NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.531 |
2.627 |
0.096 |
3.8% |
2.559 |
| High |
2.580 |
2.631 |
0.051 |
2.0% |
2.580 |
| Low |
2.514 |
2.550 |
0.036 |
1.4% |
2.449 |
| Close |
2.567 |
2.592 |
0.025 |
1.0% |
2.567 |
| Range |
0.066 |
0.081 |
0.015 |
22.7% |
0.131 |
| ATR |
0.076 |
0.076 |
0.000 |
0.5% |
0.000 |
| Volume |
30,114 |
27,840 |
-2,274 |
-7.6% |
168,848 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.834 |
2.794 |
2.637 |
|
| R3 |
2.753 |
2.713 |
2.614 |
|
| R2 |
2.672 |
2.672 |
2.607 |
|
| R1 |
2.632 |
2.632 |
2.599 |
2.612 |
| PP |
2.591 |
2.591 |
2.591 |
2.581 |
| S1 |
2.551 |
2.551 |
2.585 |
2.531 |
| S2 |
2.510 |
2.510 |
2.577 |
|
| S3 |
2.429 |
2.470 |
2.570 |
|
| S4 |
2.348 |
2.389 |
2.547 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.925 |
2.877 |
2.639 |
|
| R3 |
2.794 |
2.746 |
2.603 |
|
| R2 |
2.663 |
2.663 |
2.591 |
|
| R1 |
2.615 |
2.615 |
2.579 |
2.639 |
| PP |
2.532 |
2.532 |
2.532 |
2.544 |
| S1 |
2.484 |
2.484 |
2.555 |
2.508 |
| S2 |
2.401 |
2.401 |
2.543 |
|
| S3 |
2.270 |
2.353 |
2.531 |
|
| S4 |
2.139 |
2.222 |
2.495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.631 |
2.472 |
0.159 |
6.1% |
0.067 |
2.6% |
75% |
True |
False |
33,783 |
| 10 |
2.631 |
2.449 |
0.182 |
7.0% |
0.075 |
2.9% |
79% |
True |
False |
31,903 |
| 20 |
2.820 |
2.368 |
0.452 |
17.4% |
0.081 |
3.1% |
50% |
False |
False |
30,541 |
| 40 |
2.956 |
2.368 |
0.588 |
22.7% |
0.067 |
2.6% |
38% |
False |
False |
24,649 |
| 60 |
3.062 |
2.368 |
0.694 |
26.8% |
0.060 |
2.3% |
32% |
False |
False |
19,669 |
| 80 |
3.238 |
2.368 |
0.870 |
33.6% |
0.060 |
2.3% |
26% |
False |
False |
16,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.975 |
|
2.618 |
2.843 |
|
1.618 |
2.762 |
|
1.000 |
2.712 |
|
0.618 |
2.681 |
|
HIGH |
2.631 |
|
0.618 |
2.600 |
|
0.500 |
2.591 |
|
0.382 |
2.581 |
|
LOW |
2.550 |
|
0.618 |
2.500 |
|
1.000 |
2.469 |
|
1.618 |
2.419 |
|
2.618 |
2.338 |
|
4.250 |
2.206 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.592 |
2.579 |
| PP |
2.591 |
2.567 |
| S1 |
2.591 |
2.554 |
|