NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.716 |
2.606 |
-0.110 |
-4.1% |
2.849 |
| High |
2.718 |
2.606 |
-0.112 |
-4.1% |
2.851 |
| Low |
2.638 |
2.520 |
-0.118 |
-4.5% |
2.638 |
| Close |
2.646 |
2.534 |
-0.112 |
-4.2% |
2.646 |
| Range |
0.080 |
0.086 |
0.006 |
7.5% |
0.213 |
| ATR |
0.060 |
0.065 |
0.005 |
7.8% |
0.000 |
| Volume |
15,573 |
21,065 |
5,492 |
35.3% |
72,448 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.811 |
2.759 |
2.581 |
|
| R3 |
2.725 |
2.673 |
2.558 |
|
| R2 |
2.639 |
2.639 |
2.550 |
|
| R1 |
2.587 |
2.587 |
2.542 |
2.570 |
| PP |
2.553 |
2.553 |
2.553 |
2.545 |
| S1 |
2.501 |
2.501 |
2.526 |
2.484 |
| S2 |
2.467 |
2.467 |
2.518 |
|
| S3 |
2.381 |
2.415 |
2.510 |
|
| S4 |
2.295 |
2.329 |
2.487 |
|
|
| 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 |
2.520 |
0.331 |
13.1% |
0.071 |
2.8% |
4% |
False |
True |
17,025 |
| 10 |
2.920 |
2.520 |
0.400 |
15.8% |
0.062 |
2.4% |
4% |
False |
True |
14,860 |
| 20 |
2.963 |
2.520 |
0.443 |
17.5% |
0.061 |
2.4% |
3% |
False |
True |
13,586 |
| 40 |
3.097 |
2.520 |
0.577 |
22.8% |
0.056 |
2.2% |
2% |
False |
True |
10,986 |
| 60 |
3.282 |
2.520 |
0.762 |
30.1% |
0.055 |
2.2% |
2% |
False |
True |
8,943 |
| 80 |
3.333 |
2.520 |
0.813 |
32.1% |
0.057 |
2.2% |
2% |
False |
True |
7,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.972 |
|
2.618 |
2.831 |
|
1.618 |
2.745 |
|
1.000 |
2.692 |
|
0.618 |
2.659 |
|
HIGH |
2.606 |
|
0.618 |
2.573 |
|
0.500 |
2.563 |
|
0.382 |
2.553 |
|
LOW |
2.520 |
|
0.618 |
2.467 |
|
1.000 |
2.434 |
|
1.618 |
2.381 |
|
2.618 |
2.295 |
|
4.250 |
2.155 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.563 |
2.648 |
| PP |
2.553 |
2.610 |
| S1 |
2.544 |
2.572 |
|