NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.373 |
2.359 |
-0.014 |
-0.6% |
2.614 |
| High |
2.384 |
2.395 |
0.011 |
0.5% |
2.637 |
| Low |
2.302 |
2.324 |
0.022 |
1.0% |
2.327 |
| Close |
2.372 |
2.349 |
-0.023 |
-1.0% |
2.338 |
| Range |
0.082 |
0.071 |
-0.011 |
-13.4% |
0.310 |
| ATR |
0.088 |
0.086 |
-0.001 |
-1.4% |
0.000 |
| Volume |
24,286 |
20,078 |
-4,208 |
-17.3% |
119,287 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.569 |
2.530 |
2.388 |
|
| R3 |
2.498 |
2.459 |
2.369 |
|
| R2 |
2.427 |
2.427 |
2.362 |
|
| R1 |
2.388 |
2.388 |
2.356 |
2.372 |
| PP |
2.356 |
2.356 |
2.356 |
2.348 |
| S1 |
2.317 |
2.317 |
2.342 |
2.301 |
| S2 |
2.285 |
2.285 |
2.336 |
|
| S3 |
2.214 |
2.246 |
2.329 |
|
| S4 |
2.143 |
2.175 |
2.310 |
|
|
| 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 |
2.549 |
2.275 |
0.274 |
11.7% |
0.102 |
4.3% |
27% |
False |
False |
23,859 |
| 10 |
2.637 |
2.275 |
0.362 |
15.4% |
0.090 |
3.8% |
20% |
False |
False |
24,102 |
| 20 |
2.637 |
2.275 |
0.362 |
15.4% |
0.088 |
3.8% |
20% |
False |
False |
23,798 |
| 40 |
2.920 |
2.275 |
0.645 |
27.5% |
0.076 |
3.2% |
11% |
False |
False |
19,114 |
| 60 |
3.097 |
2.275 |
0.822 |
35.0% |
0.069 |
2.9% |
9% |
False |
False |
15,774 |
| 80 |
3.282 |
2.275 |
1.007 |
42.9% |
0.065 |
2.8% |
7% |
False |
False |
13,045 |
| 100 |
3.333 |
2.275 |
1.058 |
45.0% |
0.064 |
2.7% |
7% |
False |
False |
11,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.697 |
|
2.618 |
2.581 |
|
1.618 |
2.510 |
|
1.000 |
2.466 |
|
0.618 |
2.439 |
|
HIGH |
2.395 |
|
0.618 |
2.368 |
|
0.500 |
2.360 |
|
0.382 |
2.351 |
|
LOW |
2.324 |
|
0.618 |
2.280 |
|
1.000 |
2.253 |
|
1.618 |
2.209 |
|
2.618 |
2.138 |
|
4.250 |
2.022 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.360 |
2.344 |
| PP |
2.356 |
2.340 |
| S1 |
2.353 |
2.335 |
|