NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.338 |
2.358 |
0.020 |
0.9% |
2.343 |
| High |
2.368 |
2.374 |
0.006 |
0.3% |
2.404 |
| Low |
2.324 |
2.344 |
0.020 |
0.9% |
2.324 |
| Close |
2.349 |
2.360 |
0.011 |
0.5% |
2.360 |
| Range |
0.044 |
0.030 |
-0.014 |
-31.8% |
0.080 |
| ATR |
0.062 |
0.060 |
-0.002 |
-3.7% |
0.000 |
| Volume |
11,351 |
7,931 |
-3,420 |
-30.1% |
54,842 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.449 |
2.435 |
2.377 |
|
| R3 |
2.419 |
2.405 |
2.368 |
|
| R2 |
2.389 |
2.389 |
2.366 |
|
| R1 |
2.375 |
2.375 |
2.363 |
2.382 |
| PP |
2.359 |
2.359 |
2.359 |
2.363 |
| S1 |
2.345 |
2.345 |
2.357 |
2.352 |
| S2 |
2.329 |
2.329 |
2.355 |
|
| S3 |
2.299 |
2.315 |
2.352 |
|
| S4 |
2.269 |
2.285 |
2.344 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.603 |
2.561 |
2.404 |
|
| R3 |
2.523 |
2.481 |
2.382 |
|
| R2 |
2.443 |
2.443 |
2.375 |
|
| R1 |
2.401 |
2.401 |
2.367 |
2.422 |
| PP |
2.363 |
2.363 |
2.363 |
2.373 |
| S1 |
2.321 |
2.321 |
2.353 |
2.342 |
| S2 |
2.283 |
2.283 |
2.345 |
|
| S3 |
2.203 |
2.241 |
2.338 |
|
| S4 |
2.123 |
2.161 |
2.316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.404 |
2.324 |
0.080 |
3.4% |
0.041 |
1.8% |
45% |
False |
False |
10,968 |
| 10 |
2.470 |
2.324 |
0.146 |
6.2% |
0.058 |
2.4% |
25% |
False |
False |
9,266 |
| 20 |
2.602 |
2.324 |
0.278 |
11.8% |
0.059 |
2.5% |
13% |
False |
False |
8,463 |
| 40 |
2.760 |
2.324 |
0.436 |
18.5% |
0.057 |
2.4% |
8% |
False |
False |
6,558 |
| 60 |
2.907 |
2.324 |
0.583 |
24.7% |
0.052 |
2.2% |
6% |
False |
False |
5,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.502 |
|
2.618 |
2.453 |
|
1.618 |
2.423 |
|
1.000 |
2.404 |
|
0.618 |
2.393 |
|
HIGH |
2.374 |
|
0.618 |
2.363 |
|
0.500 |
2.359 |
|
0.382 |
2.355 |
|
LOW |
2.344 |
|
0.618 |
2.325 |
|
1.000 |
2.314 |
|
1.618 |
2.295 |
|
2.618 |
2.265 |
|
4.250 |
2.217 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.360 |
2.358 |
| PP |
2.359 |
2.357 |
| S1 |
2.359 |
2.355 |
|