NYMEX Natural Gas Future January 2016
| 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 |
2.436 |
2.452 |
0.016 |
0.7% |
2.576 |
| High |
2.456 |
2.494 |
0.038 |
1.5% |
2.590 |
| Low |
2.412 |
2.443 |
0.031 |
1.3% |
2.357 |
| Close |
2.448 |
2.463 |
0.015 |
0.6% |
2.490 |
| Range |
0.044 |
0.051 |
0.007 |
15.9% |
0.233 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.7% |
0.000 |
| Volume |
61,644 |
61,159 |
-485 |
-0.8% |
296,132 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.620 |
2.592 |
2.491 |
|
| R3 |
2.569 |
2.541 |
2.477 |
|
| R2 |
2.518 |
2.518 |
2.472 |
|
| R1 |
2.490 |
2.490 |
2.468 |
2.504 |
| PP |
2.467 |
2.467 |
2.467 |
2.474 |
| S1 |
2.439 |
2.439 |
2.458 |
2.453 |
| S2 |
2.416 |
2.416 |
2.454 |
|
| S3 |
2.365 |
2.388 |
2.449 |
|
| S4 |
2.314 |
2.337 |
2.435 |
|
|
| 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 |
2.552 |
2.357 |
0.195 |
7.9% |
0.098 |
4.0% |
54% |
False |
False |
63,417 |
| 10 |
2.832 |
2.357 |
0.475 |
19.3% |
0.092 |
3.7% |
22% |
False |
False |
56,496 |
| 20 |
2.918 |
2.357 |
0.561 |
22.8% |
0.073 |
3.0% |
19% |
False |
False |
54,994 |
| 40 |
3.103 |
2.357 |
0.746 |
30.3% |
0.067 |
2.7% |
14% |
False |
False |
41,681 |
| 60 |
3.293 |
2.357 |
0.936 |
38.0% |
0.064 |
2.6% |
11% |
False |
False |
35,366 |
| 80 |
3.343 |
2.357 |
0.986 |
40.0% |
0.064 |
2.6% |
11% |
False |
False |
31,055 |
| 100 |
3.383 |
2.357 |
1.026 |
41.7% |
0.065 |
2.6% |
10% |
False |
False |
27,816 |
| 120 |
3.483 |
2.357 |
1.126 |
45.7% |
0.066 |
2.7% |
9% |
False |
False |
25,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.711 |
|
2.618 |
2.628 |
|
1.618 |
2.577 |
|
1.000 |
2.545 |
|
0.618 |
2.526 |
|
HIGH |
2.494 |
|
0.618 |
2.475 |
|
0.500 |
2.469 |
|
0.382 |
2.462 |
|
LOW |
2.443 |
|
0.618 |
2.411 |
|
1.000 |
2.392 |
|
1.618 |
2.360 |
|
2.618 |
2.309 |
|
4.250 |
2.226 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.469 |
2.452 |
| PP |
2.467 |
2.441 |
| S1 |
2.465 |
2.430 |
|