NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.559 |
2.490 |
-0.069 |
-2.7% |
2.459 |
| High |
2.561 |
2.534 |
-0.027 |
-1.1% |
2.580 |
| Low |
2.449 |
2.472 |
0.023 |
0.9% |
2.434 |
| Close |
2.479 |
2.514 |
0.035 |
1.4% |
2.548 |
| Range |
0.112 |
0.062 |
-0.050 |
-44.6% |
0.146 |
| ATR |
0.079 |
0.077 |
-0.001 |
-1.5% |
0.000 |
| Volume |
27,769 |
42,209 |
14,440 |
52.0% |
149,982 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.693 |
2.665 |
2.548 |
|
| R3 |
2.631 |
2.603 |
2.531 |
|
| R2 |
2.569 |
2.569 |
2.525 |
|
| R1 |
2.541 |
2.541 |
2.520 |
2.555 |
| PP |
2.507 |
2.507 |
2.507 |
2.514 |
| S1 |
2.479 |
2.479 |
2.508 |
2.493 |
| S2 |
2.445 |
2.445 |
2.503 |
|
| S3 |
2.383 |
2.417 |
2.497 |
|
| S4 |
2.321 |
2.355 |
2.480 |
|
|
| 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 |
2.449 |
0.131 |
5.2% |
0.086 |
3.4% |
50% |
False |
False |
34,013 |
| 10 |
2.580 |
2.368 |
0.212 |
8.4% |
0.090 |
3.6% |
69% |
False |
False |
32,517 |
| 20 |
2.887 |
2.368 |
0.519 |
20.6% |
0.077 |
3.1% |
28% |
False |
False |
28,311 |
| 40 |
3.026 |
2.368 |
0.658 |
26.2% |
0.066 |
2.6% |
22% |
False |
False |
22,472 |
| 60 |
3.099 |
2.368 |
0.731 |
29.1% |
0.060 |
2.4% |
20% |
False |
False |
18,048 |
| 80 |
3.290 |
2.368 |
0.922 |
36.7% |
0.059 |
2.4% |
16% |
False |
False |
15,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.798 |
|
2.618 |
2.696 |
|
1.618 |
2.634 |
|
1.000 |
2.596 |
|
0.618 |
2.572 |
|
HIGH |
2.534 |
|
0.618 |
2.510 |
|
0.500 |
2.503 |
|
0.382 |
2.496 |
|
LOW |
2.472 |
|
0.618 |
2.434 |
|
1.000 |
2.410 |
|
1.618 |
2.372 |
|
2.618 |
2.310 |
|
4.250 |
2.209 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.510 |
2.515 |
| PP |
2.507 |
2.514 |
| S1 |
2.503 |
2.514 |
|