NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.526 |
2.506 |
-0.020 |
-0.8% |
2.459 |
| High |
2.542 |
2.541 |
-0.001 |
0.0% |
2.580 |
| Low |
2.480 |
2.477 |
-0.003 |
-0.1% |
2.434 |
| Close |
2.494 |
2.497 |
0.003 |
0.1% |
2.548 |
| Range |
0.062 |
0.064 |
0.002 |
3.2% |
0.146 |
| ATR |
0.076 |
0.075 |
-0.001 |
-1.1% |
0.000 |
| Volume |
37,154 |
31,602 |
-5,552 |
-14.9% |
149,982 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.697 |
2.661 |
2.532 |
|
| R3 |
2.633 |
2.597 |
2.515 |
|
| R2 |
2.569 |
2.569 |
2.509 |
|
| R1 |
2.533 |
2.533 |
2.503 |
2.519 |
| PP |
2.505 |
2.505 |
2.505 |
2.498 |
| S1 |
2.469 |
2.469 |
2.491 |
2.455 |
| S2 |
2.441 |
2.441 |
2.485 |
|
| S3 |
2.377 |
2.405 |
2.479 |
|
| S4 |
2.313 |
2.341 |
2.462 |
|
|
| 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 |
5.2% |
0.075 |
3.0% |
37% |
False |
False |
34,601 |
| 10 |
2.580 |
2.368 |
0.212 |
8.5% |
0.079 |
3.2% |
61% |
False |
False |
32,981 |
| 20 |
2.820 |
2.368 |
0.452 |
18.1% |
0.077 |
3.1% |
29% |
False |
False |
29,092 |
| 40 |
2.967 |
2.368 |
0.599 |
24.0% |
0.066 |
2.6% |
22% |
False |
False |
23,771 |
| 60 |
3.099 |
2.368 |
0.731 |
29.3% |
0.060 |
2.4% |
18% |
False |
False |
18,940 |
| 80 |
3.290 |
2.368 |
0.922 |
36.9% |
0.060 |
2.4% |
14% |
False |
False |
16,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.813 |
|
2.618 |
2.709 |
|
1.618 |
2.645 |
|
1.000 |
2.605 |
|
0.618 |
2.581 |
|
HIGH |
2.541 |
|
0.618 |
2.517 |
|
0.500 |
2.509 |
|
0.382 |
2.501 |
|
LOW |
2.477 |
|
0.618 |
2.437 |
|
1.000 |
2.413 |
|
1.618 |
2.373 |
|
2.618 |
2.309 |
|
4.250 |
2.205 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.509 |
2.507 |
| PP |
2.505 |
2.504 |
| S1 |
2.501 |
2.500 |
|