NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.490 |
2.526 |
0.036 |
1.4% |
2.459 |
| High |
2.534 |
2.542 |
0.008 |
0.3% |
2.580 |
| Low |
2.472 |
2.480 |
0.008 |
0.3% |
2.434 |
| Close |
2.514 |
2.494 |
-0.020 |
-0.8% |
2.548 |
| Range |
0.062 |
0.062 |
0.000 |
0.0% |
0.146 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.4% |
0.000 |
| Volume |
42,209 |
37,154 |
-5,055 |
-12.0% |
149,982 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.691 |
2.655 |
2.528 |
|
| R3 |
2.629 |
2.593 |
2.511 |
|
| R2 |
2.567 |
2.567 |
2.505 |
|
| R1 |
2.531 |
2.531 |
2.500 |
2.518 |
| PP |
2.505 |
2.505 |
2.505 |
2.499 |
| S1 |
2.469 |
2.469 |
2.488 |
2.456 |
| S2 |
2.443 |
2.443 |
2.483 |
|
| S3 |
2.381 |
2.407 |
2.477 |
|
| S4 |
2.319 |
2.345 |
2.460 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.959 |
2.899 |
2.628 |
|
| R3 |
2.813 |
2.753 |
2.588 |
|
| R2 |
2.667 |
2.667 |
2.575 |
|
| R1 |
2.607 |
2.607 |
2.561 |
2.637 |
| PP |
2.521 |
2.521 |
2.521 |
2.536 |
| S1 |
2.461 |
2.461 |
2.535 |
2.491 |
| S2 |
2.375 |
2.375 |
2.521 |
|
| S3 |
2.229 |
2.315 |
2.508 |
|
| S4 |
2.083 |
2.169 |
2.468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.580 |
2.449 |
0.131 |
5.3% |
0.085 |
3.4% |
34% |
False |
False |
36,264 |
| 10 |
2.580 |
2.368 |
0.212 |
8.5% |
0.085 |
3.4% |
59% |
False |
False |
32,404 |
| 20 |
2.887 |
2.368 |
0.519 |
20.8% |
0.078 |
3.1% |
24% |
False |
False |
29,281 |
| 40 |
2.976 |
2.368 |
0.608 |
24.4% |
0.065 |
2.6% |
21% |
False |
False |
23,158 |
| 60 |
3.099 |
2.368 |
0.731 |
29.3% |
0.060 |
2.4% |
17% |
False |
False |
18,530 |
| 80 |
3.290 |
2.368 |
0.922 |
37.0% |
0.060 |
2.4% |
14% |
False |
False |
15,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.806 |
|
2.618 |
2.704 |
|
1.618 |
2.642 |
|
1.000 |
2.604 |
|
0.618 |
2.580 |
|
HIGH |
2.542 |
|
0.618 |
2.518 |
|
0.500 |
2.511 |
|
0.382 |
2.504 |
|
LOW |
2.480 |
|
0.618 |
2.442 |
|
1.000 |
2.418 |
|
1.618 |
2.380 |
|
2.618 |
2.318 |
|
4.250 |
2.217 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.511 |
2.505 |
| PP |
2.505 |
2.501 |
| S1 |
2.500 |
2.498 |
|