NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.858 |
2.873 |
0.015 |
0.5% |
2.787 |
| High |
2.883 |
2.873 |
-0.010 |
-0.3% |
2.852 |
| Low |
2.837 |
2.827 |
-0.010 |
-0.4% |
2.759 |
| Close |
2.867 |
2.842 |
-0.025 |
-0.9% |
2.835 |
| Range |
0.046 |
0.046 |
0.000 |
0.0% |
0.093 |
| ATR |
0.055 |
0.054 |
-0.001 |
-1.1% |
0.000 |
| Volume |
18,488 |
21,679 |
3,191 |
17.3% |
99,101 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.985 |
2.960 |
2.867 |
|
| R3 |
2.939 |
2.914 |
2.855 |
|
| R2 |
2.893 |
2.893 |
2.850 |
|
| R1 |
2.868 |
2.868 |
2.846 |
2.858 |
| PP |
2.847 |
2.847 |
2.847 |
2.842 |
| S1 |
2.822 |
2.822 |
2.838 |
2.812 |
| S2 |
2.801 |
2.801 |
2.834 |
|
| S3 |
2.755 |
2.776 |
2.829 |
|
| S4 |
2.709 |
2.730 |
2.817 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.094 |
3.058 |
2.886 |
|
| R3 |
3.001 |
2.965 |
2.861 |
|
| R2 |
2.908 |
2.908 |
2.852 |
|
| R1 |
2.872 |
2.872 |
2.844 |
2.890 |
| PP |
2.815 |
2.815 |
2.815 |
2.825 |
| S1 |
2.779 |
2.779 |
2.826 |
2.797 |
| S2 |
2.722 |
2.722 |
2.818 |
|
| S3 |
2.629 |
2.686 |
2.809 |
|
| S4 |
2.536 |
2.593 |
2.784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.883 |
2.775 |
0.108 |
3.8% |
0.050 |
1.8% |
62% |
False |
False |
21,010 |
| 10 |
2.883 |
2.733 |
0.150 |
5.3% |
0.055 |
1.9% |
73% |
False |
False |
20,857 |
| 20 |
3.026 |
2.733 |
0.293 |
10.3% |
0.054 |
1.9% |
37% |
False |
False |
16,634 |
| 40 |
3.099 |
2.733 |
0.366 |
12.9% |
0.051 |
1.8% |
30% |
False |
False |
12,917 |
| 60 |
3.290 |
2.733 |
0.557 |
19.6% |
0.054 |
1.9% |
20% |
False |
False |
11,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.069 |
|
2.618 |
2.993 |
|
1.618 |
2.947 |
|
1.000 |
2.919 |
|
0.618 |
2.901 |
|
HIGH |
2.873 |
|
0.618 |
2.855 |
|
0.500 |
2.850 |
|
0.382 |
2.845 |
|
LOW |
2.827 |
|
0.618 |
2.799 |
|
1.000 |
2.781 |
|
1.618 |
2.753 |
|
2.618 |
2.707 |
|
4.250 |
2.632 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.850 |
2.841 |
| PP |
2.847 |
2.839 |
| S1 |
2.845 |
2.838 |
|