NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.459 |
2.474 |
0.015 |
0.6% |
2.606 |
| High |
2.473 |
2.509 |
0.036 |
1.5% |
2.606 |
| Low |
2.434 |
2.459 |
0.025 |
1.0% |
2.368 |
| Close |
2.466 |
2.477 |
0.011 |
0.4% |
2.502 |
| Range |
0.039 |
0.050 |
0.011 |
28.2% |
0.238 |
| ATR |
0.075 |
0.074 |
-0.002 |
-2.4% |
0.000 |
| Volume |
27,631 |
22,264 |
-5,367 |
-19.4% |
162,376 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.632 |
2.604 |
2.505 |
|
| R3 |
2.582 |
2.554 |
2.491 |
|
| R2 |
2.532 |
2.532 |
2.486 |
|
| R1 |
2.504 |
2.504 |
2.482 |
2.518 |
| PP |
2.482 |
2.482 |
2.482 |
2.489 |
| S1 |
2.454 |
2.454 |
2.472 |
2.468 |
| S2 |
2.432 |
2.432 |
2.468 |
|
| S3 |
2.382 |
2.404 |
2.463 |
|
| S4 |
2.332 |
2.354 |
2.450 |
|
|
| 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 |
2.556 |
2.368 |
0.188 |
7.6% |
0.094 |
3.8% |
58% |
False |
False |
31,021 |
| 10 |
2.806 |
2.368 |
0.438 |
17.7% |
0.088 |
3.5% |
25% |
False |
False |
29,029 |
| 20 |
2.887 |
2.368 |
0.519 |
21.0% |
0.068 |
2.8% |
21% |
False |
False |
25,060 |
| 40 |
3.062 |
2.368 |
0.694 |
28.0% |
0.061 |
2.5% |
16% |
False |
False |
19,699 |
| 60 |
3.238 |
2.368 |
0.870 |
35.1% |
0.057 |
2.3% |
13% |
False |
False |
15,908 |
| 80 |
3.290 |
2.368 |
0.922 |
37.2% |
0.058 |
2.3% |
12% |
False |
False |
13,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.722 |
|
2.618 |
2.640 |
|
1.618 |
2.590 |
|
1.000 |
2.559 |
|
0.618 |
2.540 |
|
HIGH |
2.509 |
|
0.618 |
2.490 |
|
0.500 |
2.484 |
|
0.382 |
2.478 |
|
LOW |
2.459 |
|
0.618 |
2.428 |
|
1.000 |
2.409 |
|
1.618 |
2.378 |
|
2.618 |
2.328 |
|
4.250 |
2.247 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.484 |
2.465 |
| PP |
2.482 |
2.452 |
| S1 |
2.479 |
2.440 |
|