NYMEX Natural Gas Future February 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 |
2.468 |
2.561 |
0.093 |
3.8% |
2.466 |
| High |
2.575 |
2.590 |
0.015 |
0.6% |
2.590 |
| Low |
2.458 |
2.513 |
0.055 |
2.2% |
2.442 |
| Close |
2.562 |
2.557 |
-0.005 |
-0.2% |
2.557 |
| Range |
0.117 |
0.077 |
-0.040 |
-34.2% |
0.148 |
| ATR |
0.078 |
0.078 |
0.000 |
-0.1% |
0.000 |
| Volume |
26,116 |
23,651 |
-2,465 |
-9.4% |
111,814 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.784 |
2.748 |
2.599 |
|
| R3 |
2.707 |
2.671 |
2.578 |
|
| R2 |
2.630 |
2.630 |
2.571 |
|
| R1 |
2.594 |
2.594 |
2.564 |
2.574 |
| PP |
2.553 |
2.553 |
2.553 |
2.543 |
| S1 |
2.517 |
2.517 |
2.550 |
2.497 |
| S2 |
2.476 |
2.476 |
2.543 |
|
| S3 |
2.399 |
2.440 |
2.536 |
|
| S4 |
2.322 |
2.363 |
2.515 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.974 |
2.913 |
2.638 |
|
| R3 |
2.826 |
2.765 |
2.598 |
|
| R2 |
2.678 |
2.678 |
2.584 |
|
| R1 |
2.617 |
2.617 |
2.571 |
2.648 |
| PP |
2.530 |
2.530 |
2.530 |
2.545 |
| S1 |
2.469 |
2.469 |
2.543 |
2.500 |
| S2 |
2.382 |
2.382 |
2.530 |
|
| S3 |
2.234 |
2.321 |
2.516 |
|
| S4 |
2.086 |
2.173 |
2.476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.590 |
2.442 |
0.148 |
5.8% |
0.070 |
2.7% |
78% |
True |
False |
22,362 |
| 10 |
2.606 |
2.382 |
0.224 |
8.8% |
0.090 |
3.5% |
78% |
False |
False |
21,750 |
| 20 |
2.920 |
2.382 |
0.538 |
21.0% |
0.074 |
2.9% |
33% |
False |
False |
17,903 |
| 40 |
3.097 |
2.382 |
0.715 |
28.0% |
0.066 |
2.6% |
24% |
False |
False |
14,209 |
| 60 |
3.212 |
2.382 |
0.830 |
32.5% |
0.060 |
2.4% |
21% |
False |
False |
11,487 |
| 80 |
3.333 |
2.382 |
0.951 |
37.2% |
0.060 |
2.3% |
18% |
False |
False |
9,576 |
| 100 |
3.333 |
2.382 |
0.951 |
37.2% |
0.060 |
2.3% |
18% |
False |
False |
8,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.917 |
|
2.618 |
2.792 |
|
1.618 |
2.715 |
|
1.000 |
2.667 |
|
0.618 |
2.638 |
|
HIGH |
2.590 |
|
0.618 |
2.561 |
|
0.500 |
2.552 |
|
0.382 |
2.542 |
|
LOW |
2.513 |
|
0.618 |
2.465 |
|
1.000 |
2.436 |
|
1.618 |
2.388 |
|
2.618 |
2.311 |
|
4.250 |
2.186 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.555 |
2.546 |
| PP |
2.553 |
2.535 |
| S1 |
2.552 |
2.524 |
|