NYMEX Natural Gas Future March 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 |
2.420 |
2.459 |
0.039 |
1.6% |
2.606 |
| High |
2.512 |
2.473 |
-0.039 |
-1.6% |
2.606 |
| Low |
2.368 |
2.434 |
0.066 |
2.8% |
2.368 |
| Close |
2.502 |
2.466 |
-0.036 |
-1.4% |
2.502 |
| Range |
0.144 |
0.039 |
-0.105 |
-72.9% |
0.238 |
| ATR |
0.076 |
0.075 |
-0.001 |
-0.8% |
0.000 |
| Volume |
41,094 |
27,631 |
-13,463 |
-32.8% |
162,376 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.575 |
2.559 |
2.487 |
|
| R3 |
2.536 |
2.520 |
2.477 |
|
| R2 |
2.497 |
2.497 |
2.473 |
|
| R1 |
2.481 |
2.481 |
2.470 |
2.489 |
| PP |
2.458 |
2.458 |
2.458 |
2.462 |
| S1 |
2.442 |
2.442 |
2.462 |
2.450 |
| S2 |
2.419 |
2.419 |
2.459 |
|
| S3 |
2.380 |
2.403 |
2.455 |
|
| S4 |
2.341 |
2.364 |
2.445 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.206 |
3.092 |
2.633 |
|
| R3 |
2.968 |
2.854 |
2.567 |
|
| R2 |
2.730 |
2.730 |
2.546 |
|
| R1 |
2.616 |
2.616 |
2.524 |
2.554 |
| PP |
2.492 |
2.492 |
2.492 |
2.461 |
| S1 |
2.378 |
2.378 |
2.480 |
2.316 |
| S2 |
2.254 |
2.254 |
2.458 |
|
| S3 |
2.016 |
2.140 |
2.437 |
|
| S4 |
1.778 |
1.902 |
2.371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.577 |
2.368 |
0.209 |
8.5% |
0.101 |
4.1% |
47% |
False |
False |
31,203 |
| 10 |
2.820 |
2.368 |
0.452 |
18.3% |
0.087 |
3.5% |
22% |
False |
False |
29,178 |
| 20 |
2.887 |
2.368 |
0.519 |
21.0% |
0.068 |
2.7% |
19% |
False |
False |
24,850 |
| 40 |
3.062 |
2.368 |
0.694 |
28.1% |
0.061 |
2.5% |
14% |
False |
False |
19,435 |
| 60 |
3.238 |
2.368 |
0.870 |
35.3% |
0.057 |
2.3% |
11% |
False |
False |
15,672 |
| 80 |
3.290 |
2.368 |
0.922 |
37.4% |
0.058 |
2.3% |
11% |
False |
False |
13,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.639 |
|
2.618 |
2.575 |
|
1.618 |
2.536 |
|
1.000 |
2.512 |
|
0.618 |
2.497 |
|
HIGH |
2.473 |
|
0.618 |
2.458 |
|
0.500 |
2.454 |
|
0.382 |
2.449 |
|
LOW |
2.434 |
|
0.618 |
2.410 |
|
1.000 |
2.395 |
|
1.618 |
2.371 |
|
2.618 |
2.332 |
|
4.250 |
2.268 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.462 |
2.461 |
| PP |
2.458 |
2.455 |
| S1 |
2.454 |
2.450 |
|