NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.491 |
2.520 |
0.029 |
1.2% |
2.466 |
| High |
2.535 |
2.543 |
0.008 |
0.3% |
2.590 |
| Low |
2.473 |
2.478 |
0.005 |
0.2% |
2.442 |
| Close |
2.514 |
2.492 |
-0.022 |
-0.9% |
2.557 |
| Range |
0.062 |
0.065 |
0.003 |
4.8% |
0.148 |
| ATR |
0.080 |
0.079 |
-0.001 |
-1.3% |
0.000 |
| Volume |
22,352 |
34,859 |
12,507 |
56.0% |
111,814 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.699 |
2.661 |
2.528 |
|
| R3 |
2.634 |
2.596 |
2.510 |
|
| R2 |
2.569 |
2.569 |
2.504 |
|
| R1 |
2.531 |
2.531 |
2.498 |
2.518 |
| PP |
2.504 |
2.504 |
2.504 |
2.498 |
| S1 |
2.466 |
2.466 |
2.486 |
2.453 |
| S2 |
2.439 |
2.439 |
2.480 |
|
| S3 |
2.374 |
2.401 |
2.474 |
|
| S4 |
2.309 |
2.336 |
2.456 |
|
|
| 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 |
2.453 |
0.137 |
5.5% |
0.088 |
3.5% |
28% |
False |
False |
25,513 |
| 10 |
2.590 |
2.382 |
0.208 |
8.3% |
0.086 |
3.5% |
53% |
False |
False |
23,494 |
| 20 |
2.920 |
2.382 |
0.538 |
21.6% |
0.079 |
3.2% |
20% |
False |
False |
19,736 |
| 40 |
3.013 |
2.382 |
0.631 |
25.3% |
0.068 |
2.7% |
17% |
False |
False |
15,513 |
| 60 |
3.141 |
2.382 |
0.759 |
30.5% |
0.062 |
2.5% |
14% |
False |
False |
12,545 |
| 80 |
3.333 |
2.382 |
0.951 |
38.2% |
0.061 |
2.5% |
12% |
False |
False |
10,453 |
| 100 |
3.333 |
2.382 |
0.951 |
38.2% |
0.061 |
2.4% |
12% |
False |
False |
8,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.819 |
|
2.618 |
2.713 |
|
1.618 |
2.648 |
|
1.000 |
2.608 |
|
0.618 |
2.583 |
|
HIGH |
2.543 |
|
0.618 |
2.518 |
|
0.500 |
2.511 |
|
0.382 |
2.503 |
|
LOW |
2.478 |
|
0.618 |
2.438 |
|
1.000 |
2.413 |
|
1.618 |
2.373 |
|
2.618 |
2.308 |
|
4.250 |
2.202 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.511 |
2.512 |
| PP |
2.504 |
2.505 |
| S1 |
2.498 |
2.499 |
|