NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.479 |
2.497 |
0.018 |
0.7% |
2.606 |
| High |
2.519 |
2.530 |
0.011 |
0.4% |
2.606 |
| Low |
2.471 |
2.464 |
-0.007 |
-0.3% |
2.382 |
| Close |
2.487 |
2.469 |
-0.018 |
-0.7% |
2.513 |
| Range |
0.048 |
0.066 |
0.018 |
37.5% |
0.224 |
| ATR |
0.076 |
0.075 |
-0.001 |
-0.9% |
0.000 |
| Volume |
16,916 |
19,869 |
2,953 |
17.5% |
105,687 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.686 |
2.643 |
2.505 |
|
| R3 |
2.620 |
2.577 |
2.487 |
|
| R2 |
2.554 |
2.554 |
2.481 |
|
| R1 |
2.511 |
2.511 |
2.475 |
2.500 |
| PP |
2.488 |
2.488 |
2.488 |
2.482 |
| S1 |
2.445 |
2.445 |
2.463 |
2.434 |
| S2 |
2.422 |
2.422 |
2.457 |
|
| S3 |
2.356 |
2.379 |
2.451 |
|
| S4 |
2.290 |
2.313 |
2.433 |
|
|
| 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 |
2.551 |
2.382 |
0.169 |
6.8% |
0.085 |
3.4% |
51% |
False |
False |
21,475 |
| 10 |
2.776 |
2.382 |
0.394 |
16.0% |
0.085 |
3.4% |
22% |
False |
False |
20,321 |
| 20 |
2.920 |
2.382 |
0.538 |
21.8% |
0.070 |
2.9% |
16% |
False |
False |
16,490 |
| 40 |
3.097 |
2.382 |
0.715 |
29.0% |
0.063 |
2.6% |
12% |
False |
False |
13,381 |
| 60 |
3.282 |
2.382 |
0.900 |
36.5% |
0.060 |
2.4% |
10% |
False |
False |
10,848 |
| 80 |
3.333 |
2.382 |
0.951 |
38.5% |
0.059 |
2.4% |
9% |
False |
False |
9,049 |
| 100 |
3.370 |
2.382 |
0.988 |
40.0% |
0.059 |
2.4% |
9% |
False |
False |
7,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.811 |
|
2.618 |
2.703 |
|
1.618 |
2.637 |
|
1.000 |
2.596 |
|
0.618 |
2.571 |
|
HIGH |
2.530 |
|
0.618 |
2.505 |
|
0.500 |
2.497 |
|
0.382 |
2.489 |
|
LOW |
2.464 |
|
0.618 |
2.423 |
|
1.000 |
2.398 |
|
1.618 |
2.357 |
|
2.618 |
2.291 |
|
4.250 |
2.184 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.497 |
2.486 |
| PP |
2.488 |
2.480 |
| S1 |
2.478 |
2.475 |
|