NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.539 |
2.491 |
-0.048 |
-1.9% |
2.535 |
| High |
2.564 |
2.510 |
-0.054 |
-2.1% |
2.547 |
| Low |
2.479 |
2.393 |
-0.086 |
-3.5% |
2.423 |
| Close |
2.495 |
2.412 |
-0.083 |
-3.3% |
2.526 |
| Range |
0.085 |
0.117 |
0.032 |
37.6% |
0.124 |
| ATR |
0.085 |
0.087 |
0.002 |
2.7% |
0.000 |
| Volume |
87,015 |
113,300 |
26,285 |
30.2% |
496,519 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.789 |
2.718 |
2.476 |
|
| R3 |
2.672 |
2.601 |
2.444 |
|
| R2 |
2.555 |
2.555 |
2.433 |
|
| R1 |
2.484 |
2.484 |
2.423 |
2.461 |
| PP |
2.438 |
2.438 |
2.438 |
2.427 |
| S1 |
2.367 |
2.367 |
2.401 |
2.344 |
| S2 |
2.321 |
2.321 |
2.391 |
|
| S3 |
2.204 |
2.250 |
2.380 |
|
| S4 |
2.087 |
2.133 |
2.348 |
|
|
| 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 |
2.393 |
0.207 |
8.6% |
0.093 |
3.9% |
9% |
False |
True |
94,668 |
| 10 |
2.600 |
2.393 |
0.207 |
8.6% |
0.087 |
3.6% |
9% |
False |
True |
97,747 |
| 20 |
2.708 |
2.357 |
0.351 |
14.6% |
0.091 |
3.8% |
16% |
False |
False |
79,097 |
| 40 |
2.987 |
2.357 |
0.630 |
26.1% |
0.077 |
3.2% |
9% |
False |
False |
62,728 |
| 60 |
3.103 |
2.357 |
0.746 |
30.9% |
0.069 |
2.9% |
7% |
False |
False |
49,230 |
| 80 |
3.293 |
2.357 |
0.936 |
38.8% |
0.067 |
2.8% |
6% |
False |
False |
42,681 |
| 100 |
3.343 |
2.357 |
0.986 |
40.9% |
0.067 |
2.8% |
6% |
False |
False |
37,267 |
| 120 |
3.383 |
2.357 |
1.026 |
42.5% |
0.068 |
2.8% |
5% |
False |
False |
33,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.007 |
|
2.618 |
2.816 |
|
1.618 |
2.699 |
|
1.000 |
2.627 |
|
0.618 |
2.582 |
|
HIGH |
2.510 |
|
0.618 |
2.465 |
|
0.500 |
2.452 |
|
0.382 |
2.438 |
|
LOW |
2.393 |
|
0.618 |
2.321 |
|
1.000 |
2.276 |
|
1.618 |
2.204 |
|
2.618 |
2.087 |
|
4.250 |
1.896 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.452 |
2.479 |
| PP |
2.438 |
2.456 |
| S1 |
2.425 |
2.434 |
|