NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.254 |
2.276 |
0.022 |
1.0% |
2.450 |
| High |
2.293 |
2.317 |
0.024 |
1.0% |
2.450 |
| Low |
2.236 |
2.255 |
0.019 |
0.8% |
2.188 |
| Close |
2.253 |
2.262 |
0.009 |
0.4% |
2.321 |
| Range |
0.057 |
0.062 |
0.005 |
8.8% |
0.262 |
| ATR |
0.085 |
0.084 |
-0.002 |
-1.8% |
0.000 |
| Volume |
128,360 |
124,176 |
-4,184 |
-3.3% |
855,916 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.464 |
2.425 |
2.296 |
|
| R3 |
2.402 |
2.363 |
2.279 |
|
| R2 |
2.340 |
2.340 |
2.273 |
|
| R1 |
2.301 |
2.301 |
2.268 |
2.290 |
| PP |
2.278 |
2.278 |
2.278 |
2.272 |
| S1 |
2.239 |
2.239 |
2.256 |
2.228 |
| S2 |
2.216 |
2.216 |
2.251 |
|
| S3 |
2.154 |
2.177 |
2.245 |
|
| S4 |
2.092 |
2.115 |
2.228 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.106 |
2.975 |
2.465 |
|
| R3 |
2.844 |
2.713 |
2.393 |
|
| R2 |
2.582 |
2.582 |
2.369 |
|
| R1 |
2.451 |
2.451 |
2.345 |
2.386 |
| PP |
2.320 |
2.320 |
2.320 |
2.287 |
| S1 |
2.189 |
2.189 |
2.297 |
2.124 |
| S2 |
2.058 |
2.058 |
2.273 |
|
| S3 |
1.796 |
1.927 |
2.249 |
|
| S4 |
1.534 |
1.665 |
2.177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.372 |
2.188 |
0.184 |
8.1% |
0.090 |
4.0% |
40% |
False |
False |
143,295 |
| 10 |
2.624 |
2.188 |
0.436 |
19.3% |
0.092 |
4.1% |
17% |
False |
False |
143,626 |
| 20 |
2.780 |
2.188 |
0.592 |
26.2% |
0.078 |
3.4% |
13% |
False |
False |
111,553 |
| 40 |
2.998 |
2.188 |
0.810 |
35.8% |
0.071 |
3.2% |
9% |
False |
False |
73,010 |
| 60 |
3.197 |
2.188 |
1.009 |
44.6% |
0.067 |
3.0% |
7% |
False |
False |
55,410 |
| 80 |
3.237 |
2.188 |
1.049 |
46.4% |
0.067 |
3.0% |
7% |
False |
False |
45,429 |
| 100 |
3.283 |
2.188 |
1.095 |
48.4% |
0.067 |
2.9% |
7% |
False |
False |
38,911 |
| 120 |
3.391 |
2.188 |
1.203 |
53.2% |
0.069 |
3.1% |
6% |
False |
False |
33,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.581 |
|
2.618 |
2.479 |
|
1.618 |
2.417 |
|
1.000 |
2.379 |
|
0.618 |
2.355 |
|
HIGH |
2.317 |
|
0.618 |
2.293 |
|
0.500 |
2.286 |
|
0.382 |
2.279 |
|
LOW |
2.255 |
|
0.618 |
2.217 |
|
1.000 |
2.193 |
|
1.618 |
2.155 |
|
2.618 |
2.093 |
|
4.250 |
1.992 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.286 |
2.274 |
| PP |
2.278 |
2.270 |
| S1 |
2.270 |
2.266 |
|