NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.265 |
2.285 |
0.020 |
0.9% |
2.373 |
| High |
2.313 |
2.391 |
0.078 |
3.4% |
2.391 |
| Low |
2.234 |
2.284 |
0.050 |
2.2% |
2.234 |
| Close |
2.260 |
2.361 |
0.101 |
4.5% |
2.361 |
| Range |
0.079 |
0.107 |
0.028 |
35.4% |
0.157 |
| ATR |
0.088 |
0.091 |
0.003 |
3.5% |
0.000 |
| Volume |
151,541 |
167,723 |
16,182 |
10.7% |
783,189 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.666 |
2.621 |
2.420 |
|
| R3 |
2.559 |
2.514 |
2.390 |
|
| R2 |
2.452 |
2.452 |
2.381 |
|
| R1 |
2.407 |
2.407 |
2.371 |
2.430 |
| PP |
2.345 |
2.345 |
2.345 |
2.357 |
| S1 |
2.300 |
2.300 |
2.351 |
2.323 |
| S2 |
2.238 |
2.238 |
2.341 |
|
| S3 |
2.131 |
2.193 |
2.332 |
|
| S4 |
2.024 |
2.086 |
2.302 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.800 |
2.737 |
2.447 |
|
| R3 |
2.643 |
2.580 |
2.404 |
|
| R2 |
2.486 |
2.486 |
2.390 |
|
| R1 |
2.423 |
2.423 |
2.375 |
2.376 |
| PP |
2.329 |
2.329 |
2.329 |
2.305 |
| S1 |
2.266 |
2.266 |
2.347 |
2.219 |
| S2 |
2.172 |
2.172 |
2.332 |
|
| S3 |
2.015 |
2.109 |
2.318 |
|
| S4 |
1.858 |
1.952 |
2.275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.391 |
2.234 |
0.157 |
6.6% |
0.094 |
4.0% |
81% |
True |
False |
156,637 |
| 10 |
2.398 |
2.231 |
0.167 |
7.1% |
0.085 |
3.6% |
78% |
False |
False |
151,583 |
| 20 |
2.699 |
2.188 |
0.511 |
21.6% |
0.090 |
3.8% |
34% |
False |
False |
141,813 |
| 40 |
2.875 |
2.188 |
0.687 |
29.1% |
0.077 |
3.3% |
25% |
False |
False |
97,479 |
| 60 |
3.031 |
2.188 |
0.843 |
35.7% |
0.071 |
3.0% |
21% |
False |
False |
72,099 |
| 80 |
3.198 |
2.188 |
1.010 |
42.8% |
0.069 |
2.9% |
17% |
False |
False |
58,529 |
| 100 |
3.237 |
2.188 |
1.049 |
44.4% |
0.069 |
2.9% |
16% |
False |
False |
49,578 |
| 120 |
3.283 |
2.188 |
1.095 |
46.4% |
0.070 |
3.0% |
16% |
False |
False |
43,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.846 |
|
2.618 |
2.671 |
|
1.618 |
2.564 |
|
1.000 |
2.498 |
|
0.618 |
2.457 |
|
HIGH |
2.391 |
|
0.618 |
2.350 |
|
0.500 |
2.338 |
|
0.382 |
2.325 |
|
LOW |
2.284 |
|
0.618 |
2.218 |
|
1.000 |
2.177 |
|
1.618 |
2.111 |
|
2.618 |
2.004 |
|
4.250 |
1.829 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.353 |
2.345 |
| PP |
2.345 |
2.329 |
| S1 |
2.338 |
2.313 |
|