NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.268 |
2.175 |
-0.093 |
-4.1% |
2.270 |
| High |
2.305 |
2.250 |
-0.055 |
-2.4% |
2.351 |
| Low |
2.205 |
2.175 |
-0.030 |
-1.4% |
2.205 |
| Close |
2.212 |
2.235 |
0.023 |
1.0% |
2.212 |
| Range |
0.100 |
0.075 |
-0.025 |
-25.0% |
0.146 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.3% |
0.000 |
| Volume |
68,463 |
93,354 |
24,891 |
36.4% |
415,549 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.445 |
2.415 |
2.276 |
|
| R3 |
2.370 |
2.340 |
2.256 |
|
| R2 |
2.295 |
2.295 |
2.249 |
|
| R1 |
2.265 |
2.265 |
2.242 |
2.280 |
| PP |
2.220 |
2.220 |
2.220 |
2.228 |
| S1 |
2.190 |
2.190 |
2.228 |
2.205 |
| S2 |
2.145 |
2.145 |
2.221 |
|
| S3 |
2.070 |
2.115 |
2.214 |
|
| S4 |
1.995 |
2.040 |
2.194 |
|
|
| 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 |
2.351 |
2.175 |
0.176 |
7.9% |
0.091 |
4.1% |
34% |
False |
True |
101,780 |
| 10 |
2.600 |
2.175 |
0.425 |
19.0% |
0.098 |
4.4% |
14% |
False |
True |
103,278 |
| 20 |
2.600 |
2.175 |
0.425 |
19.0% |
0.087 |
3.9% |
14% |
False |
True |
94,508 |
| 40 |
2.918 |
2.175 |
0.743 |
33.2% |
0.080 |
3.6% |
8% |
False |
True |
73,561 |
| 60 |
3.103 |
2.175 |
0.928 |
41.5% |
0.074 |
3.3% |
6% |
False |
True |
58,065 |
| 80 |
3.293 |
2.175 |
1.118 |
50.0% |
0.069 |
3.1% |
5% |
False |
True |
49,178 |
| 100 |
3.343 |
2.175 |
1.168 |
52.3% |
0.069 |
3.1% |
5% |
False |
True |
42,855 |
| 120 |
3.383 |
2.175 |
1.208 |
54.0% |
0.069 |
3.1% |
5% |
False |
True |
38,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.569 |
|
2.618 |
2.446 |
|
1.618 |
2.371 |
|
1.000 |
2.325 |
|
0.618 |
2.296 |
|
HIGH |
2.250 |
|
0.618 |
2.221 |
|
0.500 |
2.213 |
|
0.382 |
2.204 |
|
LOW |
2.175 |
|
0.618 |
2.129 |
|
1.000 |
2.100 |
|
1.618 |
2.054 |
|
2.618 |
1.979 |
|
4.250 |
1.856 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.228 |
2.261 |
| PP |
2.220 |
2.252 |
| S1 |
2.213 |
2.244 |
|