NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.466 |
2.479 |
0.013 |
0.5% |
2.606 |
| High |
2.482 |
2.519 |
0.037 |
1.5% |
2.606 |
| Low |
2.442 |
2.471 |
0.029 |
1.2% |
2.382 |
| Close |
2.474 |
2.487 |
0.013 |
0.5% |
2.513 |
| Range |
0.040 |
0.048 |
0.008 |
20.0% |
0.224 |
| ATR |
0.078 |
0.076 |
-0.002 |
-2.8% |
0.000 |
| Volume |
25,262 |
16,916 |
-8,346 |
-33.0% |
105,687 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.636 |
2.610 |
2.513 |
|
| R3 |
2.588 |
2.562 |
2.500 |
|
| R2 |
2.540 |
2.540 |
2.496 |
|
| R1 |
2.514 |
2.514 |
2.491 |
2.527 |
| PP |
2.492 |
2.492 |
2.492 |
2.499 |
| S1 |
2.466 |
2.466 |
2.483 |
2.479 |
| S2 |
2.444 |
2.444 |
2.478 |
|
| S3 |
2.396 |
2.418 |
2.474 |
|
| S4 |
2.348 |
2.370 |
2.461 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.172 |
3.067 |
2.636 |
|
| R3 |
2.948 |
2.843 |
2.575 |
|
| R2 |
2.724 |
2.724 |
2.554 |
|
| R1 |
2.619 |
2.619 |
2.534 |
2.560 |
| PP |
2.500 |
2.500 |
2.500 |
2.471 |
| S1 |
2.395 |
2.395 |
2.492 |
2.336 |
| S2 |
2.276 |
2.276 |
2.472 |
|
| S3 |
2.052 |
2.171 |
2.451 |
|
| S4 |
1.828 |
1.947 |
2.390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.573 |
2.382 |
0.191 |
7.7% |
0.095 |
3.8% |
55% |
False |
False |
22,023 |
| 10 |
2.836 |
2.382 |
0.454 |
18.3% |
0.087 |
3.5% |
23% |
False |
False |
19,821 |
| 20 |
2.920 |
2.382 |
0.538 |
21.6% |
0.070 |
2.8% |
20% |
False |
False |
16,373 |
| 40 |
3.097 |
2.382 |
0.715 |
28.7% |
0.063 |
2.5% |
15% |
False |
False |
13,075 |
| 60 |
3.282 |
2.382 |
0.900 |
36.2% |
0.059 |
2.4% |
12% |
False |
False |
10,566 |
| 80 |
3.333 |
2.382 |
0.951 |
38.2% |
0.059 |
2.4% |
11% |
False |
False |
8,861 |
| 100 |
3.370 |
2.382 |
0.988 |
39.7% |
0.059 |
2.4% |
11% |
False |
False |
7,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.723 |
|
2.618 |
2.645 |
|
1.618 |
2.597 |
|
1.000 |
2.567 |
|
0.618 |
2.549 |
|
HIGH |
2.519 |
|
0.618 |
2.501 |
|
0.500 |
2.495 |
|
0.382 |
2.489 |
|
LOW |
2.471 |
|
0.618 |
2.441 |
|
1.000 |
2.423 |
|
1.618 |
2.393 |
|
2.618 |
2.345 |
|
4.250 |
2.267 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.495 |
2.476 |
| PP |
2.492 |
2.465 |
| S1 |
2.490 |
2.454 |
|