NYMEX Natural Gas Future January 2016
| 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 |
2.419 |
2.436 |
0.017 |
0.7% |
2.576 |
| High |
2.503 |
2.456 |
-0.047 |
-1.9% |
2.590 |
| Low |
2.357 |
2.412 |
0.055 |
2.3% |
2.357 |
| Close |
2.490 |
2.448 |
-0.042 |
-1.7% |
2.490 |
| Range |
0.146 |
0.044 |
-0.102 |
-69.9% |
0.233 |
| ATR |
0.083 |
0.082 |
0.000 |
-0.4% |
0.000 |
| Volume |
74,058 |
61,644 |
-12,414 |
-16.8% |
296,132 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.571 |
2.553 |
2.472 |
|
| R3 |
2.527 |
2.509 |
2.460 |
|
| R2 |
2.483 |
2.483 |
2.456 |
|
| R1 |
2.465 |
2.465 |
2.452 |
2.474 |
| PP |
2.439 |
2.439 |
2.439 |
2.443 |
| S1 |
2.421 |
2.421 |
2.444 |
2.430 |
| S2 |
2.395 |
2.395 |
2.440 |
|
| S3 |
2.351 |
2.377 |
2.436 |
|
| S4 |
2.307 |
2.333 |
2.424 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.178 |
3.067 |
2.618 |
|
| R3 |
2.945 |
2.834 |
2.554 |
|
| R2 |
2.712 |
2.712 |
2.533 |
|
| R1 |
2.601 |
2.601 |
2.511 |
2.540 |
| PP |
2.479 |
2.479 |
2.479 |
2.449 |
| S1 |
2.368 |
2.368 |
2.469 |
2.307 |
| S2 |
2.246 |
2.246 |
2.447 |
|
| S3 |
2.013 |
2.135 |
2.426 |
|
| S4 |
1.780 |
1.902 |
2.362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.581 |
2.357 |
0.224 |
9.2% |
0.106 |
4.3% |
41% |
False |
False |
60,193 |
| 10 |
2.842 |
2.357 |
0.485 |
19.8% |
0.091 |
3.7% |
19% |
False |
False |
54,404 |
| 20 |
2.918 |
2.357 |
0.561 |
22.9% |
0.073 |
3.0% |
16% |
False |
False |
54,150 |
| 40 |
3.103 |
2.357 |
0.746 |
30.5% |
0.067 |
2.7% |
12% |
False |
False |
40,810 |
| 60 |
3.293 |
2.357 |
0.936 |
38.2% |
0.063 |
2.6% |
10% |
False |
False |
34,725 |
| 80 |
3.343 |
2.357 |
0.986 |
40.3% |
0.064 |
2.6% |
9% |
False |
False |
30,522 |
| 100 |
3.383 |
2.357 |
1.026 |
41.9% |
0.065 |
2.6% |
9% |
False |
False |
27,317 |
| 120 |
3.483 |
2.357 |
1.126 |
46.0% |
0.066 |
2.7% |
8% |
False |
False |
25,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.643 |
|
2.618 |
2.571 |
|
1.618 |
2.527 |
|
1.000 |
2.500 |
|
0.618 |
2.483 |
|
HIGH |
2.456 |
|
0.618 |
2.439 |
|
0.500 |
2.434 |
|
0.382 |
2.429 |
|
LOW |
2.412 |
|
0.618 |
2.385 |
|
1.000 |
2.368 |
|
1.618 |
2.341 |
|
2.618 |
2.297 |
|
4.250 |
2.225 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.443 |
2.447 |
| PP |
2.439 |
2.445 |
| S1 |
2.434 |
2.444 |
|