NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.756 |
2.716 |
-0.040 |
-1.5% |
2.849 |
| High |
2.776 |
2.718 |
-0.058 |
-2.1% |
2.851 |
| Low |
2.715 |
2.638 |
-0.077 |
-2.8% |
2.638 |
| Close |
2.733 |
2.646 |
-0.087 |
-3.2% |
2.646 |
| Range |
0.061 |
0.080 |
0.019 |
31.1% |
0.213 |
| ATR |
0.057 |
0.060 |
0.003 |
4.7% |
0.000 |
| Volume |
19,908 |
15,573 |
-4,335 |
-21.8% |
72,448 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.907 |
2.857 |
2.690 |
|
| R3 |
2.827 |
2.777 |
2.668 |
|
| R2 |
2.747 |
2.747 |
2.661 |
|
| R1 |
2.697 |
2.697 |
2.653 |
2.682 |
| PP |
2.667 |
2.667 |
2.667 |
2.660 |
| S1 |
2.617 |
2.617 |
2.639 |
2.602 |
| S2 |
2.587 |
2.587 |
2.631 |
|
| S3 |
2.507 |
2.537 |
2.624 |
|
| S4 |
2.427 |
2.457 |
2.602 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.211 |
2.763 |
|
| R3 |
3.138 |
2.998 |
2.705 |
|
| R2 |
2.925 |
2.925 |
2.685 |
|
| R1 |
2.785 |
2.785 |
2.666 |
2.749 |
| PP |
2.712 |
2.712 |
2.712 |
2.693 |
| S1 |
2.572 |
2.572 |
2.626 |
2.536 |
| S2 |
2.499 |
2.499 |
2.607 |
|
| S3 |
2.286 |
2.359 |
2.587 |
|
| S4 |
2.073 |
2.146 |
2.529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.851 |
2.638 |
0.213 |
8.0% |
0.062 |
2.3% |
4% |
False |
True |
14,489 |
| 10 |
2.920 |
2.638 |
0.282 |
10.7% |
0.058 |
2.2% |
3% |
False |
True |
14,057 |
| 20 |
2.989 |
2.638 |
0.351 |
13.3% |
0.060 |
2.3% |
2% |
False |
True |
13,258 |
| 40 |
3.097 |
2.638 |
0.459 |
17.3% |
0.055 |
2.1% |
2% |
False |
True |
10,531 |
| 60 |
3.282 |
2.638 |
0.644 |
24.3% |
0.055 |
2.1% |
1% |
False |
True |
8,631 |
| 80 |
3.333 |
2.638 |
0.695 |
26.3% |
0.057 |
2.1% |
1% |
False |
True |
7,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.058 |
|
2.618 |
2.927 |
|
1.618 |
2.847 |
|
1.000 |
2.798 |
|
0.618 |
2.767 |
|
HIGH |
2.718 |
|
0.618 |
2.687 |
|
0.500 |
2.678 |
|
0.382 |
2.669 |
|
LOW |
2.638 |
|
0.618 |
2.589 |
|
1.000 |
2.558 |
|
1.618 |
2.509 |
|
2.618 |
2.429 |
|
4.250 |
2.298 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.678 |
2.737 |
| PP |
2.667 |
2.707 |
| S1 |
2.657 |
2.676 |
|