NYMEX Natural Gas Future January 2016
| 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 |
2.447 |
2.539 |
0.092 |
3.8% |
2.436 |
| High |
2.553 |
2.566 |
0.013 |
0.5% |
2.566 |
| Low |
2.433 |
2.491 |
0.058 |
2.4% |
2.412 |
| Close |
2.539 |
2.532 |
-0.007 |
-0.3% |
2.532 |
| Range |
0.120 |
0.075 |
-0.045 |
-37.5% |
0.154 |
| ATR |
0.082 |
0.082 |
-0.001 |
-0.6% |
0.000 |
| Volume |
76,029 |
101,247 |
25,218 |
33.2% |
360,860 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.755 |
2.718 |
2.573 |
|
| R3 |
2.680 |
2.643 |
2.553 |
|
| R2 |
2.605 |
2.605 |
2.546 |
|
| R1 |
2.568 |
2.568 |
2.539 |
2.549 |
| PP |
2.530 |
2.530 |
2.530 |
2.520 |
| S1 |
2.493 |
2.493 |
2.525 |
2.474 |
| S2 |
2.455 |
2.455 |
2.518 |
|
| S3 |
2.380 |
2.418 |
2.511 |
|
| S4 |
2.305 |
2.343 |
2.491 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.965 |
2.903 |
2.617 |
|
| R3 |
2.811 |
2.749 |
2.574 |
|
| R2 |
2.657 |
2.657 |
2.560 |
|
| R1 |
2.595 |
2.595 |
2.546 |
2.626 |
| PP |
2.503 |
2.503 |
2.503 |
2.519 |
| S1 |
2.441 |
2.441 |
2.518 |
2.472 |
| S2 |
2.349 |
2.349 |
2.504 |
|
| S3 |
2.195 |
2.287 |
2.490 |
|
| S4 |
2.041 |
2.133 |
2.447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.566 |
2.412 |
0.154 |
6.1% |
0.072 |
2.8% |
78% |
True |
False |
72,172 |
| 10 |
2.590 |
2.357 |
0.233 |
9.2% |
0.093 |
3.7% |
75% |
False |
False |
65,699 |
| 20 |
2.918 |
2.357 |
0.561 |
22.2% |
0.078 |
3.1% |
31% |
False |
False |
57,229 |
| 40 |
3.103 |
2.357 |
0.746 |
29.5% |
0.069 |
2.7% |
23% |
False |
False |
45,848 |
| 60 |
3.222 |
2.357 |
0.865 |
34.2% |
0.064 |
2.5% |
20% |
False |
False |
37,649 |
| 80 |
3.343 |
2.357 |
0.986 |
38.9% |
0.065 |
2.5% |
18% |
False |
False |
33,207 |
| 100 |
3.343 |
2.357 |
0.986 |
38.9% |
0.065 |
2.6% |
18% |
False |
False |
29,721 |
| 120 |
3.430 |
2.357 |
1.073 |
42.4% |
0.067 |
2.6% |
16% |
False |
False |
27,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.885 |
|
2.618 |
2.762 |
|
1.618 |
2.687 |
|
1.000 |
2.641 |
|
0.618 |
2.612 |
|
HIGH |
2.566 |
|
0.618 |
2.537 |
|
0.500 |
2.529 |
|
0.382 |
2.520 |
|
LOW |
2.491 |
|
0.618 |
2.445 |
|
1.000 |
2.416 |
|
1.618 |
2.370 |
|
2.618 |
2.295 |
|
4.250 |
2.172 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.531 |
2.521 |
| PP |
2.530 |
2.510 |
| S1 |
2.529 |
2.500 |
|