NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.230 |
2.221 |
-0.009 |
-0.4% |
2.270 |
| High |
2.259 |
2.225 |
-0.034 |
-1.5% |
2.351 |
| Low |
2.193 |
2.151 |
-0.042 |
-1.9% |
2.205 |
| Close |
2.231 |
2.165 |
-0.066 |
-3.0% |
2.212 |
| Range |
0.066 |
0.074 |
0.008 |
12.1% |
0.146 |
| ATR |
0.089 |
0.088 |
-0.001 |
-0.7% |
0.000 |
| Volume |
140,269 |
133,512 |
-6,757 |
-4.8% |
415,549 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.402 |
2.358 |
2.206 |
|
| R3 |
2.328 |
2.284 |
2.185 |
|
| R2 |
2.254 |
2.254 |
2.179 |
|
| R1 |
2.210 |
2.210 |
2.172 |
2.195 |
| PP |
2.180 |
2.180 |
2.180 |
2.173 |
| S1 |
2.136 |
2.136 |
2.158 |
2.121 |
| S2 |
2.106 |
2.106 |
2.151 |
|
| S3 |
2.032 |
2.062 |
2.145 |
|
| S4 |
1.958 |
1.988 |
2.124 |
|
|
| 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 |
2.347 |
2.151 |
0.196 |
9.1% |
0.078 |
3.6% |
7% |
False |
True |
107,539 |
| 10 |
2.564 |
2.151 |
0.413 |
19.1% |
0.093 |
4.3% |
3% |
False |
True |
112,717 |
| 20 |
2.600 |
2.151 |
0.449 |
20.7% |
0.090 |
4.1% |
3% |
False |
True |
102,057 |
| 40 |
2.918 |
2.151 |
0.767 |
35.4% |
0.081 |
3.8% |
2% |
False |
True |
78,525 |
| 60 |
3.103 |
2.151 |
0.952 |
44.0% |
0.074 |
3.4% |
1% |
False |
True |
61,806 |
| 80 |
3.293 |
2.151 |
1.142 |
52.7% |
0.070 |
3.2% |
1% |
False |
True |
52,039 |
| 100 |
3.343 |
2.151 |
1.192 |
55.1% |
0.069 |
3.2% |
1% |
False |
True |
45,255 |
| 120 |
3.383 |
2.151 |
1.232 |
56.9% |
0.069 |
3.2% |
1% |
False |
True |
40,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.540 |
|
2.618 |
2.419 |
|
1.618 |
2.345 |
|
1.000 |
2.299 |
|
0.618 |
2.271 |
|
HIGH |
2.225 |
|
0.618 |
2.197 |
|
0.500 |
2.188 |
|
0.382 |
2.179 |
|
LOW |
2.151 |
|
0.618 |
2.105 |
|
1.000 |
2.077 |
|
1.618 |
2.031 |
|
2.618 |
1.957 |
|
4.250 |
1.837 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.188 |
2.205 |
| PP |
2.180 |
2.192 |
| S1 |
2.173 |
2.178 |
|