NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.558 |
2.491 |
-0.067 |
-2.6% |
2.466 |
| High |
2.571 |
2.535 |
-0.036 |
-1.4% |
2.590 |
| Low |
2.453 |
2.473 |
0.020 |
0.8% |
2.442 |
| Close |
2.480 |
2.514 |
0.034 |
1.4% |
2.557 |
| Range |
0.118 |
0.062 |
-0.056 |
-47.5% |
0.148 |
| ATR |
0.081 |
0.080 |
-0.001 |
-1.7% |
0.000 |
| Volume |
20,591 |
22,352 |
1,761 |
8.6% |
111,814 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.693 |
2.666 |
2.548 |
|
| R3 |
2.631 |
2.604 |
2.531 |
|
| R2 |
2.569 |
2.569 |
2.525 |
|
| R1 |
2.542 |
2.542 |
2.520 |
2.556 |
| PP |
2.507 |
2.507 |
2.507 |
2.514 |
| S1 |
2.480 |
2.480 |
2.508 |
2.494 |
| S2 |
2.445 |
2.445 |
2.503 |
|
| S3 |
2.383 |
2.418 |
2.497 |
|
| S4 |
2.321 |
2.356 |
2.480 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.974 |
2.913 |
2.638 |
|
| R3 |
2.826 |
2.765 |
2.598 |
|
| R2 |
2.678 |
2.678 |
2.584 |
|
| R1 |
2.617 |
2.617 |
2.571 |
2.648 |
| PP |
2.530 |
2.530 |
2.530 |
2.545 |
| S1 |
2.469 |
2.469 |
2.543 |
2.500 |
| S2 |
2.382 |
2.382 |
2.530 |
|
| S3 |
2.234 |
2.321 |
2.516 |
|
| S4 |
2.086 |
2.173 |
2.476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.590 |
2.453 |
0.137 |
5.4% |
0.088 |
3.5% |
45% |
False |
False |
22,515 |
| 10 |
2.590 |
2.382 |
0.208 |
8.3% |
0.091 |
3.6% |
63% |
False |
False |
22,269 |
| 20 |
2.920 |
2.382 |
0.538 |
21.4% |
0.078 |
3.1% |
25% |
False |
False |
18,651 |
| 40 |
3.063 |
2.382 |
0.681 |
27.1% |
0.068 |
2.7% |
19% |
False |
False |
14,887 |
| 60 |
3.141 |
2.382 |
0.759 |
30.2% |
0.062 |
2.5% |
17% |
False |
False |
12,016 |
| 80 |
3.333 |
2.382 |
0.951 |
37.8% |
0.061 |
2.4% |
14% |
False |
False |
10,049 |
| 100 |
3.333 |
2.382 |
0.951 |
37.8% |
0.060 |
2.4% |
14% |
False |
False |
8,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.799 |
|
2.618 |
2.697 |
|
1.618 |
2.635 |
|
1.000 |
2.597 |
|
0.618 |
2.573 |
|
HIGH |
2.535 |
|
0.618 |
2.511 |
|
0.500 |
2.504 |
|
0.382 |
2.497 |
|
LOW |
2.473 |
|
0.618 |
2.435 |
|
1.000 |
2.411 |
|
1.618 |
2.373 |
|
2.618 |
2.311 |
|
4.250 |
2.210 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.511 |
2.522 |
| PP |
2.507 |
2.519 |
| S1 |
2.504 |
2.517 |
|