NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.539 |
2.535 |
-0.004 |
-0.2% |
2.436 |
| High |
2.566 |
2.544 |
-0.022 |
-0.9% |
2.566 |
| Low |
2.491 |
2.423 |
-0.068 |
-2.7% |
2.412 |
| Close |
2.532 |
2.449 |
-0.083 |
-3.3% |
2.532 |
| Range |
0.075 |
0.121 |
0.046 |
61.3% |
0.154 |
| ATR |
0.082 |
0.084 |
0.003 |
3.5% |
0.000 |
| Volume |
101,247 |
99,342 |
-1,905 |
-1.9% |
360,860 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.835 |
2.763 |
2.516 |
|
| R3 |
2.714 |
2.642 |
2.482 |
|
| R2 |
2.593 |
2.593 |
2.471 |
|
| R1 |
2.521 |
2.521 |
2.460 |
2.497 |
| PP |
2.472 |
2.472 |
2.472 |
2.460 |
| S1 |
2.400 |
2.400 |
2.438 |
2.376 |
| S2 |
2.351 |
2.351 |
2.427 |
|
| S3 |
2.230 |
2.279 |
2.416 |
|
| S4 |
2.109 |
2.158 |
2.382 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.965 |
2.903 |
2.617 |
|
| R3 |
2.811 |
2.749 |
2.574 |
|
| R2 |
2.657 |
2.657 |
2.560 |
|
| R1 |
2.595 |
2.595 |
2.546 |
2.626 |
| PP |
2.503 |
2.503 |
2.503 |
2.519 |
| S1 |
2.441 |
2.441 |
2.518 |
2.472 |
| S2 |
2.349 |
2.349 |
2.504 |
|
| S3 |
2.195 |
2.287 |
2.490 |
|
| S4 |
2.041 |
2.133 |
2.447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.566 |
2.423 |
0.143 |
5.8% |
0.087 |
3.6% |
18% |
False |
True |
79,711 |
| 10 |
2.581 |
2.357 |
0.224 |
9.1% |
0.096 |
3.9% |
41% |
False |
False |
69,952 |
| 20 |
2.918 |
2.357 |
0.561 |
22.9% |
0.081 |
3.3% |
16% |
False |
False |
59,319 |
| 40 |
3.103 |
2.357 |
0.746 |
30.5% |
0.071 |
2.9% |
12% |
False |
False |
47,649 |
| 60 |
3.182 |
2.357 |
0.825 |
33.7% |
0.066 |
2.7% |
11% |
False |
False |
39,113 |
| 80 |
3.343 |
2.357 |
0.986 |
40.3% |
0.065 |
2.7% |
9% |
False |
False |
34,317 |
| 100 |
3.343 |
2.357 |
0.986 |
40.3% |
0.066 |
2.7% |
9% |
False |
False |
30,570 |
| 120 |
3.430 |
2.357 |
1.073 |
43.8% |
0.067 |
2.7% |
9% |
False |
False |
27,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.058 |
|
2.618 |
2.861 |
|
1.618 |
2.740 |
|
1.000 |
2.665 |
|
0.618 |
2.619 |
|
HIGH |
2.544 |
|
0.618 |
2.498 |
|
0.500 |
2.484 |
|
0.382 |
2.469 |
|
LOW |
2.423 |
|
0.618 |
2.348 |
|
1.000 |
2.302 |
|
1.618 |
2.227 |
|
2.618 |
2.106 |
|
4.250 |
1.909 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.484 |
2.495 |
| PP |
2.472 |
2.479 |
| S1 |
2.461 |
2.464 |
|