NYMEX Natural Gas Future March 2016
Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
2.812 |
2.800 |
-0.012 |
-0.4% |
2.858 |
High |
2.813 |
2.812 |
-0.001 |
0.0% |
2.887 |
Low |
2.776 |
2.781 |
0.005 |
0.2% |
2.776 |
Close |
2.782 |
2.790 |
0.008 |
0.3% |
2.782 |
Range |
0.037 |
0.031 |
-0.006 |
-16.2% |
0.111 |
ATR |
0.054 |
0.052 |
-0.002 |
-3.1% |
0.000 |
Volume |
16,131 |
12,860 |
-3,271 |
-20.3% |
109,423 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.887 |
2.870 |
2.807 |
|
R3 |
2.856 |
2.839 |
2.799 |
|
R2 |
2.825 |
2.825 |
2.796 |
|
R1 |
2.808 |
2.808 |
2.793 |
2.801 |
PP |
2.794 |
2.794 |
2.794 |
2.791 |
S1 |
2.777 |
2.777 |
2.787 |
2.770 |
S2 |
2.763 |
2.763 |
2.784 |
|
S3 |
2.732 |
2.746 |
2.781 |
|
S4 |
2.701 |
2.715 |
2.773 |
|
|
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% |
0.048 |
1.7% |
13% |
False |
False |
20,759 |
10 |
2.887 |
2.775 |
0.112 |
4.0% |
0.048 |
1.7% |
13% |
False |
False |
20,523 |
20 |
2.956 |
2.733 |
0.223 |
8.0% |
0.054 |
1.9% |
26% |
False |
False |
18,757 |
40 |
3.062 |
2.733 |
0.329 |
11.8% |
0.050 |
1.8% |
17% |
False |
False |
14,232 |
60 |
3.238 |
2.733 |
0.505 |
18.1% |
0.053 |
1.9% |
11% |
False |
False |
12,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.944 |
2.618 |
2.893 |
1.618 |
2.862 |
1.000 |
2.843 |
0.618 |
2.831 |
HIGH |
2.812 |
0.618 |
2.800 |
0.500 |
2.797 |
0.382 |
2.793 |
LOW |
2.781 |
0.618 |
2.762 |
1.000 |
2.750 |
1.618 |
2.731 |
2.618 |
2.700 |
4.250 |
2.649 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
2.797 |
2.832 |
PP |
2.794 |
2.818 |
S1 |
2.792 |
2.804 |
|