NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.228 |
2.295 |
0.067 |
3.0% |
2.313 |
| High |
2.300 |
2.310 |
0.010 |
0.4% |
2.395 |
| Low |
2.228 |
2.247 |
0.019 |
0.9% |
2.258 |
| Close |
2.290 |
2.285 |
-0.005 |
-0.2% |
2.265 |
| Range |
0.072 |
0.063 |
-0.009 |
-12.5% |
0.137 |
| ATR |
0.086 |
0.084 |
-0.002 |
-1.9% |
0.000 |
| Volume |
20,925 |
38,102 |
17,177 |
82.1% |
76,253 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.470 |
2.440 |
2.320 |
|
| R3 |
2.407 |
2.377 |
2.302 |
|
| R2 |
2.344 |
2.344 |
2.297 |
|
| R1 |
2.314 |
2.314 |
2.291 |
2.298 |
| PP |
2.281 |
2.281 |
2.281 |
2.272 |
| S1 |
2.251 |
2.251 |
2.279 |
2.235 |
| S2 |
2.218 |
2.218 |
2.273 |
|
| S3 |
2.155 |
2.188 |
2.268 |
|
| S4 |
2.092 |
2.125 |
2.250 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.717 |
2.628 |
2.340 |
|
| R3 |
2.580 |
2.491 |
2.303 |
|
| R2 |
2.443 |
2.443 |
2.290 |
|
| R1 |
2.354 |
2.354 |
2.278 |
2.330 |
| PP |
2.306 |
2.306 |
2.306 |
2.294 |
| S1 |
2.217 |
2.217 |
2.252 |
2.193 |
| S2 |
2.169 |
2.169 |
2.240 |
|
| S3 |
2.032 |
2.080 |
2.227 |
|
| S4 |
1.895 |
1.943 |
2.190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.395 |
2.228 |
0.167 |
7.3% |
0.076 |
3.3% |
34% |
False |
False |
23,069 |
| 10 |
2.605 |
2.228 |
0.377 |
16.5% |
0.090 |
3.9% |
15% |
False |
False |
23,269 |
| 20 |
2.637 |
2.228 |
0.409 |
17.9% |
0.084 |
3.7% |
14% |
False |
False |
23,817 |
| 40 |
2.920 |
2.228 |
0.692 |
30.3% |
0.077 |
3.4% |
8% |
False |
False |
19,950 |
| 60 |
3.097 |
2.228 |
0.869 |
38.0% |
0.070 |
3.1% |
7% |
False |
False |
16,513 |
| 80 |
3.282 |
2.228 |
1.054 |
46.1% |
0.065 |
2.9% |
5% |
False |
False |
13,735 |
| 100 |
3.333 |
2.228 |
1.105 |
48.4% |
0.064 |
2.8% |
5% |
False |
False |
11,724 |
| 120 |
3.370 |
2.228 |
1.142 |
50.0% |
0.063 |
2.8% |
5% |
False |
False |
10,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.578 |
|
2.618 |
2.475 |
|
1.618 |
2.412 |
|
1.000 |
2.373 |
|
0.618 |
2.349 |
|
HIGH |
2.310 |
|
0.618 |
2.286 |
|
0.500 |
2.279 |
|
0.382 |
2.271 |
|
LOW |
2.247 |
|
0.618 |
2.208 |
|
1.000 |
2.184 |
|
1.618 |
2.145 |
|
2.618 |
2.082 |
|
4.250 |
1.979 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.283 |
2.288 |
| PP |
2.281 |
2.287 |
| S1 |
2.279 |
2.286 |
|