NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.285 |
2.449 |
0.164 |
7.2% |
2.373 |
| High |
2.391 |
2.460 |
0.069 |
2.9% |
2.391 |
| Low |
2.284 |
2.330 |
0.046 |
2.0% |
2.234 |
| Close |
2.361 |
2.385 |
0.024 |
1.0% |
2.361 |
| Range |
0.107 |
0.130 |
0.023 |
21.5% |
0.157 |
| ATR |
0.091 |
0.094 |
0.003 |
3.1% |
0.000 |
| Volume |
167,723 |
157,363 |
-10,360 |
-6.2% |
783,189 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.782 |
2.713 |
2.457 |
|
| R3 |
2.652 |
2.583 |
2.421 |
|
| R2 |
2.522 |
2.522 |
2.409 |
|
| R1 |
2.453 |
2.453 |
2.397 |
2.423 |
| PP |
2.392 |
2.392 |
2.392 |
2.376 |
| S1 |
2.323 |
2.323 |
2.373 |
2.293 |
| S2 |
2.262 |
2.262 |
2.361 |
|
| S3 |
2.132 |
2.193 |
2.349 |
|
| S4 |
2.002 |
2.063 |
2.314 |
|
|
| 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 |
2.460 |
2.234 |
0.226 |
9.5% |
0.098 |
4.1% |
67% |
True |
False |
157,834 |
| 10 |
2.460 |
2.234 |
0.226 |
9.5% |
0.094 |
3.9% |
67% |
True |
False |
155,029 |
| 20 |
2.699 |
2.188 |
0.511 |
21.4% |
0.094 |
4.0% |
39% |
False |
False |
146,980 |
| 40 |
2.875 |
2.188 |
0.687 |
28.8% |
0.080 |
3.3% |
29% |
False |
False |
100,849 |
| 60 |
2.998 |
2.188 |
0.810 |
34.0% |
0.072 |
3.0% |
24% |
False |
False |
74,394 |
| 80 |
3.198 |
2.188 |
1.010 |
42.3% |
0.070 |
3.0% |
20% |
False |
False |
60,335 |
| 100 |
3.237 |
2.188 |
1.049 |
44.0% |
0.070 |
2.9% |
19% |
False |
False |
51,099 |
| 120 |
3.283 |
2.188 |
1.095 |
45.9% |
0.070 |
3.0% |
18% |
False |
False |
44,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.013 |
|
2.618 |
2.800 |
|
1.618 |
2.670 |
|
1.000 |
2.590 |
|
0.618 |
2.540 |
|
HIGH |
2.460 |
|
0.618 |
2.410 |
|
0.500 |
2.395 |
|
0.382 |
2.380 |
|
LOW |
2.330 |
|
0.618 |
2.250 |
|
1.000 |
2.200 |
|
1.618 |
2.120 |
|
2.618 |
1.990 |
|
4.250 |
1.778 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.395 |
2.372 |
| PP |
2.392 |
2.360 |
| S1 |
2.388 |
2.347 |
|