NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.266 |
2.364 |
0.098 |
4.3% |
2.268 |
| High |
2.383 |
2.398 |
0.015 |
0.6% |
2.398 |
| Low |
2.249 |
2.317 |
0.068 |
3.0% |
2.231 |
| Close |
2.364 |
2.371 |
0.007 |
0.3% |
2.371 |
| Range |
0.134 |
0.081 |
-0.053 |
-39.6% |
0.167 |
| ATR |
0.087 |
0.087 |
0.000 |
-0.5% |
0.000 |
| Volume |
174,266 |
182,939 |
8,673 |
5.0% |
732,642 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.605 |
2.569 |
2.416 |
|
| R3 |
2.524 |
2.488 |
2.393 |
|
| R2 |
2.443 |
2.443 |
2.386 |
|
| R1 |
2.407 |
2.407 |
2.378 |
2.425 |
| PP |
2.362 |
2.362 |
2.362 |
2.371 |
| S1 |
2.326 |
2.326 |
2.364 |
2.344 |
| S2 |
2.281 |
2.281 |
2.356 |
|
| S3 |
2.200 |
2.245 |
2.349 |
|
| S4 |
2.119 |
2.164 |
2.326 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.834 |
2.770 |
2.463 |
|
| R3 |
2.667 |
2.603 |
2.417 |
|
| R2 |
2.500 |
2.500 |
2.402 |
|
| R1 |
2.436 |
2.436 |
2.386 |
2.468 |
| PP |
2.333 |
2.333 |
2.333 |
2.350 |
| S1 |
2.269 |
2.269 |
2.356 |
2.301 |
| S2 |
2.166 |
2.166 |
2.340 |
|
| S3 |
1.999 |
2.102 |
2.325 |
|
| S4 |
1.832 |
1.935 |
2.279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.398 |
2.231 |
0.167 |
7.0% |
0.076 |
3.2% |
84% |
True |
False |
146,528 |
| 10 |
2.450 |
2.188 |
0.262 |
11.1% |
0.098 |
4.1% |
70% |
False |
False |
158,855 |
| 20 |
2.780 |
2.188 |
0.592 |
25.0% |
0.082 |
3.5% |
31% |
False |
False |
122,338 |
| 40 |
2.998 |
2.188 |
0.810 |
34.2% |
0.074 |
3.1% |
23% |
False |
False |
80,619 |
| 60 |
3.124 |
2.188 |
0.936 |
39.5% |
0.068 |
2.9% |
20% |
False |
False |
60,474 |
| 80 |
3.237 |
2.188 |
1.049 |
44.2% |
0.068 |
2.9% |
17% |
False |
False |
49,506 |
| 100 |
3.237 |
2.188 |
1.049 |
44.2% |
0.067 |
2.8% |
17% |
False |
False |
42,295 |
| 120 |
3.345 |
2.188 |
1.157 |
48.8% |
0.070 |
2.9% |
16% |
False |
False |
36,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.742 |
|
2.618 |
2.610 |
|
1.618 |
2.529 |
|
1.000 |
2.479 |
|
0.618 |
2.448 |
|
HIGH |
2.398 |
|
0.618 |
2.367 |
|
0.500 |
2.358 |
|
0.382 |
2.348 |
|
LOW |
2.317 |
|
0.618 |
2.267 |
|
1.000 |
2.236 |
|
1.618 |
2.186 |
|
2.618 |
2.105 |
|
4.250 |
1.973 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.367 |
2.355 |
| PP |
2.362 |
2.339 |
| S1 |
2.358 |
2.324 |
|