NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.790 |
-0.010 |
-0.4% |
2.858 |
| High |
2.812 |
2.820 |
0.008 |
0.3% |
2.887 |
| Low |
2.781 |
2.783 |
0.002 |
0.1% |
2.776 |
| Close |
2.790 |
2.795 |
0.005 |
0.2% |
2.782 |
| Range |
0.031 |
0.037 |
0.006 |
19.4% |
0.111 |
| ATR |
0.052 |
0.051 |
-0.001 |
-2.1% |
0.000 |
| Volume |
12,860 |
23,750 |
10,890 |
84.7% |
109,423 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.910 |
2.890 |
2.815 |
|
| R3 |
2.873 |
2.853 |
2.805 |
|
| R2 |
2.836 |
2.836 |
2.802 |
|
| R1 |
2.816 |
2.816 |
2.798 |
2.826 |
| PP |
2.799 |
2.799 |
2.799 |
2.805 |
| S1 |
2.779 |
2.779 |
2.792 |
2.789 |
| S2 |
2.762 |
2.762 |
2.788 |
|
| S3 |
2.725 |
2.742 |
2.785 |
|
| S4 |
2.688 |
2.705 |
2.775 |
|
|
| 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% |
0.046 |
1.7% |
17% |
False |
False |
21,173 |
| 10 |
2.887 |
2.775 |
0.112 |
4.0% |
0.048 |
1.7% |
18% |
False |
False |
21,091 |
| 20 |
2.956 |
2.733 |
0.223 |
8.0% |
0.054 |
1.9% |
28% |
False |
False |
19,598 |
| 40 |
3.062 |
2.733 |
0.329 |
11.8% |
0.050 |
1.8% |
19% |
False |
False |
14,679 |
| 60 |
3.238 |
2.733 |
0.505 |
18.1% |
0.052 |
1.9% |
12% |
False |
False |
12,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.977 |
|
2.618 |
2.917 |
|
1.618 |
2.880 |
|
1.000 |
2.857 |
|
0.618 |
2.843 |
|
HIGH |
2.820 |
|
0.618 |
2.806 |
|
0.500 |
2.802 |
|
0.382 |
2.797 |
|
LOW |
2.783 |
|
0.618 |
2.760 |
|
1.000 |
2.746 |
|
1.618 |
2.723 |
|
2.618 |
2.686 |
|
4.250 |
2.626 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.802 |
2.798 |
| PP |
2.799 |
2.797 |
| S1 |
2.797 |
2.796 |
|