NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.606 |
2.536 |
-0.070 |
-2.7% |
2.849 |
| High |
2.606 |
2.598 |
-0.008 |
-0.3% |
2.851 |
| Low |
2.520 |
2.513 |
-0.007 |
-0.3% |
2.638 |
| Close |
2.534 |
2.551 |
0.017 |
0.7% |
2.646 |
| Range |
0.086 |
0.085 |
-0.001 |
-1.2% |
0.213 |
| ATR |
0.065 |
0.066 |
0.001 |
2.2% |
0.000 |
| Volume |
21,065 |
16,685 |
-4,380 |
-20.8% |
72,448 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.809 |
2.765 |
2.598 |
|
| R3 |
2.724 |
2.680 |
2.574 |
|
| R2 |
2.639 |
2.639 |
2.567 |
|
| R1 |
2.595 |
2.595 |
2.559 |
2.617 |
| PP |
2.554 |
2.554 |
2.554 |
2.565 |
| S1 |
2.510 |
2.510 |
2.543 |
2.532 |
| S2 |
2.469 |
2.469 |
2.535 |
|
| S3 |
2.384 |
2.425 |
2.528 |
|
| S4 |
2.299 |
2.340 |
2.504 |
|
|
| 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 |
2.836 |
2.513 |
0.323 |
12.7% |
0.080 |
3.1% |
12% |
False |
True |
17,620 |
| 10 |
2.920 |
2.513 |
0.407 |
16.0% |
0.065 |
2.6% |
9% |
False |
True |
15,032 |
| 20 |
2.920 |
2.513 |
0.407 |
16.0% |
0.062 |
2.4% |
9% |
False |
True |
13,914 |
| 40 |
3.097 |
2.513 |
0.584 |
22.9% |
0.058 |
2.3% |
7% |
False |
True |
11,305 |
| 60 |
3.282 |
2.513 |
0.769 |
30.1% |
0.056 |
2.2% |
5% |
False |
True |
9,155 |
| 80 |
3.333 |
2.513 |
0.820 |
32.1% |
0.057 |
2.2% |
5% |
False |
True |
7,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.959 |
|
2.618 |
2.821 |
|
1.618 |
2.736 |
|
1.000 |
2.683 |
|
0.618 |
2.651 |
|
HIGH |
2.598 |
|
0.618 |
2.566 |
|
0.500 |
2.556 |
|
0.382 |
2.545 |
|
LOW |
2.513 |
|
0.618 |
2.460 |
|
1.000 |
2.428 |
|
1.618 |
2.375 |
|
2.618 |
2.290 |
|
4.250 |
2.152 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.556 |
2.616 |
| PP |
2.554 |
2.594 |
| S1 |
2.553 |
2.573 |
|