NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.506 |
2.531 |
0.025 |
1.0% |
2.559 |
| High |
2.541 |
2.580 |
0.039 |
1.5% |
2.580 |
| Low |
2.477 |
2.514 |
0.037 |
1.5% |
2.449 |
| Close |
2.497 |
2.567 |
0.070 |
2.8% |
2.567 |
| Range |
0.064 |
0.066 |
0.002 |
3.1% |
0.131 |
| ATR |
0.075 |
0.076 |
0.001 |
0.7% |
0.000 |
| Volume |
31,602 |
30,114 |
-1,488 |
-4.7% |
168,848 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.752 |
2.725 |
2.603 |
|
| R3 |
2.686 |
2.659 |
2.585 |
|
| R2 |
2.620 |
2.620 |
2.579 |
|
| R1 |
2.593 |
2.593 |
2.573 |
2.607 |
| PP |
2.554 |
2.554 |
2.554 |
2.560 |
| S1 |
2.527 |
2.527 |
2.561 |
2.541 |
| S2 |
2.488 |
2.488 |
2.555 |
|
| S3 |
2.422 |
2.461 |
2.549 |
|
| S4 |
2.356 |
2.395 |
2.531 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.925 |
2.877 |
2.639 |
|
| R3 |
2.794 |
2.746 |
2.603 |
|
| R2 |
2.663 |
2.663 |
2.591 |
|
| R1 |
2.615 |
2.615 |
2.579 |
2.639 |
| PP |
2.532 |
2.532 |
2.532 |
2.544 |
| S1 |
2.484 |
2.484 |
2.555 |
2.508 |
| S2 |
2.401 |
2.401 |
2.543 |
|
| S3 |
2.270 |
2.353 |
2.531 |
|
| S4 |
2.139 |
2.222 |
2.495 |
|
|
| 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 |
5.1% |
0.073 |
2.9% |
90% |
True |
False |
33,769 |
| 10 |
2.580 |
2.434 |
0.146 |
5.7% |
0.071 |
2.8% |
91% |
True |
False |
31,883 |
| 20 |
2.820 |
2.368 |
0.452 |
17.6% |
0.078 |
3.1% |
44% |
False |
False |
29,792 |
| 40 |
2.956 |
2.368 |
0.588 |
22.9% |
0.066 |
2.6% |
34% |
False |
False |
24,290 |
| 60 |
3.081 |
2.368 |
0.713 |
27.8% |
0.060 |
2.4% |
28% |
False |
False |
19,325 |
| 80 |
3.238 |
2.368 |
0.870 |
33.9% |
0.059 |
2.3% |
23% |
False |
False |
16,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.861 |
|
2.618 |
2.753 |
|
1.618 |
2.687 |
|
1.000 |
2.646 |
|
0.618 |
2.621 |
|
HIGH |
2.580 |
|
0.618 |
2.555 |
|
0.500 |
2.547 |
|
0.382 |
2.539 |
|
LOW |
2.514 |
|
0.618 |
2.473 |
|
1.000 |
2.448 |
|
1.618 |
2.407 |
|
2.618 |
2.341 |
|
4.250 |
2.234 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.560 |
2.554 |
| PP |
2.554 |
2.541 |
| S1 |
2.547 |
2.529 |
|