NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.460 |
2.470 |
0.010 |
0.4% |
2.535 |
| High |
2.498 |
2.547 |
0.049 |
2.0% |
2.547 |
| Low |
2.429 |
2.467 |
0.038 |
1.6% |
2.423 |
| Close |
2.445 |
2.526 |
0.081 |
3.3% |
2.526 |
| Range |
0.069 |
0.080 |
0.011 |
15.9% |
0.124 |
| ATR |
0.082 |
0.083 |
0.001 |
1.8% |
0.000 |
| Volume |
99,923 |
93,634 |
-6,289 |
-6.3% |
496,519 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.753 |
2.720 |
2.570 |
|
| R3 |
2.673 |
2.640 |
2.548 |
|
| R2 |
2.593 |
2.593 |
2.541 |
|
| R1 |
2.560 |
2.560 |
2.533 |
2.577 |
| PP |
2.513 |
2.513 |
2.513 |
2.522 |
| S1 |
2.480 |
2.480 |
2.519 |
2.497 |
| S2 |
2.433 |
2.433 |
2.511 |
|
| S3 |
2.353 |
2.400 |
2.504 |
|
| S4 |
2.273 |
2.320 |
2.482 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.871 |
2.822 |
2.594 |
|
| R3 |
2.747 |
2.698 |
2.560 |
|
| R2 |
2.623 |
2.623 |
2.549 |
|
| R1 |
2.574 |
2.574 |
2.537 |
2.537 |
| PP |
2.499 |
2.499 |
2.499 |
2.480 |
| S1 |
2.450 |
2.450 |
2.515 |
2.413 |
| S2 |
2.375 |
2.375 |
2.503 |
|
| S3 |
2.251 |
2.326 |
2.492 |
|
| S4 |
2.127 |
2.202 |
2.458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.547 |
2.423 |
0.124 |
4.9% |
0.082 |
3.3% |
83% |
True |
False |
99,303 |
| 10 |
2.566 |
2.412 |
0.154 |
6.1% |
0.077 |
3.0% |
74% |
False |
False |
85,737 |
| 20 |
2.842 |
2.357 |
0.485 |
19.2% |
0.084 |
3.3% |
35% |
False |
False |
68,355 |
| 40 |
2.987 |
2.357 |
0.630 |
24.9% |
0.072 |
2.8% |
27% |
False |
False |
55,706 |
| 60 |
3.131 |
2.357 |
0.774 |
30.6% |
0.067 |
2.6% |
22% |
False |
False |
44,184 |
| 80 |
3.293 |
2.357 |
0.936 |
37.1% |
0.065 |
2.6% |
18% |
False |
False |
38,530 |
| 100 |
3.343 |
2.357 |
0.986 |
39.0% |
0.066 |
2.6% |
17% |
False |
False |
34,103 |
| 120 |
3.383 |
2.357 |
1.026 |
40.6% |
0.067 |
2.7% |
16% |
False |
False |
30,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.887 |
|
2.618 |
2.756 |
|
1.618 |
2.676 |
|
1.000 |
2.627 |
|
0.618 |
2.596 |
|
HIGH |
2.547 |
|
0.618 |
2.516 |
|
0.500 |
2.507 |
|
0.382 |
2.498 |
|
LOW |
2.467 |
|
0.618 |
2.418 |
|
1.000 |
2.387 |
|
1.618 |
2.338 |
|
2.618 |
2.258 |
|
4.250 |
2.127 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.520 |
2.513 |
| PP |
2.513 |
2.501 |
| S1 |
2.507 |
2.488 |
|