693 |
2.746 |
|
| S3 |
2.604 |
2.638 |
2.738 |
|
| S4 |
2.515 |
2.549 |
2.713 |
|
|
| 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 |
2.747 |
0.173 |
6.3% |
0.059 |
2.1% |
9% |
False |
True |
12,790 |
| 10 |
2.920 |
2.747 |
0.173 |
6.3% |
0.056 |
2.0% |
9% |
False |
True |
12,659 |
| 20 |
2.989 |
2.747 |
0.242 |
8.8% |
0.061 |
2.2% |
6% |
False |
True |
12,826 |
| 40 |
3.097 |
2.747 |
0.350 |
12.7% |
0.054 |
1.9% |
4% |
False |
True |
9,863 |
| 60 |
3.282 |
2.747 |
0.535 |
19.4% |
0.055 |
2.0% |
3% |
False |
True |
8,157 |
| 80 |
3.333 |
2.747 |
0.586 |
21.2% |
0.056 |
2.0% |
3% |
False |
True |
6,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.214 |
|
2.618 |
3.069 |
|
1.618 |
2.980 |
|
1.000 |
2.925 |
|
0.618 |
2.891 |
|
HIGH |
2.836 |
|
0.618 |
2.802 |
|
0.500 |
2.792 |
|
0.382 |
2.781 |
|
LOW |
2.747 |
|
0.618 |
2.692 |
|
1.000 |
2.658 |
|
1.618 |
2.603 |
|
2.618 |
2.514 |
|
4.250 |
2.369 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.792 |
2.799 |
| PP |
2.782 |
2.787 |
| S1 |
2.772 |
2.774 |
|