NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.595 |
2.505 |
-0.090 |
-3.5% |
2.535 |
| High |
2.600 |
2.552 |
-0.048 |
-1.8% |
2.547 |
| Low |
2.505 |
2.462 |
-0.043 |
-1.7% |
2.423 |
| Close |
2.554 |
2.527 |
-0.027 |
-1.1% |
2.526 |
| Range |
0.095 |
0.090 |
-0.005 |
-5.3% |
0.124 |
| ATR |
0.084 |
0.084 |
0.001 |
0.7% |
0.000 |
| Volume |
95,073 |
84,319 |
-10,754 |
-11.3% |
496,519 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.784 |
2.745 |
2.577 |
|
| R3 |
2.694 |
2.655 |
2.552 |
|
| R2 |
2.604 |
2.604 |
2.544 |
|
| R1 |
2.565 |
2.565 |
2.535 |
2.585 |
| PP |
2.514 |
2.514 |
2.514 |
2.523 |
| S1 |
2.475 |
2.475 |
2.519 |
2.495 |
| S2 |
2.424 |
2.424 |
2.511 |
|
| S3 |
2.334 |
2.385 |
2.502 |
|
| S4 |
2.244 |
2.295 |
2.478 |
|
|
| 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 |
6.8% |
0.082 |
3.2% |
57% |
False |
False |
95,460 |
| 10 |
2.600 |
2.423 |
0.177 |
7.0% |
0.086 |
3.4% |
59% |
False |
False |
91,396 |
| 20 |
2.832 |
2.357 |
0.475 |
18.8% |
0.089 |
3.5% |
36% |
False |
False |
73,946 |
| 40 |
2.987 |
2.357 |
0.630 |
24.9% |
0.075 |
3.0% |
27% |
False |
False |
59,220 |
| 60 |
3.103 |
2.357 |
0.746 |
29.5% |
0.067 |
2.7% |
23% |
False |
False |
46,575 |
| 80 |
3.293 |
2.357 |
0.936 |
37.0% |
0.066 |
2.6% |
18% |
False |
False |
40,520 |
| 100 |
3.343 |
2.357 |
0.986 |
39.0% |
0.067 |
2.6% |
17% |
False |
False |
35,585 |
| 120 |
3.383 |
2.357 |
1.026 |
40.6% |
0.067 |
2.7% |
17% |
False |
False |
32,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.935 |
|
2.618 |
2.788 |
|
1.618 |
2.698 |
|
1.000 |
2.642 |
|
0.618 |
2.608 |
|
HIGH |
2.552 |
|
0.618 |
2.518 |
|
0.500 |
2.507 |
|
0.382 |
2.496 |
|
LOW |
2.462 |
|
0.618 |
2.406 |
|
1.000 |
2.372 |
|
1.618 |
2.316 |
|
2.618 |
2.226 |
|
4.250 |
2.080 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.520 |
2.531 |
| PP |
2.514 |
2.530 |
| S1 |
2.507 |
2.528 |
|