NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.313 |
2.373 |
0.060 |
2.6% |
2.614 |
| High |
2.392 |
2.384 |
-0.008 |
-0.3% |
2.637 |
| Low |
2.275 |
2.302 |
0.027 |
1.2% |
2.327 |
| Close |
2.386 |
2.372 |
-0.014 |
-0.6% |
2.338 |
| Range |
0.117 |
0.082 |
-0.035 |
-29.9% |
0.310 |
| ATR |
0.088 |
0.088 |
0.000 |
-0.3% |
0.000 |
| Volume |
19,935 |
24,286 |
4,351 |
21.8% |
119,287 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.599 |
2.567 |
2.417 |
|
| R3 |
2.517 |
2.485 |
2.395 |
|
| R2 |
2.435 |
2.435 |
2.387 |
|
| R1 |
2.403 |
2.403 |
2.380 |
2.378 |
| PP |
2.353 |
2.353 |
2.353 |
2.340 |
| S1 |
2.321 |
2.321 |
2.364 |
2.296 |
| S2 |
2.271 |
2.271 |
2.357 |
|
| S3 |
2.189 |
2.239 |
2.349 |
|
| S4 |
2.107 |
2.157 |
2.327 |
|
|
| 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 |
13.9% |
0.104 |
4.4% |
29% |
False |
False |
23,529 |
| 10 |
2.637 |
2.275 |
0.362 |
15.3% |
0.090 |
3.8% |
27% |
False |
False |
25,580 |
| 20 |
2.637 |
2.275 |
0.362 |
15.3% |
0.090 |
3.8% |
27% |
False |
False |
23,924 |
| 40 |
2.920 |
2.275 |
0.645 |
27.2% |
0.076 |
3.2% |
15% |
False |
False |
18,919 |
| 60 |
3.097 |
2.275 |
0.822 |
34.7% |
0.069 |
2.9% |
12% |
False |
False |
15,512 |
| 80 |
3.282 |
2.275 |
1.007 |
42.5% |
0.064 |
2.7% |
10% |
False |
False |
12,848 |
| 100 |
3.333 |
2.275 |
1.058 |
44.6% |
0.064 |
2.7% |
9% |
False |
False |
10,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.733 |
|
2.618 |
2.599 |
|
1.618 |
2.517 |
|
1.000 |
2.466 |
|
0.618 |
2.435 |
|
HIGH |
2.384 |
|
0.618 |
2.353 |
|
0.500 |
2.343 |
|
0.382 |
2.333 |
|
LOW |
2.302 |
|
0.618 |
2.251 |
|
1.000 |
2.220 |
|
1.618 |
2.169 |
|
2.618 |
2.087 |
|
4.250 |
1.954 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.362 |
2.370 |
| PP |
2.353 |
2.368 |
| S1 |
2.343 |
2.366 |
|