NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.385 |
2.360 |
-0.025 |
-1.0% |
2.334 |
| High |
2.412 |
2.363 |
-0.049 |
-2.0% |
2.412 |
| Low |
2.343 |
2.270 |
-0.073 |
-3.1% |
2.270 |
| Close |
2.372 |
2.293 |
-0.079 |
-3.3% |
2.293 |
| Range |
0.069 |
0.093 |
0.024 |
34.8% |
0.142 |
| ATR |
0.083 |
0.085 |
0.001 |
1.6% |
0.000 |
| Volume |
29,148 |
13,370 |
-15,778 |
-54.1% |
98,824 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.588 |
2.533 |
2.344 |
|
| R3 |
2.495 |
2.440 |
2.319 |
|
| R2 |
2.402 |
2.402 |
2.310 |
|
| R1 |
2.347 |
2.347 |
2.302 |
2.328 |
| PP |
2.309 |
2.309 |
2.309 |
2.299 |
| S1 |
2.254 |
2.254 |
2.284 |
2.235 |
| S2 |
2.216 |
2.216 |
2.276 |
|
| S3 |
2.123 |
2.161 |
2.267 |
|
| S4 |
2.030 |
2.068 |
2.242 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.751 |
2.664 |
2.371 |
|
| R3 |
2.609 |
2.522 |
2.332 |
|
| R2 |
2.467 |
2.467 |
2.319 |
|
| R1 |
2.380 |
2.380 |
2.306 |
2.353 |
| PP |
2.325 |
2.325 |
2.325 |
2.311 |
| S1 |
2.238 |
2.238 |
2.280 |
2.211 |
| S2 |
2.183 |
2.183 |
2.267 |
|
| S3 |
2.041 |
2.096 |
2.254 |
|
| S4 |
1.899 |
1.954 |
2.215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.466 |
2.270 |
0.196 |
8.5% |
0.095 |
4.2% |
12% |
False |
True |
27,683 |
| 10 |
2.631 |
2.270 |
0.361 |
15.7% |
0.089 |
3.9% |
6% |
False |
True |
27,997 |
| 20 |
2.631 |
2.270 |
0.361 |
15.7% |
0.084 |
3.7% |
6% |
False |
True |
30,489 |
| 40 |
2.887 |
2.270 |
0.617 |
26.9% |
0.074 |
3.2% |
4% |
False |
True |
26,927 |
| 60 |
3.062 |
2.270 |
0.792 |
34.5% |
0.067 |
2.9% |
3% |
False |
True |
22,440 |
| 80 |
3.238 |
2.270 |
0.968 |
42.2% |
0.063 |
2.7% |
2% |
False |
True |
18,713 |
| 100 |
3.290 |
2.270 |
1.020 |
44.5% |
0.062 |
2.7% |
2% |
False |
True |
16,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.758 |
|
2.618 |
2.606 |
|
1.618 |
2.513 |
|
1.000 |
2.456 |
|
0.618 |
2.420 |
|
HIGH |
2.363 |
|
0.618 |
2.327 |
|
0.500 |
2.317 |
|
0.382 |
2.306 |
|
LOW |
2.270 |
|
0.618 |
2.213 |
|
1.000 |
2.177 |
|
1.618 |
2.120 |
|
2.618 |
2.027 |
|
4.250 |
1.875 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.317 |
2.341 |
| PP |
2.309 |
2.325 |
| S1 |
2.301 |
2.309 |
|