NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.549 |
2.475 |
-0.074 |
-2.9% |
2.800 |
| High |
2.556 |
2.532 |
-0.024 |
-0.9% |
2.820 |
| Low |
2.443 |
2.410 |
-0.033 |
-1.4% |
2.617 |
| Close |
2.470 |
2.430 |
-0.040 |
-1.6% |
2.626 |
| Range |
0.113 |
0.122 |
0.009 |
8.0% |
0.203 |
| ATR |
0.067 |
0.071 |
0.004 |
5.9% |
0.000 |
| Volume |
38,281 |
25,836 |
-12,445 |
-32.5% |
114,636 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.823 |
2.749 |
2.497 |
|
| R3 |
2.701 |
2.627 |
2.464 |
|
| R2 |
2.579 |
2.579 |
2.452 |
|
| R1 |
2.505 |
2.505 |
2.441 |
2.481 |
| PP |
2.457 |
2.457 |
2.457 |
2.446 |
| S1 |
2.383 |
2.383 |
2.419 |
2.359 |
| S2 |
2.335 |
2.335 |
2.408 |
|
| S3 |
2.213 |
2.261 |
2.396 |
|
| S4 |
2.091 |
2.139 |
2.363 |
|
|
| 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 |
2.695 |
2.410 |
0.285 |
11.7% |
0.100 |
4.1% |
7% |
False |
True |
28,894 |
| 10 |
2.820 |
2.410 |
0.410 |
16.9% |
0.075 |
3.1% |
5% |
False |
True |
25,204 |
| 20 |
2.887 |
2.410 |
0.477 |
19.6% |
0.063 |
2.6% |
4% |
False |
True |
23,365 |
| 40 |
3.062 |
2.410 |
0.652 |
26.8% |
0.059 |
2.4% |
3% |
False |
True |
18,416 |
| 60 |
3.238 |
2.410 |
0.828 |
34.1% |
0.056 |
2.3% |
2% |
False |
True |
14,788 |
| 80 |
3.290 |
2.410 |
0.880 |
36.2% |
0.057 |
2.3% |
2% |
False |
True |
12,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.051 |
|
2.618 |
2.851 |
|
1.618 |
2.729 |
|
1.000 |
2.654 |
|
0.618 |
2.607 |
|
HIGH |
2.532 |
|
0.618 |
2.485 |
|
0.500 |
2.471 |
|
0.382 |
2.457 |
|
LOW |
2.410 |
|
0.618 |
2.335 |
|
1.000 |
2.288 |
|
1.618 |
2.213 |
|
2.618 |
2.091 |
|
4.250 |
1.892 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.471 |
2.494 |
| PP |
2.457 |
2.472 |
| S1 |
2.444 |
2.451 |
|