NYMEX Natural Gas Future December 2015
| 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 |
2.332 |
2.265 |
-0.067 |
-2.9% |
2.268 |
| High |
2.350 |
2.313 |
-0.037 |
-1.6% |
2.398 |
| Low |
2.249 |
2.234 |
-0.015 |
-0.7% |
2.231 |
| Close |
2.263 |
2.260 |
-0.003 |
-0.1% |
2.371 |
| Range |
0.101 |
0.079 |
-0.022 |
-21.8% |
0.167 |
| ATR |
0.088 |
0.088 |
-0.001 |
-0.8% |
0.000 |
| Volume |
162,914 |
151,541 |
-11,373 |
-7.0% |
732,642 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.506 |
2.462 |
2.303 |
|
| R3 |
2.427 |
2.383 |
2.282 |
|
| R2 |
2.348 |
2.348 |
2.274 |
|
| R1 |
2.304 |
2.304 |
2.267 |
2.287 |
| PP |
2.269 |
2.269 |
2.269 |
2.260 |
| S1 |
2.225 |
2.225 |
2.253 |
2.208 |
| S2 |
2.190 |
2.190 |
2.246 |
|
| S3 |
2.111 |
2.146 |
2.238 |
|
| S4 |
2.032 |
2.067 |
2.217 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.834 |
2.770 |
2.463 |
|
| R3 |
2.667 |
2.603 |
2.417 |
|
| R2 |
2.500 |
2.500 |
2.402 |
|
| R1 |
2.436 |
2.436 |
2.386 |
2.468 |
| PP |
2.333 |
2.333 |
2.333 |
2.350 |
| S1 |
2.269 |
2.269 |
2.356 |
2.301 |
| S2 |
2.166 |
2.166 |
2.340 |
|
| S3 |
1.999 |
2.102 |
2.325 |
|
| S4 |
1.832 |
1.935 |
2.279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.398 |
2.234 |
0.164 |
7.3% |
0.089 |
3.9% |
16% |
False |
True |
159,681 |
| 10 |
2.398 |
2.188 |
0.210 |
9.3% |
0.089 |
4.0% |
34% |
False |
False |
153,448 |
| 20 |
2.699 |
2.188 |
0.511 |
22.6% |
0.087 |
3.9% |
14% |
False |
False |
137,444 |
| 40 |
2.902 |
2.188 |
0.714 |
31.6% |
0.076 |
3.4% |
10% |
False |
False |
93,784 |
| 60 |
3.049 |
2.188 |
0.861 |
38.1% |
0.071 |
3.1% |
8% |
False |
False |
69,665 |
| 80 |
3.237 |
2.188 |
1.049 |
46.4% |
0.069 |
3.1% |
7% |
False |
False |
56,631 |
| 100 |
3.237 |
2.188 |
1.049 |
46.4% |
0.068 |
3.0% |
7% |
False |
False |
47,985 |
| 120 |
3.283 |
2.188 |
1.095 |
48.5% |
0.070 |
3.1% |
7% |
False |
False |
41,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.649 |
|
2.618 |
2.520 |
|
1.618 |
2.441 |
|
1.000 |
2.392 |
|
0.618 |
2.362 |
|
HIGH |
2.313 |
|
0.618 |
2.283 |
|
0.500 |
2.274 |
|
0.382 |
2.264 |
|
LOW |
2.234 |
|
0.618 |
2.185 |
|
1.000 |
2.155 |
|
1.618 |
2.106 |
|
2.618 |
2.027 |
|
4.250 |
1.898 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.274 |
2.299 |
| PP |
2.269 |
2.286 |
| S1 |
2.265 |
2.273 |
|