NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.460 |
2.492 |
0.032 |
1.3% |
2.436 |
| High |
2.507 |
2.514 |
0.007 |
0.3% |
2.566 |
| Low |
2.441 |
2.438 |
-0.003 |
-0.1% |
2.412 |
| Close |
2.484 |
2.452 |
-0.032 |
-1.3% |
2.532 |
| Range |
0.066 |
0.076 |
0.010 |
15.2% |
0.154 |
| ATR |
0.083 |
0.083 |
-0.001 |
-0.6% |
0.000 |
| Volume |
99,267 |
104,353 |
5,086 |
5.1% |
360,860 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.696 |
2.650 |
2.494 |
|
| R3 |
2.620 |
2.574 |
2.473 |
|
| R2 |
2.544 |
2.544 |
2.466 |
|
| R1 |
2.498 |
2.498 |
2.459 |
2.483 |
| PP |
2.468 |
2.468 |
2.468 |
2.461 |
| S1 |
2.422 |
2.422 |
2.445 |
2.407 |
| S2 |
2.392 |
2.392 |
2.438 |
|
| S3 |
2.316 |
2.346 |
2.431 |
|
| S4 |
2.240 |
2.270 |
2.410 |
|
|
| 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% |
0.092 |
3.7% |
20% |
False |
False |
96,047 |
| 10 |
2.566 |
2.357 |
0.209 |
8.5% |
0.090 |
3.7% |
45% |
False |
False |
78,697 |
| 20 |
2.918 |
2.357 |
0.561 |
22.9% |
0.083 |
3.4% |
17% |
False |
False |
63,955 |
| 40 |
3.015 |
2.357 |
0.658 |
26.8% |
0.071 |
2.9% |
14% |
False |
False |
51,670 |
| 60 |
3.146 |
2.357 |
0.789 |
32.2% |
0.066 |
2.7% |
12% |
False |
False |
41,894 |
| 80 |
3.343 |
2.357 |
0.986 |
40.2% |
0.066 |
2.7% |
10% |
False |
False |
36,520 |
| 100 |
3.343 |
2.357 |
0.986 |
40.2% |
0.066 |
2.7% |
10% |
False |
False |
32,359 |
| 120 |
3.383 |
2.357 |
1.026 |
41.8% |
0.067 |
2.7% |
9% |
False |
False |
29,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.837 |
|
2.618 |
2.713 |
|
1.618 |
2.637 |
|
1.000 |
2.590 |
|
0.618 |
2.561 |
|
HIGH |
2.514 |
|
0.618 |
2.485 |
|
0.500 |
2.476 |
|
0.382 |
2.467 |
|
LOW |
2.438 |
|
0.618 |
2.391 |
|
1.000 |
2.362 |
|
1.618 |
2.315 |
|
2.618 |
2.239 |
|
4.250 |
2.115 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.476 |
2.484 |
| PP |
2.468 |
2.473 |
| S1 |
2.460 |
2.463 |
|