NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.421 |
2.466 |
0.045 |
1.9% |
2.606 |
| High |
2.525 |
2.482 |
-0.043 |
-1.7% |
2.606 |
| Low |
2.382 |
2.442 |
0.060 |
2.5% |
2.382 |
| Close |
2.513 |
2.474 |
-0.039 |
-1.6% |
2.513 |
| Range |
0.143 |
0.040 |
-0.103 |
-72.0% |
0.224 |
| ATR |
0.079 |
0.078 |
-0.001 |
-0.7% |
0.000 |
| Volume |
30,200 |
25,262 |
-4,938 |
-16.4% |
105,687 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.586 |
2.570 |
2.496 |
|
| R3 |
2.546 |
2.530 |
2.485 |
|
| R2 |
2.506 |
2.506 |
2.481 |
|
| R1 |
2.490 |
2.490 |
2.478 |
2.498 |
| PP |
2.466 |
2.466 |
2.466 |
2.470 |
| S1 |
2.450 |
2.450 |
2.470 |
2.458 |
| S2 |
2.426 |
2.426 |
2.467 |
|
| S3 |
2.386 |
2.410 |
2.463 |
|
| S4 |
2.346 |
2.370 |
2.452 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.172 |
3.067 |
2.636 |
|
| R3 |
2.948 |
2.843 |
2.575 |
|
| R2 |
2.724 |
2.724 |
2.554 |
|
| R1 |
2.619 |
2.619 |
2.534 |
2.560 |
| PP |
2.500 |
2.500 |
2.500 |
2.471 |
| S1 |
2.395 |
2.395 |
2.492 |
2.336 |
| S2 |
2.276 |
2.276 |
2.472 |
|
| S3 |
2.052 |
2.171 |
2.451 |
|
| S4 |
1.828 |
1.947 |
2.390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.598 |
2.382 |
0.216 |
8.7% |
0.102 |
4.1% |
43% |
False |
False |
21,976 |
| 10 |
2.851 |
2.382 |
0.469 |
19.0% |
0.086 |
3.5% |
20% |
False |
False |
19,501 |
| 20 |
2.920 |
2.382 |
0.538 |
21.7% |
0.069 |
2.8% |
17% |
False |
False |
16,082 |
| 40 |
3.097 |
2.382 |
0.715 |
28.9% |
0.063 |
2.5% |
13% |
False |
False |
12,861 |
| 60 |
3.282 |
2.382 |
0.900 |
36.4% |
0.059 |
2.4% |
10% |
False |
False |
10,374 |
| 80 |
3.333 |
2.382 |
0.951 |
38.4% |
0.059 |
2.4% |
10% |
False |
False |
8,701 |
| 100 |
3.370 |
2.382 |
0.988 |
39.9% |
0.059 |
2.4% |
9% |
False |
False |
7,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.652 |
|
2.618 |
2.587 |
|
1.618 |
2.547 |
|
1.000 |
2.522 |
|
0.618 |
2.507 |
|
HIGH |
2.482 |
|
0.618 |
2.467 |
|
0.500 |
2.462 |
|
0.382 |
2.457 |
|
LOW |
2.442 |
|
0.618 |
2.417 |
|
1.000 |
2.402 |
|
1.618 |
2.377 |
|
2.618 |
2.337 |
|
4.250 |
2.272 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.470 |
2.472 |
| PP |
2.466 |
2.469 |
| S1 |
2.462 |
2.467 |
|