NYMEX Natural Gas Future January 2016
| 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 |
2.470 |
2.595 |
0.125 |
5.1% |
2.535 |
| High |
2.547 |
2.600 |
0.053 |
2.1% |
2.547 |
| Low |
2.467 |
2.505 |
0.038 |
1.5% |
2.423 |
| Close |
2.526 |
2.554 |
0.028 |
1.1% |
2.526 |
| Range |
0.080 |
0.095 |
0.015 |
18.8% |
0.124 |
| ATR |
0.083 |
0.084 |
0.001 |
1.0% |
0.000 |
| Volume |
93,634 |
95,073 |
1,439 |
1.5% |
496,519 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.838 |
2.791 |
2.606 |
|
| R3 |
2.743 |
2.696 |
2.580 |
|
| R2 |
2.648 |
2.648 |
2.571 |
|
| R1 |
2.601 |
2.601 |
2.563 |
2.577 |
| PP |
2.553 |
2.553 |
2.553 |
2.541 |
| S1 |
2.506 |
2.506 |
2.545 |
2.482 |
| S2 |
2.458 |
2.458 |
2.537 |
|
| S3 |
2.363 |
2.411 |
2.528 |
|
| S4 |
2.268 |
2.316 |
2.502 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.871 |
2.822 |
2.594 |
|
| R3 |
2.747 |
2.698 |
2.560 |
|
| R2 |
2.623 |
2.623 |
2.549 |
|
| R1 |
2.574 |
2.574 |
2.537 |
2.537 |
| PP |
2.499 |
2.499 |
2.499 |
2.480 |
| S1 |
2.450 |
2.450 |
2.515 |
2.413 |
| S2 |
2.375 |
2.375 |
2.503 |
|
| S3 |
2.251 |
2.326 |
2.492 |
|
| S4 |
2.127 |
2.202 |
2.458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.600 |
2.429 |
0.171 |
6.7% |
0.077 |
3.0% |
73% |
True |
False |
98,450 |
| 10 |
2.600 |
2.423 |
0.177 |
6.9% |
0.082 |
3.2% |
74% |
True |
False |
89,080 |
| 20 |
2.842 |
2.357 |
0.485 |
19.0% |
0.086 |
3.4% |
41% |
False |
False |
71,742 |
| 40 |
2.987 |
2.357 |
0.630 |
24.7% |
0.073 |
2.9% |
31% |
False |
False |
57,532 |
| 60 |
3.103 |
2.357 |
0.746 |
29.2% |
0.067 |
2.6% |
26% |
False |
False |
45,505 |
| 80 |
3.293 |
2.357 |
0.936 |
36.6% |
0.066 |
2.6% |
21% |
False |
False |
39,588 |
| 100 |
3.343 |
2.357 |
0.986 |
38.6% |
0.067 |
2.6% |
20% |
False |
False |
34,889 |
| 120 |
3.383 |
2.357 |
1.026 |
40.2% |
0.067 |
2.6% |
19% |
False |
False |
31,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.004 |
|
2.618 |
2.849 |
|
1.618 |
2.754 |
|
1.000 |
2.695 |
|
0.618 |
2.659 |
|
HIGH |
2.600 |
|
0.618 |
2.564 |
|
0.500 |
2.553 |
|
0.382 |
2.541 |
|
LOW |
2.505 |
|
0.618 |
2.446 |
|
1.000 |
2.410 |
|
1.618 |
2.351 |
|
2.618 |
2.256 |
|
4.250 |
2.101 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.554 |
2.541 |
| PP |
2.553 |
2.528 |
| S1 |
2.553 |
2.515 |
|