NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.268 |
2.254 |
-0.014 |
-0.6% |
2.450 |
| High |
2.278 |
2.293 |
0.015 |
0.7% |
2.450 |
| Low |
2.231 |
2.236 |
0.005 |
0.2% |
2.188 |
| Close |
2.256 |
2.253 |
-0.003 |
-0.1% |
2.321 |
| Range |
0.047 |
0.057 |
0.010 |
21.3% |
0.262 |
| ATR |
0.087 |
0.085 |
-0.002 |
-2.5% |
0.000 |
| Volume |
122,901 |
128,360 |
5,459 |
4.4% |
855,916 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.432 |
2.399 |
2.284 |
|
| R3 |
2.375 |
2.342 |
2.269 |
|
| R2 |
2.318 |
2.318 |
2.263 |
|
| R1 |
2.285 |
2.285 |
2.258 |
2.273 |
| PP |
2.261 |
2.261 |
2.261 |
2.255 |
| S1 |
2.228 |
2.228 |
2.248 |
2.216 |
| S2 |
2.204 |
2.204 |
2.243 |
|
| S3 |
2.147 |
2.171 |
2.237 |
|
| S4 |
2.090 |
2.114 |
2.222 |
|
|
| 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 |
2.377 |
2.188 |
0.189 |
8.4% |
0.101 |
4.5% |
34% |
False |
False |
153,375 |
| 10 |
2.689 |
2.188 |
0.501 |
22.2% |
0.096 |
4.3% |
13% |
False |
False |
143,037 |
| 20 |
2.780 |
2.188 |
0.592 |
26.3% |
0.078 |
3.5% |
11% |
False |
False |
109,118 |
| 40 |
2.998 |
2.188 |
0.810 |
36.0% |
0.071 |
3.2% |
8% |
False |
False |
70,540 |
| 60 |
3.197 |
2.188 |
1.009 |
44.8% |
0.067 |
3.0% |
6% |
False |
False |
53,735 |
| 80 |
3.237 |
2.188 |
1.049 |
46.6% |
0.067 |
3.0% |
6% |
False |
False |
44,068 |
| 100 |
3.283 |
2.188 |
1.095 |
48.6% |
0.067 |
3.0% |
6% |
False |
False |
37,741 |
| 120 |
3.391 |
2.188 |
1.203 |
53.4% |
0.069 |
3.1% |
5% |
False |
False |
33,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.535 |
|
2.618 |
2.442 |
|
1.618 |
2.385 |
|
1.000 |
2.350 |
|
0.618 |
2.328 |
|
HIGH |
2.293 |
|
0.618 |
2.271 |
|
0.500 |
2.265 |
|
0.382 |
2.258 |
|
LOW |
2.236 |
|
0.618 |
2.201 |
|
1.000 |
2.179 |
|
1.618 |
2.144 |
|
2.618 |
2.087 |
|
4.250 |
1.994 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.265 |
2.262 |
| PP |
2.261 |
2.259 |
| S1 |
2.257 |
2.256 |
|