NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.305 |
2.332 |
0.027 |
1.2% |
2.268 |
| High |
2.364 |
2.350 |
-0.014 |
-0.6% |
2.398 |
| Low |
2.292 |
2.249 |
-0.043 |
-1.9% |
2.231 |
| Close |
2.320 |
2.263 |
-0.057 |
-2.5% |
2.371 |
| Range |
0.072 |
0.101 |
0.029 |
40.3% |
0.167 |
| ATR |
0.087 |
0.088 |
0.001 |
1.1% |
0.000 |
| Volume |
149,632 |
162,914 |
13,282 |
8.9% |
732,642 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.590 |
2.528 |
2.319 |
|
| R3 |
2.489 |
2.427 |
2.291 |
|
| R2 |
2.388 |
2.388 |
2.282 |
|
| R1 |
2.326 |
2.326 |
2.272 |
2.307 |
| PP |
2.287 |
2.287 |
2.287 |
2.278 |
| S1 |
2.225 |
2.225 |
2.254 |
2.206 |
| S2 |
2.186 |
2.186 |
2.244 |
|
| S3 |
2.085 |
2.124 |
2.235 |
|
| S4 |
1.984 |
2.023 |
2.207 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.834 |
2.770 |
2.463 |
|
| R3 |
2.667 |
2.603 |
2.417 |
|
| R2 |
2.500 |
2.500 |
2.402 |
|
| R1 |
2.436 |
2.436 |
2.386 |
2.468 |
| PP |
2.333 |
2.333 |
2.333 |
2.350 |
| S1 |
2.269 |
2.269 |
2.356 |
2.301 |
| S2 |
2.166 |
2.166 |
2.340 |
|
| S3 |
1.999 |
2.102 |
2.325 |
|
| S4 |
1.832 |
1.935 |
2.279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.398 |
2.249 |
0.149 |
6.6% |
0.100 |
4.4% |
9% |
False |
True |
164,226 |
| 10 |
2.398 |
2.188 |
0.210 |
9.3% |
0.095 |
4.2% |
36% |
False |
False |
153,760 |
| 20 |
2.780 |
2.188 |
0.592 |
26.2% |
0.088 |
3.9% |
13% |
False |
False |
134,570 |
| 40 |
2.908 |
2.188 |
0.720 |
31.8% |
0.076 |
3.4% |
10% |
False |
False |
90,689 |
| 60 |
3.049 |
2.188 |
0.861 |
38.0% |
0.070 |
3.1% |
9% |
False |
False |
67,359 |
| 80 |
3.237 |
2.188 |
1.049 |
46.4% |
0.069 |
3.1% |
7% |
False |
False |
54,865 |
| 100 |
3.237 |
2.188 |
1.049 |
46.4% |
0.068 |
3.0% |
7% |
False |
False |
46,576 |
| 120 |
3.283 |
2.188 |
1.095 |
48.4% |
0.070 |
3.1% |
7% |
False |
False |
40,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.779 |
|
2.618 |
2.614 |
|
1.618 |
2.513 |
|
1.000 |
2.451 |
|
0.618 |
2.412 |
|
HIGH |
2.350 |
|
0.618 |
2.311 |
|
0.500 |
2.300 |
|
0.382 |
2.288 |
|
LOW |
2.249 |
|
0.618 |
2.187 |
|
1.000 |
2.148 |
|
1.618 |
2.086 |
|
2.618 |
1.985 |
|
4.250 |
1.820 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.300 |
2.318 |
| PP |
2.287 |
2.300 |
| S1 |
2.275 |
2.281 |
|