NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.458 |
2.548 |
0.090 |
3.7% |
2.459 |
| High |
2.564 |
2.580 |
0.016 |
0.6% |
2.580 |
| Low |
2.450 |
2.503 |
0.053 |
2.2% |
2.434 |
| Close |
2.551 |
2.548 |
-0.003 |
-0.1% |
2.548 |
| Range |
0.114 |
0.077 |
-0.037 |
-32.5% |
0.146 |
| ATR |
0.076 |
0.076 |
0.000 |
0.1% |
0.000 |
| Volume |
39,919 |
34,273 |
-5,646 |
-14.1% |
149,982 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.775 |
2.738 |
2.590 |
|
| R3 |
2.698 |
2.661 |
2.569 |
|
| R2 |
2.621 |
2.621 |
2.562 |
|
| R1 |
2.584 |
2.584 |
2.555 |
2.587 |
| PP |
2.544 |
2.544 |
2.544 |
2.545 |
| S1 |
2.507 |
2.507 |
2.541 |
2.510 |
| S2 |
2.467 |
2.467 |
2.534 |
|
| S3 |
2.390 |
2.430 |
2.527 |
|
| S4 |
2.313 |
2.353 |
2.506 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.959 |
2.899 |
2.628 |
|
| R3 |
2.813 |
2.753 |
2.588 |
|
| R2 |
2.667 |
2.667 |
2.575 |
|
| R1 |
2.607 |
2.607 |
2.561 |
2.637 |
| PP |
2.521 |
2.521 |
2.521 |
2.536 |
| S1 |
2.461 |
2.461 |
2.535 |
2.491 |
| S2 |
2.375 |
2.375 |
2.521 |
|
| S3 |
2.229 |
2.315 |
2.508 |
|
| S4 |
2.083 |
2.169 |
2.468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.580 |
2.434 |
0.146 |
5.7% |
0.069 |
2.7% |
78% |
True |
False |
29,996 |
| 10 |
2.606 |
2.368 |
0.238 |
9.3% |
0.091 |
3.6% |
76% |
False |
False |
31,235 |
| 20 |
2.887 |
2.368 |
0.519 |
20.4% |
0.073 |
2.9% |
35% |
False |
False |
26,820 |
| 40 |
3.062 |
2.368 |
0.694 |
27.2% |
0.064 |
2.5% |
26% |
False |
False |
21,385 |
| 60 |
3.166 |
2.368 |
0.798 |
31.3% |
0.058 |
2.3% |
23% |
False |
False |
17,081 |
| 80 |
3.290 |
2.368 |
0.922 |
36.2% |
0.059 |
2.3% |
20% |
False |
False |
14,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.907 |
|
2.618 |
2.782 |
|
1.618 |
2.705 |
|
1.000 |
2.657 |
|
0.618 |
2.628 |
|
HIGH |
2.580 |
|
0.618 |
2.551 |
|
0.500 |
2.542 |
|
0.382 |
2.532 |
|
LOW |
2.503 |
|
0.618 |
2.455 |
|
1.000 |
2.426 |
|
1.618 |
2.378 |
|
2.618 |
2.301 |
|
4.250 |
2.176 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.546 |
2.537 |
| PP |
2.544 |
2.526 |
| S1 |
2.542 |
2.515 |
|