NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.492 |
2.460 |
-0.032 |
-1.3% |
2.436 |
| High |
2.514 |
2.498 |
-0.016 |
-0.6% |
2.566 |
| Low |
2.438 |
2.429 |
-0.009 |
-0.4% |
2.412 |
| Close |
2.452 |
2.445 |
-0.007 |
-0.3% |
2.532 |
| Range |
0.076 |
0.069 |
-0.007 |
-9.2% |
0.154 |
| ATR |
0.083 |
0.082 |
-0.001 |
-1.2% |
0.000 |
| Volume |
104,353 |
99,923 |
-4,430 |
-4.2% |
360,860 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.664 |
2.624 |
2.483 |
|
| R3 |
2.595 |
2.555 |
2.464 |
|
| R2 |
2.526 |
2.526 |
2.458 |
|
| R1 |
2.486 |
2.486 |
2.451 |
2.472 |
| PP |
2.457 |
2.457 |
2.457 |
2.450 |
| S1 |
2.417 |
2.417 |
2.439 |
2.403 |
| S2 |
2.388 |
2.388 |
2.432 |
|
| S3 |
2.319 |
2.348 |
2.426 |
|
| S4 |
2.250 |
2.279 |
2.407 |
|
|
| 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 |
2.423 |
0.143 |
5.8% |
0.081 |
3.3% |
15% |
False |
False |
100,826 |
| 10 |
2.566 |
2.357 |
0.209 |
8.5% |
0.084 |
3.4% |
42% |
False |
False |
83,780 |
| 20 |
2.842 |
2.357 |
0.485 |
19.8% |
0.082 |
3.3% |
18% |
False |
False |
65,611 |
| 40 |
3.005 |
2.357 |
0.648 |
26.5% |
0.071 |
2.9% |
14% |
False |
False |
53,810 |
| 60 |
3.146 |
2.357 |
0.789 |
32.3% |
0.067 |
2.7% |
11% |
False |
False |
43,047 |
| 80 |
3.343 |
2.357 |
0.986 |
40.3% |
0.066 |
2.7% |
9% |
False |
False |
37,568 |
| 100 |
3.343 |
2.357 |
0.986 |
40.3% |
0.066 |
2.7% |
9% |
False |
False |
33,248 |
| 120 |
3.383 |
2.357 |
1.026 |
42.0% |
0.067 |
2.7% |
9% |
False |
False |
30,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.791 |
|
2.618 |
2.679 |
|
1.618 |
2.610 |
|
1.000 |
2.567 |
|
0.618 |
2.541 |
|
HIGH |
2.498 |
|
0.618 |
2.472 |
|
0.500 |
2.464 |
|
0.382 |
2.455 |
|
LOW |
2.429 |
|
0.618 |
2.386 |
|
1.000 |
2.360 |
|
1.618 |
2.317 |
|
2.618 |
2.248 |
|
4.250 |
2.136 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.464 |
2.472 |
| PP |
2.457 |
2.463 |
| S1 |
2.451 |
2.454 |
|