NYMEX Natural Gas Future January 2016
| 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 |
2.476 |
2.447 |
-0.029 |
-1.2% |
2.576 |
| High |
2.508 |
2.553 |
0.045 |
1.8% |
2.590 |
| Low |
2.440 |
2.433 |
-0.007 |
-0.3% |
2.357 |
| Close |
2.445 |
2.539 |
0.094 |
3.8% |
2.490 |
| Range |
0.068 |
0.120 |
0.052 |
76.5% |
0.233 |
| ATR |
0.079 |
0.082 |
0.003 |
3.7% |
0.000 |
| Volume |
60,781 |
76,029 |
15,248 |
25.1% |
296,132 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.868 |
2.824 |
2.605 |
|
| R3 |
2.748 |
2.704 |
2.572 |
|
| R2 |
2.628 |
2.628 |
2.561 |
|
| R1 |
2.584 |
2.584 |
2.550 |
2.606 |
| PP |
2.508 |
2.508 |
2.508 |
2.520 |
| S1 |
2.464 |
2.464 |
2.528 |
2.486 |
| S2 |
2.388 |
2.388 |
2.517 |
|
| S3 |
2.268 |
2.344 |
2.506 |
|
| S4 |
2.148 |
2.224 |
2.473 |
|
|
| 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 |
2.553 |
2.357 |
0.196 |
7.7% |
0.086 |
3.4% |
93% |
True |
False |
66,734 |
| 10 |
2.708 |
2.357 |
0.351 |
13.8% |
0.094 |
3.7% |
52% |
False |
False |
60,446 |
| 20 |
2.918 |
2.357 |
0.561 |
22.1% |
0.077 |
3.0% |
32% |
False |
False |
54,858 |
| 40 |
3.103 |
2.357 |
0.746 |
29.4% |
0.069 |
2.7% |
24% |
False |
False |
43,755 |
| 60 |
3.293 |
2.357 |
0.936 |
36.9% |
0.065 |
2.6% |
19% |
False |
False |
36,561 |
| 80 |
3.343 |
2.357 |
0.986 |
38.8% |
0.064 |
2.5% |
18% |
False |
False |
32,193 |
| 100 |
3.383 |
2.357 |
1.026 |
40.4% |
0.065 |
2.6% |
18% |
False |
False |
28,922 |
| 120 |
3.483 |
2.357 |
1.126 |
44.3% |
0.067 |
2.6% |
16% |
False |
False |
26,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.063 |
|
2.618 |
2.867 |
|
1.618 |
2.747 |
|
1.000 |
2.673 |
|
0.618 |
2.627 |
|
HIGH |
2.553 |
|
0.618 |
2.507 |
|
0.500 |
2.493 |
|
0.382 |
2.479 |
|
LOW |
2.433 |
|
0.618 |
2.359 |
|
1.000 |
2.313 |
|
1.618 |
2.239 |
|
2.618 |
2.119 |
|
4.250 |
1.923 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.524 |
2.524 |
| PP |
2.508 |
2.508 |
| S1 |
2.493 |
2.493 |
|