NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.586 |
2.538 |
-0.048 |
-1.9% |
2.559 |
| High |
2.605 |
2.557 |
-0.048 |
-1.8% |
2.580 |
| Low |
2.527 |
2.451 |
-0.076 |
-3.0% |
2.449 |
| Close |
2.544 |
2.469 |
-0.075 |
-2.9% |
2.567 |
| Range |
0.078 |
0.106 |
0.028 |
35.9% |
0.131 |
| ATR |
0.077 |
0.079 |
0.002 |
2.7% |
0.000 |
| Volume |
26,580 |
27,335 |
755 |
2.8% |
168,848 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.810 |
2.746 |
2.527 |
|
| R3 |
2.704 |
2.640 |
2.498 |
|
| R2 |
2.598 |
2.598 |
2.488 |
|
| R1 |
2.534 |
2.534 |
2.479 |
2.513 |
| PP |
2.492 |
2.492 |
2.492 |
2.482 |
| S1 |
2.428 |
2.428 |
2.459 |
2.407 |
| S2 |
2.386 |
2.386 |
2.450 |
|
| S3 |
2.280 |
2.322 |
2.440 |
|
| S4 |
2.174 |
2.216 |
2.411 |
|
|
| 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 |
2.451 |
0.180 |
7.3% |
0.083 |
3.4% |
10% |
False |
True |
28,311 |
| 10 |
2.631 |
2.449 |
0.182 |
7.4% |
0.079 |
3.2% |
11% |
False |
False |
31,456 |
| 20 |
2.695 |
2.368 |
0.327 |
13.2% |
0.085 |
3.5% |
31% |
False |
False |
30,792 |
| 40 |
2.956 |
2.368 |
0.588 |
23.8% |
0.071 |
2.9% |
17% |
False |
False |
25,995 |
| 60 |
3.062 |
2.368 |
0.694 |
28.1% |
0.063 |
2.5% |
15% |
False |
False |
20,759 |
| 80 |
3.238 |
2.368 |
0.870 |
35.2% |
0.061 |
2.5% |
12% |
False |
False |
17,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.008 |
|
2.618 |
2.835 |
|
1.618 |
2.729 |
|
1.000 |
2.663 |
|
0.618 |
2.623 |
|
HIGH |
2.557 |
|
0.618 |
2.517 |
|
0.500 |
2.504 |
|
0.382 |
2.491 |
|
LOW |
2.451 |
|
0.618 |
2.385 |
|
1.000 |
2.345 |
|
1.618 |
2.279 |
|
2.618 |
2.173 |
|
4.250 |
2.001 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.504 |
2.528 |
| PP |
2.492 |
2.508 |
| S1 |
2.481 |
2.489 |
|