NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.486 |
2.482 |
-0.004 |
-0.2% |
2.408 |
| High |
2.507 |
2.510 |
0.003 |
0.1% |
2.524 |
| Low |
2.454 |
2.450 |
-0.004 |
-0.2% |
2.399 |
| Close |
2.468 |
2.474 |
0.006 |
0.2% |
2.502 |
| Range |
0.053 |
0.060 |
0.007 |
13.2% |
0.125 |
| ATR |
0.064 |
0.064 |
0.000 |
-0.4% |
0.000 |
| Volume |
30,231 |
24,070 |
-6,161 |
-20.4% |
110,198 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.658 |
2.626 |
2.507 |
|
| R3 |
2.598 |
2.566 |
2.491 |
|
| R2 |
2.538 |
2.538 |
2.485 |
|
| R1 |
2.506 |
2.506 |
2.480 |
2.492 |
| PP |
2.478 |
2.478 |
2.478 |
2.471 |
| S1 |
2.446 |
2.446 |
2.469 |
2.432 |
| S2 |
2.418 |
2.418 |
2.463 |
|
| S3 |
2.358 |
2.386 |
2.458 |
|
| S4 |
2.298 |
2.326 |
2.441 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.850 |
2.801 |
2.571 |
|
| R3 |
2.725 |
2.676 |
2.536 |
|
| R2 |
2.600 |
2.600 |
2.525 |
|
| R1 |
2.551 |
2.551 |
2.513 |
2.576 |
| PP |
2.475 |
2.475 |
2.475 |
2.487 |
| S1 |
2.426 |
2.426 |
2.491 |
2.451 |
| S2 |
2.350 |
2.350 |
2.479 |
|
| S3 |
2.225 |
2.301 |
2.468 |
|
| S4 |
2.100 |
2.176 |
2.433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.524 |
2.414 |
0.110 |
4.4% |
0.065 |
2.6% |
55% |
False |
False |
26,363 |
| 10 |
2.524 |
2.337 |
0.187 |
7.6% |
0.067 |
2.7% |
73% |
False |
False |
24,483 |
| 20 |
2.691 |
2.337 |
0.354 |
14.3% |
0.064 |
2.6% |
39% |
False |
False |
22,954 |
| 40 |
2.833 |
2.337 |
0.496 |
20.0% |
0.056 |
2.3% |
28% |
False |
False |
18,505 |
| 60 |
2.948 |
2.337 |
0.611 |
24.7% |
0.051 |
2.1% |
22% |
False |
False |
15,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.765 |
|
2.618 |
2.667 |
|
1.618 |
2.607 |
|
1.000 |
2.570 |
|
0.618 |
2.547 |
|
HIGH |
2.510 |
|
0.618 |
2.487 |
|
0.500 |
2.480 |
|
0.382 |
2.473 |
|
LOW |
2.450 |
|
0.618 |
2.413 |
|
1.000 |
2.390 |
|
1.618 |
2.353 |
|
2.618 |
2.293 |
|
4.250 |
2.195 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.480 |
2.476 |
| PP |
2.478 |
2.475 |
| S1 |
2.476 |
2.475 |
|