NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.373 |
2.305 |
-0.068 |
-2.9% |
2.268 |
| High |
2.387 |
2.364 |
-0.023 |
-1.0% |
2.398 |
| Low |
2.274 |
2.292 |
0.018 |
0.8% |
2.231 |
| Close |
2.300 |
2.320 |
0.020 |
0.9% |
2.371 |
| Range |
0.113 |
0.072 |
-0.041 |
-36.3% |
0.167 |
| ATR |
0.089 |
0.087 |
-0.001 |
-1.3% |
0.000 |
| Volume |
151,379 |
149,632 |
-1,747 |
-1.2% |
732,642 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.541 |
2.503 |
2.360 |
|
| R3 |
2.469 |
2.431 |
2.340 |
|
| R2 |
2.397 |
2.397 |
2.333 |
|
| R1 |
2.359 |
2.359 |
2.327 |
2.378 |
| PP |
2.325 |
2.325 |
2.325 |
2.335 |
| S1 |
2.287 |
2.287 |
2.313 |
2.306 |
| S2 |
2.253 |
2.253 |
2.307 |
|
| S3 |
2.181 |
2.215 |
2.300 |
|
| S4 |
2.109 |
2.143 |
2.280 |
|
|
| 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 |
2.249 |
0.149 |
6.4% |
0.092 |
4.0% |
48% |
False |
False |
156,478 |
| 10 |
2.398 |
2.188 |
0.210 |
9.1% |
0.097 |
4.2% |
63% |
False |
False |
154,926 |
| 20 |
2.780 |
2.188 |
0.592 |
25.5% |
0.086 |
3.7% |
22% |
False |
False |
130,380 |
| 40 |
2.959 |
2.188 |
0.771 |
33.2% |
0.075 |
3.3% |
17% |
False |
False |
87,106 |
| 60 |
3.049 |
2.188 |
0.861 |
37.1% |
0.070 |
3.0% |
15% |
False |
False |
64,843 |
| 80 |
3.237 |
2.188 |
1.049 |
45.2% |
0.069 |
3.0% |
13% |
False |
False |
52,977 |
| 100 |
3.237 |
2.188 |
1.049 |
45.2% |
0.068 |
2.9% |
13% |
False |
False |
45,019 |
| 120 |
3.292 |
2.188 |
1.104 |
47.6% |
0.070 |
3.0% |
12% |
False |
False |
39,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.670 |
|
2.618 |
2.552 |
|
1.618 |
2.480 |
|
1.000 |
2.436 |
|
0.618 |
2.408 |
|
HIGH |
2.364 |
|
0.618 |
2.336 |
|
0.500 |
2.328 |
|
0.382 |
2.320 |
|
LOW |
2.292 |
|
0.618 |
2.248 |
|
1.000 |
2.220 |
|
1.618 |
2.176 |
|
2.618 |
2.104 |
|
4.250 |
1.986 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.328 |
2.336 |
| PP |
2.325 |
2.331 |
| S1 |
2.323 |
2.325 |
|