NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.474 |
2.493 |
0.019 |
0.8% |
2.606 |
| High |
2.509 |
2.519 |
0.010 |
0.4% |
2.606 |
| Low |
2.459 |
2.455 |
-0.004 |
-0.2% |
2.368 |
| Close |
2.477 |
2.460 |
-0.017 |
-0.7% |
2.502 |
| Range |
0.050 |
0.064 |
0.014 |
28.0% |
0.238 |
| ATR |
0.074 |
0.073 |
-0.001 |
-0.9% |
0.000 |
| Volume |
22,264 |
25,895 |
3,631 |
16.3% |
162,376 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.670 |
2.629 |
2.495 |
|
| R3 |
2.606 |
2.565 |
2.478 |
|
| R2 |
2.542 |
2.542 |
2.472 |
|
| R1 |
2.501 |
2.501 |
2.466 |
2.490 |
| PP |
2.478 |
2.478 |
2.478 |
2.472 |
| S1 |
2.437 |
2.437 |
2.454 |
2.426 |
| S2 |
2.414 |
2.414 |
2.448 |
|
| S3 |
2.350 |
2.373 |
2.442 |
|
| S4 |
2.286 |
2.309 |
2.425 |
|
|
| 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 |
2.532 |
2.368 |
0.164 |
6.7% |
0.084 |
3.4% |
56% |
False |
False |
28,544 |
| 10 |
2.749 |
2.368 |
0.381 |
15.5% |
0.086 |
3.5% |
24% |
False |
False |
28,929 |
| 20 |
2.887 |
2.368 |
0.519 |
21.1% |
0.069 |
2.8% |
18% |
False |
False |
25,013 |
| 40 |
3.062 |
2.368 |
0.694 |
28.2% |
0.061 |
2.5% |
13% |
False |
False |
20,082 |
| 60 |
3.238 |
2.368 |
0.870 |
35.4% |
0.057 |
2.3% |
11% |
False |
False |
16,228 |
| 80 |
3.290 |
2.368 |
0.922 |
37.5% |
0.057 |
2.3% |
10% |
False |
False |
13,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.791 |
|
2.618 |
2.687 |
|
1.618 |
2.623 |
|
1.000 |
2.583 |
|
0.618 |
2.559 |
|
HIGH |
2.519 |
|
0.618 |
2.495 |
|
0.500 |
2.487 |
|
0.382 |
2.479 |
|
LOW |
2.455 |
|
0.618 |
2.415 |
|
1.000 |
2.391 |
|
1.618 |
2.351 |
|
2.618 |
2.287 |
|
4.250 |
2.183 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.487 |
2.477 |
| PP |
2.478 |
2.471 |
| S1 |
2.469 |
2.466 |
|