NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.690 |
2.606 |
-0.084 |
-3.1% |
2.800 |
| High |
2.695 |
2.606 |
-0.089 |
-3.3% |
2.820 |
| Low |
2.617 |
2.503 |
-0.114 |
-4.4% |
2.617 |
| Close |
2.626 |
2.517 |
-0.109 |
-4.2% |
2.626 |
| Range |
0.078 |
0.103 |
0.025 |
32.1% |
0.203 |
| ATR |
0.057 |
0.062 |
0.005 |
8.3% |
0.000 |
| Volume |
23,189 |
33,990 |
10,801 |
46.6% |
114,636 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.851 |
2.787 |
2.574 |
|
| R3 |
2.748 |
2.684 |
2.545 |
|
| R2 |
2.645 |
2.645 |
2.536 |
|
| R1 |
2.581 |
2.581 |
2.526 |
2.562 |
| PP |
2.542 |
2.542 |
2.542 |
2.532 |
| S1 |
2.478 |
2.478 |
2.508 |
2.459 |
| S2 |
2.439 |
2.439 |
2.498 |
|
| S3 |
2.336 |
2.375 |
2.489 |
|
| S4 |
2.233 |
2.272 |
2.460 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.297 |
3.164 |
2.738 |
|
| R3 |
3.094 |
2.961 |
2.682 |
|
| R2 |
2.891 |
2.891 |
2.663 |
|
| R1 |
2.758 |
2.758 |
2.645 |
2.723 |
| PP |
2.688 |
2.688 |
2.688 |
2.670 |
| S1 |
2.555 |
2.555 |
2.607 |
2.520 |
| S2 |
2.485 |
2.485 |
2.589 |
|
| S3 |
2.282 |
2.352 |
2.570 |
|
| S4 |
2.079 |
2.149 |
2.514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.820 |
2.503 |
0.317 |
12.6% |
0.072 |
2.9% |
4% |
False |
True |
27,153 |
| 10 |
2.887 |
2.503 |
0.384 |
15.3% |
0.060 |
2.4% |
4% |
False |
True |
23,956 |
| 20 |
2.927 |
2.503 |
0.424 |
16.8% |
0.059 |
2.3% |
3% |
False |
True |
22,230 |
| 40 |
3.062 |
2.503 |
0.559 |
22.2% |
0.053 |
2.1% |
3% |
False |
True |
16,853 |
| 60 |
3.238 |
2.503 |
0.735 |
29.2% |
0.053 |
2.1% |
2% |
False |
True |
13,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.044 |
|
2.618 |
2.876 |
|
1.618 |
2.773 |
|
1.000 |
2.709 |
|
0.618 |
2.670 |
|
HIGH |
2.606 |
|
0.618 |
2.567 |
|
0.500 |
2.555 |
|
0.382 |
2.542 |
|
LOW |
2.503 |
|
0.618 |
2.439 |
|
1.000 |
2.400 |
|
1.618 |
2.336 |
|
2.618 |
2.233 |
|
4.250 |
2.065 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.555 |
2.626 |
| PP |
2.542 |
2.590 |
| S1 |
2.530 |
2.553 |
|