NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.358 |
2.297 |
-0.061 |
-2.6% |
2.331 |
| High |
2.365 |
2.351 |
-0.014 |
-0.6% |
2.412 |
| Low |
2.303 |
2.289 |
-0.014 |
-0.6% |
2.293 |
| Close |
2.318 |
2.346 |
0.028 |
1.2% |
2.318 |
| Range |
0.062 |
0.062 |
0.000 |
0.0% |
0.119 |
| ATR |
0.072 |
0.072 |
-0.001 |
-1.0% |
0.000 |
| Volume |
9,801 |
17,710 |
7,909 |
80.7% |
75,978 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.515 |
2.492 |
2.380 |
|
| R3 |
2.453 |
2.430 |
2.363 |
|
| R2 |
2.391 |
2.391 |
2.357 |
|
| R1 |
2.368 |
2.368 |
2.352 |
2.380 |
| PP |
2.329 |
2.329 |
2.329 |
2.334 |
| S1 |
2.306 |
2.306 |
2.340 |
2.318 |
| S2 |
2.267 |
2.267 |
2.335 |
|
| S3 |
2.205 |
2.244 |
2.329 |
|
| S4 |
2.143 |
2.182 |
2.312 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.698 |
2.627 |
2.383 |
|
| R3 |
2.579 |
2.508 |
2.351 |
|
| R2 |
2.460 |
2.460 |
2.340 |
|
| R1 |
2.389 |
2.389 |
2.329 |
2.365 |
| PP |
2.341 |
2.341 |
2.341 |
2.329 |
| S1 |
2.270 |
2.270 |
2.307 |
2.246 |
| S2 |
2.222 |
2.222 |
2.296 |
|
| S3 |
2.103 |
2.151 |
2.285 |
|
| S4 |
1.984 |
2.032 |
2.253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.412 |
2.289 |
0.123 |
5.2% |
0.075 |
3.2% |
46% |
False |
True |
18,737 |
| 10 |
2.581 |
2.289 |
0.292 |
12.4% |
0.078 |
3.3% |
20% |
False |
True |
22,120 |
| 20 |
2.581 |
2.289 |
0.292 |
12.4% |
0.069 |
2.9% |
20% |
False |
True |
22,982 |
| 40 |
2.746 |
2.289 |
0.457 |
19.5% |
0.063 |
2.7% |
12% |
False |
True |
20,760 |
| 60 |
2.912 |
2.289 |
0.623 |
26.6% |
0.057 |
2.4% |
9% |
False |
True |
17,897 |
| 80 |
3.056 |
2.289 |
0.767 |
32.7% |
0.053 |
2.3% |
7% |
False |
True |
15,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.615 |
|
2.618 |
2.513 |
|
1.618 |
2.451 |
|
1.000 |
2.413 |
|
0.618 |
2.389 |
|
HIGH |
2.351 |
|
0.618 |
2.327 |
|
0.500 |
2.320 |
|
0.382 |
2.313 |
|
LOW |
2.289 |
|
0.618 |
2.251 |
|
1.000 |
2.227 |
|
1.618 |
2.189 |
|
2.618 |
2.127 |
|
4.250 |
2.026 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.337 |
2.351 |
| PP |
2.329 |
2.349 |
| S1 |
2.320 |
2.348 |
|