NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.111 |
2.206 |
0.095 |
4.5% |
2.449 |
| High |
2.226 |
2.218 |
-0.008 |
-0.4% |
2.460 |
| Low |
2.051 |
2.130 |
0.079 |
3.9% |
2.123 |
| Close |
2.210 |
2.200 |
-0.010 |
-0.5% |
2.145 |
| Range |
0.175 |
0.088 |
-0.087 |
-49.7% |
0.337 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.2% |
0.000 |
| Volume |
83,260 |
57,912 |
-25,348 |
-30.4% |
670,316 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.447 |
2.411 |
2.248 |
|
| R3 |
2.359 |
2.323 |
2.224 |
|
| R2 |
2.271 |
2.271 |
2.216 |
|
| R1 |
2.235 |
2.235 |
2.208 |
2.209 |
| PP |
2.183 |
2.183 |
2.183 |
2.170 |
| S1 |
2.147 |
2.147 |
2.192 |
2.121 |
| S2 |
2.095 |
2.095 |
2.184 |
|
| S3 |
2.007 |
2.059 |
2.176 |
|
| S4 |
1.919 |
1.971 |
2.152 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.254 |
3.036 |
2.330 |
|
| R3 |
2.917 |
2.699 |
2.238 |
|
| R2 |
2.580 |
2.580 |
2.207 |
|
| R1 |
2.362 |
2.362 |
2.176 |
2.303 |
| PP |
2.243 |
2.243 |
2.243 |
2.213 |
| S1 |
2.025 |
2.025 |
2.114 |
1.966 |
| S2 |
1.906 |
1.906 |
2.083 |
|
| S3 |
1.569 |
1.688 |
2.052 |
|
| S4 |
1.232 |
1.351 |
1.960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.410 |
2.051 |
0.359 |
16.3% |
0.124 |
5.6% |
42% |
False |
False |
105,821 |
| 10 |
2.460 |
2.051 |
0.409 |
18.6% |
0.115 |
5.2% |
36% |
False |
False |
129,366 |
| 20 |
2.460 |
2.051 |
0.409 |
18.6% |
0.106 |
4.8% |
36% |
False |
False |
142,146 |
| 40 |
2.786 |
2.051 |
0.735 |
33.4% |
0.088 |
4.0% |
20% |
False |
False |
112,688 |
| 60 |
2.998 |
2.051 |
0.947 |
43.0% |
0.079 |
3.6% |
16% |
False |
False |
83,437 |
| 80 |
3.197 |
2.051 |
1.146 |
52.1% |
0.074 |
3.4% |
13% |
False |
False |
67,556 |
| 100 |
3.237 |
2.051 |
1.186 |
53.9% |
0.073 |
3.3% |
13% |
False |
False |
56,669 |
| 120 |
3.283 |
2.051 |
1.232 |
56.0% |
0.073 |
3.3% |
12% |
False |
False |
49,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.592 |
|
2.618 |
2.448 |
|
1.618 |
2.360 |
|
1.000 |
2.306 |
|
0.618 |
2.272 |
|
HIGH |
2.218 |
|
0.618 |
2.184 |
|
0.500 |
2.174 |
|
0.382 |
2.164 |
|
LOW |
2.130 |
|
0.618 |
2.076 |
|
1.000 |
2.042 |
|
1.618 |
1.988 |
|
2.618 |
1.900 |
|
4.250 |
1.756 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.191 |
2.188 |
| PP |
2.183 |
2.175 |
| S1 |
2.174 |
2.163 |
|