NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.566 |
2.487 |
-0.079 |
-3.1% |
2.849 |
| High |
2.573 |
2.551 |
-0.022 |
-0.9% |
2.851 |
| Low |
2.457 |
2.425 |
-0.032 |
-1.3% |
2.638 |
| Close |
2.485 |
2.445 |
-0.040 |
-1.6% |
2.646 |
| Range |
0.116 |
0.126 |
0.010 |
8.6% |
0.213 |
| ATR |
0.070 |
0.074 |
0.004 |
5.8% |
0.000 |
| Volume |
22,608 |
15,129 |
-7,479 |
-33.1% |
72,448 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.852 |
2.774 |
2.514 |
|
| R3 |
2.726 |
2.648 |
2.480 |
|
| R2 |
2.600 |
2.600 |
2.468 |
|
| R1 |
2.522 |
2.522 |
2.457 |
2.498 |
| PP |
2.474 |
2.474 |
2.474 |
2.462 |
| S1 |
2.396 |
2.396 |
2.433 |
2.372 |
| S2 |
2.348 |
2.348 |
2.422 |
|
| S3 |
2.222 |
2.270 |
2.410 |
|
| S4 |
2.096 |
2.144 |
2.376 |
|
|
| 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 |
2.718 |
2.425 |
0.293 |
12.0% |
0.099 |
4.0% |
7% |
False |
True |
18,212 |
| 10 |
2.851 |
2.425 |
0.426 |
17.4% |
0.076 |
3.1% |
5% |
False |
True |
15,655 |
| 20 |
2.920 |
2.425 |
0.495 |
20.2% |
0.066 |
2.7% |
4% |
False |
True |
14,397 |
| 40 |
3.097 |
2.425 |
0.672 |
27.5% |
0.061 |
2.5% |
3% |
False |
True |
11,998 |
| 60 |
3.282 |
2.425 |
0.857 |
35.1% |
0.058 |
2.4% |
2% |
False |
True |
9,605 |
| 80 |
3.333 |
2.425 |
0.908 |
37.1% |
0.059 |
2.4% |
2% |
False |
True |
8,106 |
| 100 |
3.370 |
2.425 |
0.945 |
38.7% |
0.059 |
2.4% |
2% |
False |
True |
7,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.087 |
|
2.618 |
2.881 |
|
1.618 |
2.755 |
|
1.000 |
2.677 |
|
0.618 |
2.629 |
|
HIGH |
2.551 |
|
0.618 |
2.503 |
|
0.500 |
2.488 |
|
0.382 |
2.473 |
|
LOW |
2.425 |
|
0.618 |
2.347 |
|
1.000 |
2.299 |
|
1.618 |
2.221 |
|
2.618 |
2.095 |
|
4.250 |
1.890 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.488 |
2.512 |
| PP |
2.474 |
2.489 |
| S1 |
2.459 |
2.467 |
|