NYMEX Natural Gas Future January 2016
| 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 |
2.270 |
2.330 |
0.060 |
2.6% |
2.595 |
| High |
2.351 |
2.342 |
-0.009 |
-0.4% |
2.600 |
| Low |
2.229 |
2.258 |
0.029 |
1.3% |
2.278 |
| Close |
2.343 |
2.324 |
-0.019 |
-0.8% |
2.291 |
| Range |
0.122 |
0.084 |
-0.038 |
-31.1% |
0.322 |
| ATR |
0.092 |
0.092 |
-0.001 |
-0.6% |
0.000 |
| Volume |
121,346 |
123,639 |
2,293 |
1.9% |
523,883 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.560 |
2.526 |
2.370 |
|
| R3 |
2.476 |
2.442 |
2.347 |
|
| R2 |
2.392 |
2.392 |
2.339 |
|
| R1 |
2.358 |
2.358 |
2.332 |
2.333 |
| PP |
2.308 |
2.308 |
2.308 |
2.296 |
| S1 |
2.274 |
2.274 |
2.316 |
2.249 |
| S2 |
2.224 |
2.224 |
2.309 |
|
| S3 |
2.140 |
2.190 |
2.301 |
|
| S4 |
2.056 |
2.106 |
2.278 |
|
|
| 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 |
14.4% |
0.108 |
4.7% |
28% |
False |
False |
117,895 |
| 10 |
2.600 |
2.229 |
0.371 |
16.0% |
0.095 |
4.1% |
26% |
False |
False |
106,677 |
| 20 |
2.600 |
2.229 |
0.371 |
16.0% |
0.095 |
4.1% |
26% |
False |
False |
91,026 |
| 40 |
2.918 |
2.229 |
0.689 |
29.6% |
0.080 |
3.4% |
14% |
False |
False |
70,201 |
| 60 |
3.103 |
2.229 |
0.874 |
37.6% |
0.073 |
3.1% |
11% |
False |
False |
54,883 |
| 80 |
3.293 |
2.229 |
1.064 |
45.8% |
0.069 |
3.0% |
9% |
False |
False |
46,890 |
| 100 |
3.343 |
2.229 |
1.114 |
47.9% |
0.069 |
2.9% |
9% |
False |
False |
40,716 |
| 120 |
3.383 |
2.229 |
1.154 |
49.7% |
0.069 |
3.0% |
8% |
False |
False |
36,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.699 |
|
2.618 |
2.562 |
|
1.618 |
2.478 |
|
1.000 |
2.426 |
|
0.618 |
2.394 |
|
HIGH |
2.342 |
|
0.618 |
2.310 |
|
0.500 |
2.300 |
|
0.382 |
2.290 |
|
LOW |
2.258 |
|
0.618 |
2.206 |
|
1.000 |
2.174 |
|
1.618 |
2.122 |
|
2.618 |
2.038 |
|
4.250 |
1.901 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.316 |
2.323 |
| PP |
2.308 |
2.322 |
| S1 |
2.300 |
2.321 |
|