NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.506 |
2.521 |
0.015 |
0.6% |
2.558 |
| High |
2.539 |
2.586 |
0.047 |
1.9% |
2.586 |
| Low |
2.474 |
2.513 |
0.039 |
1.6% |
2.453 |
| Close |
2.493 |
2.570 |
0.077 |
3.1% |
2.570 |
| Range |
0.065 |
0.073 |
0.008 |
12.3% |
0.133 |
| ATR |
0.078 |
0.079 |
0.001 |
1.4% |
0.000 |
| Volume |
28,590 |
28,844 |
254 |
0.9% |
135,236 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.775 |
2.746 |
2.610 |
|
| R3 |
2.702 |
2.673 |
2.590 |
|
| R2 |
2.629 |
2.629 |
2.583 |
|
| R1 |
2.600 |
2.600 |
2.577 |
2.615 |
| PP |
2.556 |
2.556 |
2.556 |
2.564 |
| S1 |
2.527 |
2.527 |
2.563 |
2.542 |
| S2 |
2.483 |
2.483 |
2.557 |
|
| S3 |
2.410 |
2.454 |
2.550 |
|
| S4 |
2.337 |
2.381 |
2.530 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.935 |
2.886 |
2.643 |
|
| R3 |
2.802 |
2.753 |
2.607 |
|
| R2 |
2.669 |
2.669 |
2.594 |
|
| R1 |
2.620 |
2.620 |
2.582 |
2.645 |
| PP |
2.536 |
2.536 |
2.536 |
2.549 |
| S1 |
2.487 |
2.487 |
2.558 |
2.512 |
| S2 |
2.403 |
2.403 |
2.546 |
|
| S3 |
2.270 |
2.354 |
2.533 |
|
| S4 |
2.137 |
2.221 |
2.497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.586 |
2.453 |
0.133 |
5.2% |
0.077 |
3.0% |
88% |
True |
False |
27,047 |
| 10 |
2.590 |
2.442 |
0.148 |
5.8% |
0.073 |
2.8% |
86% |
False |
False |
24,705 |
| 20 |
2.851 |
2.382 |
0.469 |
18.2% |
0.080 |
3.1% |
40% |
False |
False |
21,259 |
| 40 |
2.989 |
2.382 |
0.607 |
23.6% |
0.068 |
2.6% |
31% |
False |
False |
16,644 |
| 60 |
3.123 |
2.382 |
0.741 |
28.8% |
0.063 |
2.4% |
25% |
False |
False |
13,325 |
| 80 |
3.282 |
2.382 |
0.900 |
35.0% |
0.061 |
2.4% |
21% |
False |
False |
11,074 |
| 100 |
3.333 |
2.382 |
0.951 |
37.0% |
0.061 |
2.4% |
20% |
False |
False |
9,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.896 |
|
2.618 |
2.777 |
|
1.618 |
2.704 |
|
1.000 |
2.659 |
|
0.618 |
2.631 |
|
HIGH |
2.586 |
|
0.618 |
2.558 |
|
0.500 |
2.550 |
|
0.382 |
2.541 |
|
LOW |
2.513 |
|
0.618 |
2.468 |
|
1.000 |
2.440 |
|
1.618 |
2.395 |
|
2.618 |
2.322 |
|
4.250 |
2.203 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.563 |
2.557 |
| PP |
2.556 |
2.543 |
| S1 |
2.550 |
2.530 |
|