NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.452 |
2.313 |
-0.139 |
-5.7% |
2.614 |
| High |
2.456 |
2.392 |
-0.064 |
-2.6% |
2.637 |
| Low |
2.327 |
2.275 |
-0.052 |
-2.2% |
2.327 |
| Close |
2.338 |
2.386 |
0.048 |
2.1% |
2.338 |
| Range |
0.129 |
0.117 |
-0.012 |
-9.3% |
0.310 |
| ATR |
0.086 |
0.088 |
0.002 |
2.6% |
0.000 |
| Volume |
29,663 |
19,935 |
-9,728 |
-32.8% |
119,287 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.702 |
2.661 |
2.450 |
|
| R3 |
2.585 |
2.544 |
2.418 |
|
| R2 |
2.468 |
2.468 |
2.407 |
|
| R1 |
2.427 |
2.427 |
2.397 |
2.448 |
| PP |
2.351 |
2.351 |
2.351 |
2.361 |
| S1 |
2.310 |
2.310 |
2.375 |
2.331 |
| S2 |
2.234 |
2.234 |
2.365 |
|
| S3 |
2.117 |
2.193 |
2.354 |
|
| S4 |
2.000 |
2.076 |
2.322 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.364 |
3.161 |
2.509 |
|
| R3 |
3.054 |
2.851 |
2.423 |
|
| R2 |
2.744 |
2.744 |
2.395 |
|
| R1 |
2.541 |
2.541 |
2.366 |
2.488 |
| PP |
2.434 |
2.434 |
2.434 |
2.407 |
| S1 |
2.231 |
2.231 |
2.310 |
2.178 |
| S2 |
2.124 |
2.124 |
2.281 |
|
| S3 |
1.814 |
1.921 |
2.253 |
|
| S4 |
1.504 |
1.611 |
2.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.605 |
2.275 |
0.330 |
13.8% |
0.105 |
4.4% |
34% |
False |
True |
23,470 |
| 10 |
2.637 |
2.275 |
0.362 |
15.2% |
0.088 |
3.7% |
31% |
False |
True |
25,386 |
| 20 |
2.637 |
2.275 |
0.362 |
15.2% |
0.091 |
3.8% |
31% |
False |
True |
23,544 |
| 40 |
2.963 |
2.275 |
0.688 |
28.8% |
0.076 |
3.2% |
16% |
False |
True |
18,565 |
| 60 |
3.097 |
2.275 |
0.822 |
34.5% |
0.068 |
2.8% |
14% |
False |
True |
15,172 |
| 80 |
3.282 |
2.275 |
1.007 |
42.2% |
0.064 |
2.7% |
11% |
False |
True |
12,593 |
| 100 |
3.333 |
2.275 |
1.058 |
44.3% |
0.064 |
2.7% |
10% |
False |
True |
10,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.889 |
|
2.618 |
2.698 |
|
1.618 |
2.581 |
|
1.000 |
2.509 |
|
0.618 |
2.464 |
|
HIGH |
2.392 |
|
0.618 |
2.347 |
|
0.500 |
2.334 |
|
0.382 |
2.320 |
|
LOW |
2.275 |
|
0.618 |
2.203 |
|
1.000 |
2.158 |
|
1.618 |
2.086 |
|
2.618 |
1.969 |
|
4.250 |
1.778 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.369 |
2.412 |
| PP |
2.351 |
2.403 |
| S1 |
2.334 |
2.395 |
|