NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.860 |
2.812 |
-0.048 |
-1.7% |
2.858 |
| High |
2.887 |
2.813 |
-0.074 |
-2.6% |
2.887 |
| Low |
2.803 |
2.776 |
-0.027 |
-1.0% |
2.776 |
| Close |
2.808 |
2.782 |
-0.026 |
-0.9% |
2.782 |
| Range |
0.084 |
0.037 |
-0.047 |
-56.0% |
0.111 |
| ATR |
0.055 |
0.054 |
-0.001 |
-2.4% |
0.000 |
| Volume |
35,379 |
16,131 |
-19,248 |
-54.4% |
109,423 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.901 |
2.879 |
2.802 |
|
| R3 |
2.864 |
2.842 |
2.792 |
|
| R2 |
2.827 |
2.827 |
2.789 |
|
| R1 |
2.805 |
2.805 |
2.785 |
2.798 |
| PP |
2.790 |
2.790 |
2.790 |
2.787 |
| S1 |
2.768 |
2.768 |
2.779 |
2.761 |
| S2 |
2.753 |
2.753 |
2.775 |
|
| S3 |
2.716 |
2.731 |
2.772 |
|
| S4 |
2.679 |
2.694 |
2.762 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.148 |
3.076 |
2.843 |
|
| R3 |
3.037 |
2.965 |
2.813 |
|
| R2 |
2.926 |
2.926 |
2.802 |
|
| R1 |
2.854 |
2.854 |
2.792 |
2.835 |
| PP |
2.815 |
2.815 |
2.815 |
2.805 |
| S1 |
2.743 |
2.743 |
2.772 |
2.724 |
| S2 |
2.704 |
2.704 |
2.762 |
|
| S3 |
2.593 |
2.632 |
2.751 |
|
| S4 |
2.482 |
2.521 |
2.721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.887 |
2.776 |
0.111 |
4.0% |
0.051 |
1.8% |
5% |
False |
True |
21,884 |
| 10 |
2.887 |
2.759 |
0.128 |
4.6% |
0.050 |
1.8% |
18% |
False |
False |
20,852 |
| 20 |
2.956 |
2.733 |
0.223 |
8.0% |
0.053 |
1.9% |
22% |
False |
False |
18,788 |
| 40 |
3.081 |
2.733 |
0.348 |
12.5% |
0.051 |
1.8% |
14% |
False |
False |
14,091 |
| 60 |
3.238 |
2.733 |
0.505 |
18.2% |
0.053 |
1.9% |
10% |
False |
False |
11,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.970 |
|
2.618 |
2.910 |
|
1.618 |
2.873 |
|
1.000 |
2.850 |
|
0.618 |
2.836 |
|
HIGH |
2.813 |
|
0.618 |
2.799 |
|
0.500 |
2.795 |
|
0.382 |
2.790 |
|
LOW |
2.776 |
|
0.618 |
2.753 |
|
1.000 |
2.739 |
|
1.618 |
2.716 |
|
2.618 |
2.679 |
|
4.250 |
2.619 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.795 |
2.832 |
| PP |
2.790 |
2.815 |
| S1 |
2.786 |
2.799 |
|