NYMEX Natural Gas Future March 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 |
2.388 |
2.385 |
-0.003 |
-0.1% |
2.627 |
| High |
2.402 |
2.412 |
0.010 |
0.4% |
2.631 |
| Low |
2.326 |
2.343 |
0.017 |
0.7% |
2.343 |
| Close |
2.392 |
2.372 |
-0.020 |
-0.8% |
2.353 |
| Range |
0.076 |
0.069 |
-0.007 |
-9.2% |
0.288 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.3% |
0.000 |
| Volume |
30,443 |
29,148 |
-1,295 |
-4.3% |
151,039 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.583 |
2.546 |
2.410 |
|
| R3 |
2.514 |
2.477 |
2.391 |
|
| R2 |
2.445 |
2.445 |
2.385 |
|
| R1 |
2.408 |
2.408 |
2.378 |
2.392 |
| PP |
2.376 |
2.376 |
2.376 |
2.368 |
| S1 |
2.339 |
2.339 |
2.366 |
2.323 |
| S2 |
2.307 |
2.307 |
2.359 |
|
| S3 |
2.238 |
2.270 |
2.353 |
|
| S4 |
2.169 |
2.201 |
2.334 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.306 |
3.118 |
2.511 |
|
| R3 |
3.018 |
2.830 |
2.432 |
|
| R2 |
2.730 |
2.730 |
2.406 |
|
| R1 |
2.542 |
2.542 |
2.379 |
2.492 |
| PP |
2.442 |
2.442 |
2.442 |
2.418 |
| S1 |
2.254 |
2.254 |
2.327 |
2.204 |
| S2 |
2.154 |
2.154 |
2.300 |
|
| S3 |
1.866 |
1.966 |
2.274 |
|
| S4 |
1.578 |
1.678 |
2.195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.557 |
2.294 |
0.263 |
11.1% |
0.098 |
4.1% |
30% |
False |
False |
30,476 |
| 10 |
2.631 |
2.294 |
0.337 |
14.2% |
0.086 |
3.6% |
23% |
False |
False |
29,820 |
| 20 |
2.631 |
2.294 |
0.337 |
14.2% |
0.086 |
3.6% |
23% |
False |
False |
31,112 |
| 40 |
2.887 |
2.294 |
0.593 |
25.0% |
0.073 |
3.1% |
13% |
False |
False |
27,242 |
| 60 |
3.062 |
2.294 |
0.768 |
32.4% |
0.066 |
2.8% |
10% |
False |
False |
22,344 |
| 80 |
3.238 |
2.294 |
0.944 |
39.8% |
0.063 |
2.6% |
8% |
False |
False |
18,707 |
| 100 |
3.290 |
2.294 |
0.996 |
42.0% |
0.062 |
2.6% |
8% |
False |
False |
16,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.705 |
|
2.618 |
2.593 |
|
1.618 |
2.524 |
|
1.000 |
2.481 |
|
0.618 |
2.455 |
|
HIGH |
2.412 |
|
0.618 |
2.386 |
|
0.500 |
2.378 |
|
0.382 |
2.369 |
|
LOW |
2.343 |
|
0.618 |
2.300 |
|
1.000 |
2.274 |
|
1.618 |
2.231 |
|
2.618 |
2.162 |
|
4.250 |
2.050 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.378 |
2.366 |
| PP |
2.376 |
2.359 |
| S1 |
2.374 |
2.353 |
|