NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.493 |
2.458 |
-0.035 |
-1.4% |
2.606 |
| High |
2.519 |
2.564 |
0.045 |
1.8% |
2.606 |
| Low |
2.455 |
2.450 |
-0.005 |
-0.2% |
2.368 |
| Close |
2.460 |
2.551 |
0.091 |
3.7% |
2.502 |
| Range |
0.064 |
0.114 |
0.050 |
78.1% |
0.238 |
| ATR |
0.073 |
0.076 |
0.003 |
4.0% |
0.000 |
| Volume |
25,895 |
39,919 |
14,024 |
54.2% |
162,376 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.864 |
2.821 |
2.614 |
|
| R3 |
2.750 |
2.707 |
2.582 |
|
| R2 |
2.636 |
2.636 |
2.572 |
|
| R1 |
2.593 |
2.593 |
2.561 |
2.615 |
| PP |
2.522 |
2.522 |
2.522 |
2.532 |
| S1 |
2.479 |
2.479 |
2.541 |
2.501 |
| S2 |
2.408 |
2.408 |
2.530 |
|
| S3 |
2.294 |
2.365 |
2.520 |
|
| S4 |
2.180 |
2.251 |
2.488 |
|
|
| 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 |
2.564 |
2.368 |
0.196 |
7.7% |
0.082 |
3.2% |
93% |
True |
False |
31,360 |
| 10 |
2.695 |
2.368 |
0.327 |
12.8% |
0.091 |
3.6% |
56% |
False |
False |
30,127 |
| 20 |
2.887 |
2.368 |
0.519 |
20.3% |
0.072 |
2.8% |
35% |
False |
False |
26,034 |
| 40 |
3.062 |
2.368 |
0.694 |
27.2% |
0.063 |
2.5% |
26% |
False |
False |
20,762 |
| 60 |
3.238 |
2.368 |
0.870 |
34.1% |
0.058 |
2.3% |
21% |
False |
False |
16,692 |
| 80 |
3.290 |
2.368 |
0.922 |
36.1% |
0.058 |
2.3% |
20% |
False |
False |
14,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.049 |
|
2.618 |
2.862 |
|
1.618 |
2.748 |
|
1.000 |
2.678 |
|
0.618 |
2.634 |
|
HIGH |
2.564 |
|
0.618 |
2.520 |
|
0.500 |
2.507 |
|
0.382 |
2.494 |
|
LOW |
2.450 |
|
0.618 |
2.380 |
|
1.000 |
2.336 |
|
1.618 |
2.266 |
|
2.618 |
2.152 |
|
4.250 |
1.966 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.536 |
2.536 |
| PP |
2.522 |
2.522 |
| S1 |
2.507 |
2.507 |
|