NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.449 |
2.333 |
-0.116 |
-4.7% |
2.373 |
| High |
2.460 |
2.396 |
-0.064 |
-2.6% |
2.391 |
| Low |
2.330 |
2.285 |
-0.045 |
-1.9% |
2.234 |
| Close |
2.385 |
2.371 |
-0.014 |
-0.6% |
2.361 |
| Range |
0.130 |
0.111 |
-0.019 |
-14.6% |
0.157 |
| ATR |
0.094 |
0.095 |
0.001 |
1.3% |
0.000 |
| Volume |
157,363 |
125,018 |
-32,345 |
-20.6% |
783,189 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.684 |
2.638 |
2.432 |
|
| R3 |
2.573 |
2.527 |
2.402 |
|
| R2 |
2.462 |
2.462 |
2.391 |
|
| R1 |
2.416 |
2.416 |
2.381 |
2.439 |
| PP |
2.351 |
2.351 |
2.351 |
2.362 |
| S1 |
2.305 |
2.305 |
2.361 |
2.328 |
| S2 |
2.240 |
2.240 |
2.351 |
|
| S3 |
2.129 |
2.194 |
2.340 |
|
| S4 |
2.018 |
2.083 |
2.310 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.800 |
2.737 |
2.447 |
|
| R3 |
2.643 |
2.580 |
2.404 |
|
| R2 |
2.486 |
2.486 |
2.390 |
|
| R1 |
2.423 |
2.423 |
2.375 |
2.376 |
| PP |
2.329 |
2.329 |
2.329 |
2.305 |
| S1 |
2.266 |
2.266 |
2.347 |
2.219 |
| S2 |
2.172 |
2.172 |
2.332 |
|
| S3 |
2.015 |
2.109 |
2.318 |
|
| S4 |
1.858 |
1.952 |
2.275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.460 |
2.234 |
0.226 |
9.5% |
0.106 |
4.5% |
61% |
False |
False |
152,911 |
| 10 |
2.460 |
2.234 |
0.226 |
9.5% |
0.099 |
4.2% |
61% |
False |
False |
154,695 |
| 20 |
2.689 |
2.188 |
0.501 |
21.1% |
0.098 |
4.1% |
37% |
False |
False |
148,866 |
| 40 |
2.875 |
2.188 |
0.687 |
29.0% |
0.082 |
3.4% |
27% |
False |
False |
103,350 |
| 60 |
2.998 |
2.188 |
0.810 |
34.2% |
0.073 |
3.1% |
23% |
False |
False |
76,181 |
| 80 |
3.198 |
2.188 |
1.010 |
42.6% |
0.071 |
3.0% |
18% |
False |
False |
61,743 |
| 100 |
3.237 |
2.188 |
1.049 |
44.2% |
0.070 |
2.9% |
17% |
False |
False |
52,195 |
| 120 |
3.283 |
2.188 |
1.095 |
46.2% |
0.071 |
3.0% |
17% |
False |
False |
45,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.868 |
|
2.618 |
2.687 |
|
1.618 |
2.576 |
|
1.000 |
2.507 |
|
0.618 |
2.465 |
|
HIGH |
2.396 |
|
0.618 |
2.354 |
|
0.500 |
2.341 |
|
0.382 |
2.327 |
|
LOW |
2.285 |
|
0.618 |
2.216 |
|
1.000 |
2.174 |
|
1.618 |
2.105 |
|
2.618 |
1.994 |
|
4.250 |
1.813 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.361 |
2.372 |
| PP |
2.351 |
2.372 |
| S1 |
2.341 |
2.371 |
|