NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.487 |
2.421 |
-0.066 |
-2.7% |
2.606 |
| High |
2.551 |
2.525 |
-0.026 |
-1.0% |
2.606 |
| Low |
2.425 |
2.382 |
-0.043 |
-1.8% |
2.382 |
| Close |
2.445 |
2.513 |
0.068 |
2.8% |
2.513 |
| Range |
0.126 |
0.143 |
0.017 |
13.5% |
0.224 |
| ATR |
0.074 |
0.079 |
0.005 |
6.7% |
0.000 |
| Volume |
15,129 |
30,200 |
15,071 |
99.6% |
105,687 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.902 |
2.851 |
2.592 |
|
| R3 |
2.759 |
2.708 |
2.552 |
|
| R2 |
2.616 |
2.616 |
2.539 |
|
| R1 |
2.565 |
2.565 |
2.526 |
2.591 |
| PP |
2.473 |
2.473 |
2.473 |
2.486 |
| S1 |
2.422 |
2.422 |
2.500 |
2.448 |
| S2 |
2.330 |
2.330 |
2.487 |
|
| S3 |
2.187 |
2.279 |
2.474 |
|
| S4 |
2.044 |
2.136 |
2.434 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.172 |
3.067 |
2.636 |
|
| R3 |
2.948 |
2.843 |
2.575 |
|
| R2 |
2.724 |
2.724 |
2.554 |
|
| R1 |
2.619 |
2.619 |
2.534 |
2.560 |
| PP |
2.500 |
2.500 |
2.500 |
2.471 |
| S1 |
2.395 |
2.395 |
2.492 |
2.336 |
| S2 |
2.276 |
2.276 |
2.472 |
|
| S3 |
2.052 |
2.171 |
2.451 |
|
| S4 |
1.828 |
1.947 |
2.390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.606 |
2.382 |
0.224 |
8.9% |
0.111 |
4.4% |
58% |
False |
True |
21,137 |
| 10 |
2.851 |
2.382 |
0.469 |
18.7% |
0.086 |
3.4% |
28% |
False |
True |
17,813 |
| 20 |
2.920 |
2.382 |
0.538 |
21.4% |
0.070 |
2.8% |
24% |
False |
True |
15,255 |
| 40 |
3.097 |
2.382 |
0.715 |
28.5% |
0.063 |
2.5% |
18% |
False |
True |
12,366 |
| 60 |
3.282 |
2.382 |
0.900 |
35.8% |
0.059 |
2.3% |
15% |
False |
True |
10,021 |
| 80 |
3.333 |
2.382 |
0.951 |
37.8% |
0.060 |
2.4% |
14% |
False |
True |
8,433 |
| 100 |
3.370 |
2.382 |
0.988 |
39.3% |
0.060 |
2.4% |
13% |
False |
True |
7,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.133 |
|
2.618 |
2.899 |
|
1.618 |
2.756 |
|
1.000 |
2.668 |
|
0.618 |
2.613 |
|
HIGH |
2.525 |
|
0.618 |
2.470 |
|
0.500 |
2.454 |
|
0.382 |
2.437 |
|
LOW |
2.382 |
|
0.618 |
2.294 |
|
1.000 |
2.239 |
|
1.618 |
2.151 |
|
2.618 |
2.008 |
|
4.250 |
1.774 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.493 |
2.501 |
| PP |
2.473 |
2.489 |
| S1 |
2.454 |
2.478 |
|