NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.535 |
2.460 |
-0.075 |
-3.0% |
2.436 |
| High |
2.544 |
2.507 |
-0.037 |
-1.5% |
2.566 |
| Low |
2.423 |
2.441 |
0.018 |
0.7% |
2.412 |
| Close |
2.449 |
2.484 |
0.035 |
1.4% |
2.532 |
| Range |
0.121 |
0.066 |
-0.055 |
-45.5% |
0.154 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.6% |
0.000 |
| Volume |
99,342 |
99,267 |
-75 |
-0.1% |
360,860 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.675 |
2.646 |
2.520 |
|
| R3 |
2.609 |
2.580 |
2.502 |
|
| R2 |
2.543 |
2.543 |
2.496 |
|
| R1 |
2.514 |
2.514 |
2.490 |
2.529 |
| PP |
2.477 |
2.477 |
2.477 |
2.485 |
| S1 |
2.448 |
2.448 |
2.478 |
2.463 |
| S2 |
2.411 |
2.411 |
2.472 |
|
| S3 |
2.345 |
2.382 |
2.466 |
|
| S4 |
2.279 |
2.316 |
2.448 |
|
|
| 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% |
0.090 |
3.6% |
43% |
False |
False |
87,333 |
| 10 |
2.566 |
2.357 |
0.209 |
8.4% |
0.094 |
3.8% |
61% |
False |
False |
75,375 |
| 20 |
2.918 |
2.357 |
0.561 |
22.6% |
0.082 |
3.3% |
23% |
False |
False |
61,256 |
| 40 |
3.068 |
2.357 |
0.711 |
28.6% |
0.071 |
2.9% |
18% |
False |
False |
49,541 |
| 60 |
3.146 |
2.357 |
0.789 |
31.8% |
0.066 |
2.7% |
16% |
False |
False |
40,476 |
| 80 |
3.343 |
2.357 |
0.986 |
39.7% |
0.065 |
2.6% |
13% |
False |
False |
35,393 |
| 100 |
3.343 |
2.357 |
0.986 |
39.7% |
0.066 |
2.6% |
13% |
False |
False |
31,449 |
| 120 |
3.389 |
2.357 |
1.032 |
41.5% |
0.067 |
2.7% |
12% |
False |
False |
28,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.788 |
|
2.618 |
2.680 |
|
1.618 |
2.614 |
|
1.000 |
2.573 |
|
0.618 |
2.548 |
|
HIGH |
2.507 |
|
0.618 |
2.482 |
|
0.500 |
2.474 |
|
0.382 |
2.466 |
|
LOW |
2.441 |
|
0.618 |
2.400 |
|
1.000 |
2.375 |
|
1.618 |
2.334 |
|
2.618 |
2.268 |
|
4.250 |
2.161 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.481 |
2.495 |
| PP |
2.477 |
2.491 |
| S1 |
2.474 |
2.488 |
|