NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.400 |
2.270 |
-0.130 |
-5.4% |
2.595 |
| High |
2.412 |
2.351 |
-0.061 |
-2.5% |
2.600 |
| Low |
2.278 |
2.229 |
-0.049 |
-2.2% |
2.278 |
| Close |
2.291 |
2.343 |
0.052 |
2.3% |
2.291 |
| Range |
0.134 |
0.122 |
-0.012 |
-9.0% |
0.322 |
| ATR |
0.090 |
0.092 |
0.002 |
2.5% |
0.000 |
| Volume |
144,176 |
121,346 |
-22,830 |
-15.8% |
523,883 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.674 |
2.630 |
2.410 |
|
| R3 |
2.552 |
2.508 |
2.377 |
|
| R2 |
2.430 |
2.430 |
2.365 |
|
| R1 |
2.386 |
2.386 |
2.354 |
2.408 |
| PP |
2.308 |
2.308 |
2.308 |
2.319 |
| S1 |
2.264 |
2.264 |
2.332 |
2.286 |
| S2 |
2.186 |
2.186 |
2.321 |
|
| S3 |
2.064 |
2.142 |
2.309 |
|
| S4 |
1.942 |
2.020 |
2.276 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.356 |
3.145 |
2.468 |
|
| R3 |
3.034 |
2.823 |
2.380 |
|
| R2 |
2.712 |
2.712 |
2.350 |
|
| R1 |
2.501 |
2.501 |
2.321 |
2.446 |
| PP |
2.390 |
2.390 |
2.390 |
2.362 |
| S1 |
2.179 |
2.179 |
2.261 |
2.124 |
| S2 |
2.068 |
2.068 |
2.232 |
|
| S3 |
1.746 |
1.857 |
2.202 |
|
| S4 |
1.424 |
1.535 |
2.114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.564 |
2.229 |
0.335 |
14.3% |
0.110 |
4.7% |
34% |
False |
True |
110,031 |
| 10 |
2.600 |
2.229 |
0.371 |
15.8% |
0.093 |
4.0% |
31% |
False |
True |
104,240 |
| 20 |
2.600 |
2.229 |
0.371 |
15.8% |
0.095 |
4.1% |
31% |
False |
True |
87,096 |
| 40 |
2.958 |
2.229 |
0.729 |
31.1% |
0.080 |
3.4% |
16% |
False |
True |
67,835 |
| 60 |
3.103 |
2.229 |
0.874 |
37.3% |
0.072 |
3.1% |
13% |
False |
True |
53,106 |
| 80 |
3.293 |
2.229 |
1.064 |
45.4% |
0.069 |
2.9% |
11% |
False |
True |
45,587 |
| 100 |
3.343 |
2.229 |
1.114 |
47.5% |
0.069 |
2.9% |
10% |
False |
True |
39,592 |
| 120 |
3.383 |
2.229 |
1.154 |
49.3% |
0.069 |
2.9% |
10% |
False |
True |
35,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.870 |
|
2.618 |
2.670 |
|
1.618 |
2.548 |
|
1.000 |
2.473 |
|
0.618 |
2.426 |
|
HIGH |
2.351 |
|
0.618 |
2.304 |
|
0.500 |
2.290 |
|
0.382 |
2.276 |
|
LOW |
2.229 |
|
0.618 |
2.154 |
|
1.000 |
2.107 |
|
1.618 |
2.032 |
|
2.618 |
1.910 |
|
4.250 |
1.711 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.325 |
2.370 |
| PP |
2.308 |
2.361 |
| S1 |
2.290 |
2.352 |
|