NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.497 |
2.468 |
-0.029 |
-1.2% |
2.606 |
| High |
2.530 |
2.575 |
0.045 |
1.8% |
2.606 |
| Low |
2.464 |
2.458 |
-0.006 |
-0.2% |
2.382 |
| Close |
2.469 |
2.562 |
0.093 |
3.8% |
2.513 |
| Range |
0.066 |
0.117 |
0.051 |
77.3% |
0.224 |
| ATR |
0.075 |
0.078 |
0.003 |
4.0% |
0.000 |
| Volume |
19,869 |
26,116 |
6,247 |
31.4% |
105,687 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.883 |
2.839 |
2.626 |
|
| R3 |
2.766 |
2.722 |
2.594 |
|
| R2 |
2.649 |
2.649 |
2.583 |
|
| R1 |
2.605 |
2.605 |
2.573 |
2.627 |
| PP |
2.532 |
2.532 |
2.532 |
2.543 |
| S1 |
2.488 |
2.488 |
2.551 |
2.510 |
| S2 |
2.415 |
2.415 |
2.541 |
|
| S3 |
2.298 |
2.371 |
2.530 |
|
| S4 |
2.181 |
2.254 |
2.498 |
|
|
| 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 |
2.575 |
2.382 |
0.193 |
7.5% |
0.083 |
3.2% |
93% |
True |
False |
23,672 |
| 10 |
2.718 |
2.382 |
0.336 |
13.1% |
0.091 |
3.5% |
54% |
False |
False |
20,942 |
| 20 |
2.920 |
2.382 |
0.538 |
21.0% |
0.073 |
2.9% |
33% |
False |
False |
17,237 |
| 40 |
3.097 |
2.382 |
0.715 |
27.9% |
0.065 |
2.5% |
25% |
False |
False |
13,812 |
| 60 |
3.282 |
2.382 |
0.900 |
35.1% |
0.061 |
2.4% |
20% |
False |
False |
11,183 |
| 80 |
3.333 |
2.382 |
0.951 |
37.1% |
0.060 |
2.3% |
19% |
False |
False |
9,323 |
| 100 |
3.370 |
2.382 |
0.988 |
38.6% |
0.060 |
2.3% |
18% |
False |
False |
8,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.072 |
|
2.618 |
2.881 |
|
1.618 |
2.764 |
|
1.000 |
2.692 |
|
0.618 |
2.647 |
|
HIGH |
2.575 |
|
0.618 |
2.530 |
|
0.500 |
2.517 |
|
0.382 |
2.503 |
|
LOW |
2.458 |
|
0.618 |
2.386 |
|
1.000 |
2.341 |
|
1.618 |
2.269 |
|
2.618 |
2.152 |
|
4.250 |
1.961 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.547 |
2.547 |
| PP |
2.532 |
2.532 |
| S1 |
2.517 |
2.517 |
|