NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.592 |
2.525 |
-0.067 |
-2.6% |
2.558 |
| High |
2.605 |
2.549 |
-0.056 |
-2.1% |
2.586 |
| Low |
2.521 |
2.440 |
-0.081 |
-3.2% |
2.453 |
| Close |
2.538 |
2.458 |
-0.080 |
-3.2% |
2.570 |
| Range |
0.084 |
0.109 |
0.025 |
29.8% |
0.133 |
| ATR |
0.080 |
0.082 |
0.002 |
2.6% |
0.000 |
| Volume |
18,427 |
25,336 |
6,909 |
37.5% |
135,236 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.809 |
2.743 |
2.518 |
|
| R3 |
2.700 |
2.634 |
2.488 |
|
| R2 |
2.591 |
2.591 |
2.478 |
|
| R1 |
2.525 |
2.525 |
2.468 |
2.504 |
| PP |
2.482 |
2.482 |
2.482 |
2.472 |
| S1 |
2.416 |
2.416 |
2.448 |
2.395 |
| S2 |
2.373 |
2.373 |
2.438 |
|
| S3 |
2.264 |
2.307 |
2.428 |
|
| S4 |
2.155 |
2.198 |
2.398 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.935 |
2.886 |
2.643 |
|
| R3 |
2.802 |
2.753 |
2.607 |
|
| R2 |
2.669 |
2.669 |
2.594 |
|
| R1 |
2.620 |
2.620 |
2.582 |
2.645 |
| PP |
2.536 |
2.536 |
2.536 |
2.549 |
| S1 |
2.487 |
2.487 |
2.558 |
2.512 |
| S2 |
2.403 |
2.403 |
2.546 |
|
| S3 |
2.270 |
2.354 |
2.533 |
|
| S4 |
2.137 |
2.221 |
2.497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.637 |
2.440 |
0.197 |
8.0% |
0.088 |
3.6% |
9% |
False |
True |
23,693 |
| 10 |
2.637 |
2.440 |
0.197 |
8.0% |
0.083 |
3.4% |
9% |
False |
True |
24,851 |
| 20 |
2.718 |
2.382 |
0.336 |
13.7% |
0.087 |
3.5% |
23% |
False |
False |
22,896 |
| 40 |
2.989 |
2.382 |
0.607 |
24.7% |
0.073 |
3.0% |
13% |
False |
False |
18,011 |
| 60 |
3.097 |
2.382 |
0.715 |
29.1% |
0.065 |
2.7% |
11% |
False |
False |
14,478 |
| 80 |
3.282 |
2.382 |
0.900 |
36.6% |
0.063 |
2.6% |
8% |
False |
False |
12,041 |
| 100 |
3.333 |
2.382 |
0.951 |
38.7% |
0.062 |
2.5% |
8% |
False |
False |
10,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.012 |
|
2.618 |
2.834 |
|
1.618 |
2.725 |
|
1.000 |
2.658 |
|
0.618 |
2.616 |
|
HIGH |
2.549 |
|
0.618 |
2.507 |
|
0.500 |
2.495 |
|
0.382 |
2.482 |
|
LOW |
2.440 |
|
0.618 |
2.373 |
|
1.000 |
2.331 |
|
1.618 |
2.264 |
|
2.618 |
2.155 |
|
4.250 |
1.977 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.495 |
2.523 |
| PP |
2.482 |
2.501 |
| S1 |
2.470 |
2.480 |
|