NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.520 |
2.549 |
0.029 |
1.2% |
2.800 |
| High |
2.577 |
2.556 |
-0.021 |
-0.8% |
2.820 |
| Low |
2.491 |
2.443 |
-0.048 |
-1.9% |
2.617 |
| Close |
2.534 |
2.470 |
-0.064 |
-2.5% |
2.626 |
| Range |
0.086 |
0.113 |
0.027 |
31.4% |
0.203 |
| ATR |
0.063 |
0.067 |
0.004 |
5.6% |
0.000 |
| Volume |
23,175 |
38,281 |
15,106 |
65.2% |
114,636 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.829 |
2.762 |
2.532 |
|
| R3 |
2.716 |
2.649 |
2.501 |
|
| R2 |
2.603 |
2.603 |
2.491 |
|
| R1 |
2.536 |
2.536 |
2.480 |
2.513 |
| PP |
2.490 |
2.490 |
2.490 |
2.478 |
| S1 |
2.423 |
2.423 |
2.460 |
2.400 |
| S2 |
2.377 |
2.377 |
2.449 |
|
| S3 |
2.264 |
2.310 |
2.439 |
|
| S4 |
2.151 |
2.197 |
2.408 |
|
|
| 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 |
2.749 |
2.443 |
0.306 |
12.4% |
0.088 |
3.6% |
9% |
False |
True |
29,314 |
| 10 |
2.887 |
2.443 |
0.444 |
18.0% |
0.071 |
2.9% |
6% |
False |
True |
26,159 |
| 20 |
2.887 |
2.443 |
0.444 |
18.0% |
0.061 |
2.5% |
6% |
False |
True |
23,373 |
| 40 |
3.062 |
2.443 |
0.619 |
25.1% |
0.056 |
2.3% |
4% |
False |
True |
17,960 |
| 60 |
3.238 |
2.443 |
0.795 |
32.2% |
0.055 |
2.2% |
3% |
False |
True |
14,572 |
| 80 |
3.290 |
2.443 |
0.847 |
34.3% |
0.056 |
2.3% |
3% |
False |
True |
12,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.036 |
|
2.618 |
2.852 |
|
1.618 |
2.739 |
|
1.000 |
2.669 |
|
0.618 |
2.626 |
|
HIGH |
2.556 |
|
0.618 |
2.513 |
|
0.500 |
2.500 |
|
0.382 |
2.486 |
|
LOW |
2.443 |
|
0.618 |
2.373 |
|
1.000 |
2.330 |
|
1.618 |
2.260 |
|
2.618 |
2.147 |
|
4.250 |
1.963 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.500 |
2.525 |
| PP |
2.490 |
2.506 |
| S1 |
2.480 |
2.488 |
|