NYMEX Natural Gas Future April 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 |
2.444 |
2.428 |
-0.016 |
-0.7% |
2.470 |
| High |
2.477 |
2.508 |
0.031 |
1.3% |
2.518 |
| Low |
2.420 |
2.415 |
-0.005 |
-0.2% |
2.337 |
| Close |
2.425 |
2.501 |
0.076 |
3.1% |
2.451 |
| Range |
0.057 |
0.093 |
0.036 |
63.2% |
0.181 |
| ATR |
0.061 |
0.064 |
0.002 |
3.7% |
0.000 |
| Volume |
15,631 |
30,037 |
14,406 |
92.2% |
131,989 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.754 |
2.720 |
2.552 |
|
| R3 |
2.661 |
2.627 |
2.527 |
|
| R2 |
2.568 |
2.568 |
2.518 |
|
| R1 |
2.534 |
2.534 |
2.510 |
2.551 |
| PP |
2.475 |
2.475 |
2.475 |
2.483 |
| S1 |
2.441 |
2.441 |
2.492 |
2.458 |
| S2 |
2.382 |
2.382 |
2.484 |
|
| S3 |
2.289 |
2.348 |
2.475 |
|
| S4 |
2.196 |
2.255 |
2.450 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.978 |
2.896 |
2.551 |
|
| R3 |
2.797 |
2.715 |
2.501 |
|
| R2 |
2.616 |
2.616 |
2.484 |
|
| R1 |
2.534 |
2.534 |
2.468 |
2.485 |
| PP |
2.435 |
2.435 |
2.435 |
2.411 |
| S1 |
2.353 |
2.353 |
2.434 |
2.304 |
| S2 |
2.254 |
2.254 |
2.418 |
|
| S3 |
2.073 |
2.172 |
2.401 |
|
| S4 |
1.892 |
1.991 |
2.351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.508 |
2.337 |
0.171 |
6.8% |
0.069 |
2.8% |
96% |
True |
False |
22,603 |
| 10 |
2.619 |
2.337 |
0.282 |
11.3% |
0.078 |
3.1% |
58% |
False |
False |
23,706 |
| 20 |
2.746 |
2.337 |
0.409 |
16.4% |
0.060 |
2.4% |
40% |
False |
False |
20,229 |
| 40 |
2.912 |
2.337 |
0.575 |
23.0% |
0.053 |
2.1% |
29% |
False |
False |
16,358 |
| 60 |
3.056 |
2.337 |
0.719 |
28.7% |
0.050 |
2.0% |
23% |
False |
False |
13,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.903 |
|
2.618 |
2.751 |
|
1.618 |
2.658 |
|
1.000 |
2.601 |
|
0.618 |
2.565 |
|
HIGH |
2.508 |
|
0.618 |
2.472 |
|
0.500 |
2.462 |
|
0.382 |
2.451 |
|
LOW |
2.415 |
|
0.618 |
2.358 |
|
1.000 |
2.322 |
|
1.618 |
2.265 |
|
2.618 |
2.172 |
|
4.250 |
2.020 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.488 |
2.488 |
| PP |
2.475 |
2.475 |
| S1 |
2.462 |
2.462 |
|