NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.475 |
2.420 |
-0.055 |
-2.2% |
2.606 |
| High |
2.532 |
2.512 |
-0.020 |
-0.8% |
2.606 |
| Low |
2.410 |
2.368 |
-0.042 |
-1.7% |
2.368 |
| Close |
2.430 |
2.502 |
0.072 |
3.0% |
2.502 |
| Range |
0.122 |
0.144 |
0.022 |
18.0% |
0.238 |
| ATR |
0.071 |
0.076 |
0.005 |
7.4% |
0.000 |
| Volume |
25,836 |
41,094 |
15,258 |
59.1% |
162,376 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.893 |
2.841 |
2.581 |
|
| R3 |
2.749 |
2.697 |
2.542 |
|
| R2 |
2.605 |
2.605 |
2.528 |
|
| R1 |
2.553 |
2.553 |
2.515 |
2.579 |
| PP |
2.461 |
2.461 |
2.461 |
2.474 |
| S1 |
2.409 |
2.409 |
2.489 |
2.435 |
| S2 |
2.317 |
2.317 |
2.476 |
|
| S3 |
2.173 |
2.265 |
2.462 |
|
| S4 |
2.029 |
2.121 |
2.423 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.206 |
3.092 |
2.633 |
|
| R3 |
2.968 |
2.854 |
2.567 |
|
| R2 |
2.730 |
2.730 |
2.546 |
|
| R1 |
2.616 |
2.616 |
2.524 |
2.554 |
| PP |
2.492 |
2.492 |
2.492 |
2.461 |
| S1 |
2.378 |
2.378 |
2.480 |
2.316 |
| S2 |
2.254 |
2.254 |
2.458 |
|
| S3 |
2.016 |
2.140 |
2.437 |
|
| S4 |
1.778 |
1.902 |
2.371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.606 |
2.368 |
0.238 |
9.5% |
0.114 |
4.5% |
56% |
False |
True |
32,475 |
| 10 |
2.820 |
2.368 |
0.452 |
18.1% |
0.086 |
3.4% |
30% |
False |
True |
27,701 |
| 20 |
2.887 |
2.368 |
0.519 |
20.7% |
0.068 |
2.7% |
26% |
False |
True |
24,276 |
| 40 |
3.062 |
2.368 |
0.694 |
27.7% |
0.060 |
2.4% |
19% |
False |
True |
18,934 |
| 60 |
3.238 |
2.368 |
0.870 |
34.8% |
0.057 |
2.3% |
15% |
False |
True |
15,306 |
| 80 |
3.290 |
2.368 |
0.922 |
36.9% |
0.058 |
2.3% |
15% |
False |
True |
13,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.124 |
|
2.618 |
2.889 |
|
1.618 |
2.745 |
|
1.000 |
2.656 |
|
0.618 |
2.601 |
|
HIGH |
2.512 |
|
0.618 |
2.457 |
|
0.500 |
2.440 |
|
0.382 |
2.423 |
|
LOW |
2.368 |
|
0.618 |
2.279 |
|
1.000 |
2.224 |
|
1.618 |
2.135 |
|
2.618 |
1.991 |
|
4.250 |
1.756 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.481 |
2.489 |
| PP |
2.461 |
2.475 |
| S1 |
2.440 |
2.462 |
|