NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.839 |
2.860 |
0.021 |
0.7% |
2.787 |
| High |
2.868 |
2.887 |
0.019 |
0.7% |
2.852 |
| Low |
2.825 |
2.803 |
-0.022 |
-0.8% |
2.759 |
| Close |
2.852 |
2.808 |
-0.044 |
-1.5% |
2.835 |
| Range |
0.043 |
0.084 |
0.041 |
95.3% |
0.093 |
| ATR |
0.053 |
0.055 |
0.002 |
4.1% |
0.000 |
| Volume |
17,746 |
35,379 |
17,633 |
99.4% |
99,101 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.085 |
3.030 |
2.854 |
|
| R3 |
3.001 |
2.946 |
2.831 |
|
| R2 |
2.917 |
2.917 |
2.823 |
|
| R1 |
2.862 |
2.862 |
2.816 |
2.848 |
| PP |
2.833 |
2.833 |
2.833 |
2.825 |
| S1 |
2.778 |
2.778 |
2.800 |
2.764 |
| S2 |
2.749 |
2.749 |
2.793 |
|
| S3 |
2.665 |
2.694 |
2.785 |
|
| S4 |
2.581 |
2.610 |
2.762 |
|
|
| 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 |
2.887 |
2.793 |
0.094 |
3.3% |
0.056 |
2.0% |
16% |
True |
False |
22,365 |
| 10 |
2.887 |
2.733 |
0.154 |
5.5% |
0.052 |
1.8% |
49% |
True |
False |
21,525 |
| 20 |
2.967 |
2.733 |
0.234 |
8.3% |
0.055 |
1.9% |
32% |
False |
False |
18,450 |
| 40 |
3.099 |
2.733 |
0.366 |
13.0% |
0.052 |
1.9% |
20% |
False |
False |
13,864 |
| 60 |
3.290 |
2.733 |
0.557 |
19.8% |
0.054 |
1.9% |
13% |
False |
False |
11,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.244 |
|
2.618 |
3.107 |
|
1.618 |
3.023 |
|
1.000 |
2.971 |
|
0.618 |
2.939 |
|
HIGH |
2.887 |
|
0.618 |
2.855 |
|
0.500 |
2.845 |
|
0.382 |
2.835 |
|
LOW |
2.803 |
|
0.618 |
2.751 |
|
1.000 |
2.719 |
|
1.618 |
2.667 |
|
2.618 |
2.583 |
|
4.250 |
2.446 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.845 |
2.845 |
| PP |
2.833 |
2.833 |
| S1 |
2.820 |
2.820 |
|