NYMEX Natural Gas Future February 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 |
2.520 |
2.506 |
-0.014 |
-0.6% |
2.466 |
| High |
2.543 |
2.539 |
-0.004 |
-0.2% |
2.590 |
| Low |
2.478 |
2.474 |
-0.004 |
-0.2% |
2.442 |
| Close |
2.492 |
2.493 |
0.001 |
0.0% |
2.557 |
| Range |
0.065 |
0.065 |
0.000 |
0.0% |
0.148 |
| ATR |
0.079 |
0.078 |
-0.001 |
-1.2% |
0.000 |
| Volume |
34,859 |
28,590 |
-6,269 |
-18.0% |
111,814 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.697 |
2.660 |
2.529 |
|
| R3 |
2.632 |
2.595 |
2.511 |
|
| R2 |
2.567 |
2.567 |
2.505 |
|
| R1 |
2.530 |
2.530 |
2.499 |
2.516 |
| PP |
2.502 |
2.502 |
2.502 |
2.495 |
| S1 |
2.465 |
2.465 |
2.487 |
2.451 |
| S2 |
2.437 |
2.437 |
2.481 |
|
| S3 |
2.372 |
2.400 |
2.475 |
|
| S4 |
2.307 |
2.335 |
2.457 |
|
|
| 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% |
0.077 |
3.1% |
29% |
False |
False |
26,008 |
| 10 |
2.590 |
2.382 |
0.208 |
8.3% |
0.080 |
3.2% |
53% |
False |
False |
24,840 |
| 20 |
2.851 |
2.382 |
0.469 |
18.8% |
0.078 |
3.1% |
24% |
False |
False |
20,248 |
| 40 |
3.004 |
2.382 |
0.622 |
24.9% |
0.068 |
2.7% |
18% |
False |
False |
16,094 |
| 60 |
3.141 |
2.382 |
0.759 |
30.4% |
0.063 |
2.5% |
15% |
False |
False |
12,941 |
| 80 |
3.333 |
2.382 |
0.951 |
38.1% |
0.061 |
2.5% |
12% |
False |
False |
10,757 |
| 100 |
3.333 |
2.382 |
0.951 |
38.1% |
0.061 |
2.4% |
12% |
False |
False |
9,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.815 |
|
2.618 |
2.709 |
|
1.618 |
2.644 |
|
1.000 |
2.604 |
|
0.618 |
2.579 |
|
HIGH |
2.539 |
|
0.618 |
2.514 |
|
0.500 |
2.507 |
|
0.382 |
2.499 |
|
LOW |
2.474 |
|
0.618 |
2.434 |
|
1.000 |
2.409 |
|
1.618 |
2.369 |
|
2.618 |
2.304 |
|
4.250 |
2.198 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.507 |
2.508 |
| PP |
2.502 |
2.503 |
| S1 |
2.498 |
2.498 |
|