NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.836 |
2.756 |
-0.080 |
-2.8% |
2.870 |
| High |
2.836 |
2.776 |
-0.060 |
-2.1% |
2.920 |
| Low |
2.747 |
2.715 |
-0.032 |
-1.2% |
2.804 |
| Close |
2.762 |
2.733 |
-0.029 |
-1.0% |
2.809 |
| Range |
0.089 |
0.061 |
-0.028 |
-31.5% |
0.116 |
| ATR |
0.057 |
0.057 |
0.000 |
0.5% |
0.000 |
| Volume |
14,870 |
19,908 |
5,038 |
33.9% |
68,124 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.924 |
2.890 |
2.767 |
|
| R3 |
2.863 |
2.829 |
2.750 |
|
| R2 |
2.802 |
2.802 |
2.744 |
|
| R1 |
2.768 |
2.768 |
2.739 |
2.755 |
| PP |
2.741 |
2.741 |
2.741 |
2.735 |
| S1 |
2.707 |
2.707 |
2.727 |
2.694 |
| S2 |
2.680 |
2.680 |
2.722 |
|
| S3 |
2.619 |
2.646 |
2.716 |
|
| S4 |
2.558 |
2.585 |
2.699 |
|
|
| 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 |
2.851 |
2.715 |
0.136 |
5.0% |
0.054 |
2.0% |
13% |
False |
True |
13,099 |
| 10 |
2.920 |
2.715 |
0.205 |
7.5% |
0.056 |
2.0% |
9% |
False |
True |
13,531 |
| 20 |
2.989 |
2.715 |
0.274 |
10.0% |
0.059 |
2.2% |
7% |
False |
True |
13,125 |
| 40 |
3.097 |
2.715 |
0.382 |
14.0% |
0.055 |
2.0% |
5% |
False |
True |
10,268 |
| 60 |
3.282 |
2.715 |
0.567 |
20.7% |
0.055 |
2.0% |
3% |
False |
True |
8,422 |
| 80 |
3.333 |
2.715 |
0.618 |
22.6% |
0.056 |
2.1% |
3% |
False |
True |
7,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.035 |
|
2.618 |
2.936 |
|
1.618 |
2.875 |
|
1.000 |
2.837 |
|
0.618 |
2.814 |
|
HIGH |
2.776 |
|
0.618 |
2.753 |
|
0.500 |
2.746 |
|
0.382 |
2.738 |
|
LOW |
2.715 |
|
0.618 |
2.677 |
|
1.000 |
2.654 |
|
1.618 |
2.616 |
|
2.618 |
2.555 |
|
4.250 |
2.456 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.746 |
2.783 |
| PP |
2.741 |
2.766 |
| S1 |
2.737 |
2.750 |
|