NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.312 |
2.268 |
-0.044 |
-1.9% |
2.270 |
| High |
2.347 |
2.305 |
-0.042 |
-1.8% |
2.351 |
| Low |
2.271 |
2.205 |
-0.066 |
-2.9% |
2.205 |
| Close |
2.299 |
2.212 |
-0.087 |
-3.8% |
2.212 |
| Range |
0.076 |
0.100 |
0.024 |
31.6% |
0.146 |
| ATR |
0.091 |
0.091 |
0.001 |
0.7% |
0.000 |
| Volume |
102,101 |
68,463 |
-33,638 |
-32.9% |
415,549 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.541 |
2.476 |
2.267 |
|
| R3 |
2.441 |
2.376 |
2.240 |
|
| R2 |
2.341 |
2.341 |
2.230 |
|
| R1 |
2.276 |
2.276 |
2.221 |
2.259 |
| PP |
2.241 |
2.241 |
2.241 |
2.232 |
| S1 |
2.176 |
2.176 |
2.203 |
2.159 |
| S2 |
2.141 |
2.141 |
2.194 |
|
| S3 |
2.041 |
2.076 |
2.185 |
|
| S4 |
1.941 |
1.976 |
2.157 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.694 |
2.599 |
2.292 |
|
| R3 |
2.548 |
2.453 |
2.252 |
|
| R2 |
2.402 |
2.402 |
2.239 |
|
| R1 |
2.307 |
2.307 |
2.225 |
2.282 |
| PP |
2.256 |
2.256 |
2.256 |
2.243 |
| S1 |
2.161 |
2.161 |
2.199 |
2.136 |
| S2 |
2.110 |
2.110 |
2.185 |
|
| S3 |
1.964 |
2.015 |
2.172 |
|
| S4 |
1.818 |
1.869 |
2.132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.412 |
2.205 |
0.207 |
9.4% |
0.103 |
4.7% |
3% |
False |
True |
111,945 |
| 10 |
2.600 |
2.205 |
0.395 |
17.9% |
0.098 |
4.4% |
2% |
False |
True |
103,306 |
| 20 |
2.600 |
2.205 |
0.395 |
17.9% |
0.091 |
4.1% |
2% |
False |
True |
93,543 |
| 40 |
2.918 |
2.205 |
0.713 |
32.2% |
0.080 |
3.6% |
1% |
False |
True |
72,330 |
| 60 |
3.103 |
2.205 |
0.898 |
40.6% |
0.074 |
3.3% |
1% |
False |
True |
57,069 |
| 80 |
3.293 |
2.205 |
1.088 |
49.2% |
0.069 |
3.1% |
1% |
False |
True |
48,326 |
| 100 |
3.343 |
2.205 |
1.138 |
51.4% |
0.069 |
3.1% |
1% |
False |
True |
42,134 |
| 120 |
3.383 |
2.205 |
1.178 |
53.3% |
0.069 |
3.1% |
1% |
False |
True |
37,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.730 |
|
2.618 |
2.567 |
|
1.618 |
2.467 |
|
1.000 |
2.405 |
|
0.618 |
2.367 |
|
HIGH |
2.305 |
|
0.618 |
2.267 |
|
0.500 |
2.255 |
|
0.382 |
2.243 |
|
LOW |
2.205 |
|
0.618 |
2.143 |
|
1.000 |
2.105 |
|
1.618 |
2.043 |
|
2.618 |
1.943 |
|
4.250 |
1.780 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.255 |
2.276 |
| PP |
2.241 |
2.255 |
| S1 |
2.226 |
2.233 |
|