NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.276 |
2.266 |
-0.010 |
-0.4% |
2.450 |
| High |
2.317 |
2.383 |
0.066 |
2.8% |
2.450 |
| Low |
2.255 |
2.249 |
-0.006 |
-0.3% |
2.188 |
| Close |
2.262 |
2.364 |
0.102 |
4.5% |
2.321 |
| Range |
0.062 |
0.134 |
0.072 |
116.1% |
0.262 |
| ATR |
0.084 |
0.087 |
0.004 |
4.3% |
0.000 |
| Volume |
124,176 |
174,266 |
50,090 |
40.3% |
855,916 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.734 |
2.683 |
2.438 |
|
| R3 |
2.600 |
2.549 |
2.401 |
|
| R2 |
2.466 |
2.466 |
2.389 |
|
| R1 |
2.415 |
2.415 |
2.376 |
2.441 |
| PP |
2.332 |
2.332 |
2.332 |
2.345 |
| S1 |
2.281 |
2.281 |
2.352 |
2.307 |
| S2 |
2.198 |
2.198 |
2.339 |
|
| S3 |
2.064 |
2.147 |
2.327 |
|
| S4 |
1.930 |
2.013 |
2.290 |
|
|
| 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 |
2.383 |
2.188 |
0.195 |
8.2% |
0.090 |
3.8% |
90% |
True |
False |
147,216 |
| 10 |
2.570 |
2.188 |
0.382 |
16.2% |
0.099 |
4.2% |
46% |
False |
False |
151,400 |
| 20 |
2.780 |
2.188 |
0.592 |
25.0% |
0.082 |
3.4% |
30% |
False |
False |
116,276 |
| 40 |
2.998 |
2.188 |
0.810 |
34.3% |
0.073 |
3.1% |
22% |
False |
False |
76,807 |
| 60 |
3.197 |
2.188 |
1.009 |
42.7% |
0.069 |
2.9% |
17% |
False |
False |
57,945 |
| 80 |
3.237 |
2.188 |
1.049 |
44.4% |
0.068 |
2.9% |
17% |
False |
False |
47,381 |
| 100 |
3.283 |
2.188 |
1.095 |
46.3% |
0.067 |
2.8% |
16% |
False |
False |
40,567 |
| 120 |
3.391 |
2.188 |
1.203 |
50.9% |
0.070 |
3.0% |
15% |
False |
False |
35,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.953 |
|
2.618 |
2.734 |
|
1.618 |
2.600 |
|
1.000 |
2.517 |
|
0.618 |
2.466 |
|
HIGH |
2.383 |
|
0.618 |
2.332 |
|
0.500 |
2.316 |
|
0.382 |
2.300 |
|
LOW |
2.249 |
|
0.618 |
2.166 |
|
1.000 |
2.115 |
|
1.618 |
2.032 |
|
2.618 |
1.898 |
|
4.250 |
1.680 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.348 |
2.346 |
| PP |
2.332 |
2.328 |
| S1 |
2.316 |
2.310 |
|