NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.452 |
2.476 |
0.024 |
1.0% |
2.576 |
| High |
2.494 |
2.508 |
0.014 |
0.6% |
2.590 |
| Low |
2.443 |
2.440 |
-0.003 |
-0.1% |
2.357 |
| Close |
2.463 |
2.445 |
-0.018 |
-0.7% |
2.490 |
| Range |
0.051 |
0.068 |
0.017 |
33.3% |
0.233 |
| ATR |
0.080 |
0.079 |
-0.001 |
-1.1% |
0.000 |
| Volume |
61,159 |
60,781 |
-378 |
-0.6% |
296,132 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.668 |
2.625 |
2.482 |
|
| R3 |
2.600 |
2.557 |
2.464 |
|
| R2 |
2.532 |
2.532 |
2.457 |
|
| R1 |
2.489 |
2.489 |
2.451 |
2.477 |
| PP |
2.464 |
2.464 |
2.464 |
2.458 |
| S1 |
2.421 |
2.421 |
2.439 |
2.409 |
| S2 |
2.396 |
2.396 |
2.433 |
|
| S3 |
2.328 |
2.353 |
2.426 |
|
| S4 |
2.260 |
2.285 |
2.408 |
|
|
| 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 |
2.531 |
2.357 |
0.174 |
7.1% |
0.088 |
3.6% |
51% |
False |
False |
61,348 |
| 10 |
2.768 |
2.357 |
0.411 |
16.8% |
0.089 |
3.6% |
21% |
False |
False |
58,011 |
| 20 |
2.918 |
2.357 |
0.561 |
22.9% |
0.074 |
3.0% |
16% |
False |
False |
54,419 |
| 40 |
3.103 |
2.357 |
0.746 |
30.5% |
0.067 |
2.7% |
12% |
False |
False |
42,635 |
| 60 |
3.293 |
2.357 |
0.936 |
38.3% |
0.064 |
2.6% |
9% |
False |
False |
36,043 |
| 80 |
3.343 |
2.357 |
0.986 |
40.3% |
0.064 |
2.6% |
9% |
False |
False |
31,465 |
| 100 |
3.383 |
2.357 |
1.026 |
42.0% |
0.065 |
2.6% |
9% |
False |
False |
28,279 |
| 120 |
3.483 |
2.357 |
1.126 |
46.1% |
0.066 |
2.7% |
8% |
False |
False |
25,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.797 |
|
2.618 |
2.686 |
|
1.618 |
2.618 |
|
1.000 |
2.576 |
|
0.618 |
2.550 |
|
HIGH |
2.508 |
|
0.618 |
2.482 |
|
0.500 |
2.474 |
|
0.382 |
2.466 |
|
LOW |
2.440 |
|
0.618 |
2.398 |
|
1.000 |
2.372 |
|
1.618 |
2.330 |
|
2.618 |
2.262 |
|
4.250 |
2.151 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.474 |
2.460 |
| PP |
2.464 |
2.455 |
| S1 |
2.455 |
2.450 |
|