NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.248 |
2.268 |
0.020 |
0.9% |
2.450 |
| High |
2.336 |
2.278 |
-0.058 |
-2.5% |
2.450 |
| Low |
2.188 |
2.231 |
0.043 |
2.0% |
2.188 |
| Close |
2.321 |
2.256 |
-0.065 |
-2.8% |
2.321 |
| Range |
0.148 |
0.047 |
-0.101 |
-68.2% |
0.262 |
| ATR |
0.087 |
0.087 |
0.000 |
0.2% |
0.000 |
| Volume |
186,377 |
122,901 |
-63,476 |
-34.1% |
855,916 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.396 |
2.373 |
2.282 |
|
| R3 |
2.349 |
2.326 |
2.269 |
|
| R2 |
2.302 |
2.302 |
2.265 |
|
| R1 |
2.279 |
2.279 |
2.260 |
2.267 |
| PP |
2.255 |
2.255 |
2.255 |
2.249 |
| S1 |
2.232 |
2.232 |
2.252 |
2.220 |
| S2 |
2.208 |
2.208 |
2.247 |
|
| S3 |
2.161 |
2.185 |
2.243 |
|
| S4 |
2.114 |
2.138 |
2.230 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.106 |
2.975 |
2.465 |
|
| R3 |
2.844 |
2.713 |
2.393 |
|
| R2 |
2.582 |
2.582 |
2.369 |
|
| R1 |
2.451 |
2.451 |
2.345 |
2.386 |
| PP |
2.320 |
2.320 |
2.320 |
2.287 |
| S1 |
2.189 |
2.189 |
2.297 |
2.124 |
| S2 |
2.058 |
2.058 |
2.273 |
|
| S3 |
1.796 |
1.927 |
2.249 |
|
| S4 |
1.534 |
1.665 |
2.177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.417 |
2.188 |
0.229 |
10.2% |
0.108 |
4.8% |
30% |
False |
False |
157,529 |
| 10 |
2.699 |
2.188 |
0.511 |
22.7% |
0.095 |
4.2% |
13% |
False |
False |
138,930 |
| 20 |
2.780 |
2.188 |
0.592 |
26.2% |
0.077 |
3.4% |
11% |
False |
False |
105,933 |
| 40 |
2.998 |
2.188 |
0.810 |
35.9% |
0.071 |
3.2% |
8% |
False |
False |
67,950 |
| 60 |
3.197 |
2.188 |
1.009 |
44.7% |
0.067 |
3.0% |
7% |
False |
False |
51,917 |
| 80 |
3.237 |
2.188 |
1.049 |
46.5% |
0.067 |
3.0% |
6% |
False |
False |
42,607 |
| 100 |
3.283 |
2.188 |
1.095 |
48.5% |
0.067 |
3.0% |
6% |
False |
False |
36,577 |
| 120 |
3.391 |
2.188 |
1.203 |
53.3% |
0.069 |
3.1% |
6% |
False |
False |
32,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.478 |
|
2.618 |
2.401 |
|
1.618 |
2.354 |
|
1.000 |
2.325 |
|
0.618 |
2.307 |
|
HIGH |
2.278 |
|
0.618 |
2.260 |
|
0.500 |
2.255 |
|
0.382 |
2.249 |
|
LOW |
2.231 |
|
0.618 |
2.202 |
|
1.000 |
2.184 |
|
1.618 |
2.155 |
|
2.618 |
2.108 |
|
4.250 |
2.031 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.256 |
2.280 |
| PP |
2.255 |
2.272 |
| S1 |
2.255 |
2.264 |
|