NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.331 |
2.395 |
0.064 |
2.7% |
2.573 |
| High |
2.401 |
2.403 |
0.002 |
0.1% |
2.581 |
| Low |
2.293 |
2.330 |
0.037 |
1.6% |
2.338 |
| Close |
2.400 |
2.394 |
-0.006 |
-0.3% |
2.346 |
| Range |
0.108 |
0.073 |
-0.035 |
-32.4% |
0.243 |
| ATR |
0.072 |
0.072 |
0.000 |
0.1% |
0.000 |
| Volume |
19,155 |
27,265 |
8,110 |
42.3% |
127,520 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.595 |
2.567 |
2.434 |
|
| R3 |
2.522 |
2.494 |
2.414 |
|
| R2 |
2.449 |
2.449 |
2.407 |
|
| R1 |
2.421 |
2.421 |
2.401 |
2.399 |
| PP |
2.376 |
2.376 |
2.376 |
2.364 |
| S1 |
2.348 |
2.348 |
2.387 |
2.326 |
| S2 |
2.303 |
2.303 |
2.381 |
|
| S3 |
2.230 |
2.275 |
2.374 |
|
| S4 |
2.157 |
2.202 |
2.354 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.151 |
2.991 |
2.480 |
|
| R3 |
2.908 |
2.748 |
2.413 |
|
| R2 |
2.665 |
2.665 |
2.391 |
|
| R1 |
2.505 |
2.505 |
2.368 |
2.464 |
| PP |
2.422 |
2.422 |
2.422 |
2.401 |
| S1 |
2.262 |
2.262 |
2.324 |
2.221 |
| S2 |
2.179 |
2.179 |
2.301 |
|
| S3 |
1.936 |
2.019 |
2.279 |
|
| S4 |
1.693 |
1.776 |
2.212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.557 |
2.293 |
0.264 |
11.0% |
0.088 |
3.7% |
38% |
False |
False |
26,427 |
| 10 |
2.581 |
2.293 |
0.288 |
12.0% |
0.075 |
3.1% |
35% |
False |
False |
25,135 |
| 20 |
2.581 |
2.293 |
0.288 |
12.0% |
0.075 |
3.1% |
35% |
False |
False |
24,797 |
| 40 |
2.749 |
2.293 |
0.456 |
19.0% |
0.062 |
2.6% |
22% |
False |
False |
20,920 |
| 60 |
2.912 |
2.293 |
0.619 |
25.9% |
0.056 |
2.3% |
16% |
False |
False |
17,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.713 |
|
2.618 |
2.594 |
|
1.618 |
2.521 |
|
1.000 |
2.476 |
|
0.618 |
2.448 |
|
HIGH |
2.403 |
|
0.618 |
2.375 |
|
0.500 |
2.367 |
|
0.382 |
2.358 |
|
LOW |
2.330 |
|
0.618 |
2.285 |
|
1.000 |
2.257 |
|
1.618 |
2.212 |
|
2.618 |
2.139 |
|
4.250 |
2.020 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.385 |
2.386 |
| PP |
2.376 |
2.377 |
| S1 |
2.367 |
2.369 |
|