NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.364 |
2.373 |
0.009 |
0.4% |
2.268 |
| High |
2.398 |
2.387 |
-0.011 |
-0.5% |
2.398 |
| Low |
2.317 |
2.274 |
-0.043 |
-1.9% |
2.231 |
| Close |
2.371 |
2.300 |
-0.071 |
-3.0% |
2.371 |
| Range |
0.081 |
0.113 |
0.032 |
39.5% |
0.167 |
| ATR |
0.087 |
0.089 |
0.002 |
2.2% |
0.000 |
| Volume |
182,939 |
151,379 |
-31,560 |
-17.3% |
732,642 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.659 |
2.593 |
2.362 |
|
| R3 |
2.546 |
2.480 |
2.331 |
|
| R2 |
2.433 |
2.433 |
2.321 |
|
| R1 |
2.367 |
2.367 |
2.310 |
2.344 |
| PP |
2.320 |
2.320 |
2.320 |
2.309 |
| S1 |
2.254 |
2.254 |
2.290 |
2.231 |
| S2 |
2.207 |
2.207 |
2.279 |
|
| S3 |
2.094 |
2.141 |
2.269 |
|
| S4 |
1.981 |
2.028 |
2.238 |
|
|
| 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 |
2.236 |
0.162 |
7.0% |
0.089 |
3.9% |
40% |
False |
False |
152,224 |
| 10 |
2.417 |
2.188 |
0.229 |
10.0% |
0.099 |
4.3% |
49% |
False |
False |
154,876 |
| 20 |
2.780 |
2.188 |
0.592 |
25.7% |
0.085 |
3.7% |
19% |
False |
False |
126,732 |
| 40 |
2.998 |
2.188 |
0.810 |
35.2% |
0.075 |
3.3% |
14% |
False |
False |
83,988 |
| 60 |
3.084 |
2.188 |
0.896 |
39.0% |
0.069 |
3.0% |
13% |
False |
False |
62,490 |
| 80 |
3.237 |
2.188 |
1.049 |
45.6% |
0.069 |
3.0% |
11% |
False |
False |
51,216 |
| 100 |
3.237 |
2.188 |
1.049 |
45.6% |
0.068 |
2.9% |
11% |
False |
False |
43,638 |
| 120 |
3.345 |
2.188 |
1.157 |
50.3% |
0.070 |
3.0% |
10% |
False |
False |
38,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.867 |
|
2.618 |
2.683 |
|
1.618 |
2.570 |
|
1.000 |
2.500 |
|
0.618 |
2.457 |
|
HIGH |
2.387 |
|
0.618 |
2.344 |
|
0.500 |
2.331 |
|
0.382 |
2.317 |
|
LOW |
2.274 |
|
0.618 |
2.204 |
|
1.000 |
2.161 |
|
1.618 |
2.091 |
|
2.618 |
1.978 |
|
4.250 |
1.794 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.331 |
2.324 |
| PP |
2.320 |
2.316 |
| S1 |
2.310 |
2.308 |
|