NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.606 |
2.520 |
-0.086 |
-3.3% |
2.800 |
| High |
2.606 |
2.577 |
-0.029 |
-1.1% |
2.820 |
| Low |
2.503 |
2.491 |
-0.012 |
-0.5% |
2.617 |
| Close |
2.517 |
2.534 |
0.017 |
0.7% |
2.626 |
| Range |
0.103 |
0.086 |
-0.017 |
-16.5% |
0.203 |
| ATR |
0.062 |
0.063 |
0.002 |
2.8% |
0.000 |
| Volume |
33,990 |
23,175 |
-10,815 |
-31.8% |
114,636 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.792 |
2.749 |
2.581 |
|
| R3 |
2.706 |
2.663 |
2.558 |
|
| R2 |
2.620 |
2.620 |
2.550 |
|
| R1 |
2.577 |
2.577 |
2.542 |
2.599 |
| PP |
2.534 |
2.534 |
2.534 |
2.545 |
| S1 |
2.491 |
2.491 |
2.526 |
2.513 |
| S2 |
2.448 |
2.448 |
2.518 |
|
| S3 |
2.362 |
2.405 |
2.510 |
|
| S4 |
2.276 |
2.319 |
2.487 |
|
|
| 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 |
2.806 |
2.491 |
0.315 |
12.4% |
0.082 |
3.2% |
14% |
False |
True |
27,038 |
| 10 |
2.887 |
2.491 |
0.396 |
15.6% |
0.064 |
2.5% |
11% |
False |
True |
24,105 |
| 20 |
2.887 |
2.491 |
0.396 |
15.6% |
0.059 |
2.3% |
11% |
False |
True |
22,481 |
| 40 |
3.062 |
2.491 |
0.571 |
22.5% |
0.055 |
2.2% |
8% |
False |
True |
17,232 |
| 60 |
3.238 |
2.491 |
0.747 |
29.5% |
0.054 |
2.1% |
6% |
False |
True |
14,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.943 |
|
2.618 |
2.802 |
|
1.618 |
2.716 |
|
1.000 |
2.663 |
|
0.618 |
2.630 |
|
HIGH |
2.577 |
|
0.618 |
2.544 |
|
0.500 |
2.534 |
|
0.382 |
2.524 |
|
LOW |
2.491 |
|
0.618 |
2.438 |
|
1.000 |
2.405 |
|
1.618 |
2.352 |
|
2.618 |
2.266 |
|
4.250 |
2.126 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.534 |
2.593 |
| PP |
2.534 |
2.573 |
| S1 |
2.534 |
2.554 |
|