NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.333 |
2.368 |
0.035 |
1.5% |
2.373 |
| High |
2.396 |
2.410 |
0.014 |
0.6% |
2.391 |
| Low |
2.285 |
2.328 |
0.043 |
1.9% |
2.234 |
| Close |
2.371 |
2.347 |
-0.024 |
-1.0% |
2.361 |
| Range |
0.111 |
0.082 |
-0.029 |
-26.1% |
0.157 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.0% |
0.000 |
| Volume |
125,018 |
104,245 |
-20,773 |
-16.6% |
783,189 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.608 |
2.559 |
2.392 |
|
| R3 |
2.526 |
2.477 |
2.370 |
|
| R2 |
2.444 |
2.444 |
2.362 |
|
| R1 |
2.395 |
2.395 |
2.355 |
2.379 |
| PP |
2.362 |
2.362 |
2.362 |
2.353 |
| S1 |
2.313 |
2.313 |
2.339 |
2.297 |
| S2 |
2.280 |
2.280 |
2.332 |
|
| S3 |
2.198 |
2.231 |
2.324 |
|
| S4 |
2.116 |
2.149 |
2.302 |
|
|
| 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 |
9.6% |
0.102 |
4.3% |
50% |
False |
False |
141,178 |
| 10 |
2.460 |
2.234 |
0.226 |
9.6% |
0.101 |
4.3% |
50% |
False |
False |
152,702 |
| 20 |
2.624 |
2.188 |
0.436 |
18.6% |
0.097 |
4.1% |
36% |
False |
False |
148,164 |
| 40 |
2.875 |
2.188 |
0.687 |
29.3% |
0.083 |
3.5% |
23% |
False |
False |
105,435 |
| 60 |
2.998 |
2.188 |
0.810 |
34.5% |
0.073 |
3.1% |
20% |
False |
False |
77,530 |
| 80 |
3.198 |
2.188 |
1.010 |
43.0% |
0.071 |
3.0% |
16% |
False |
False |
62,903 |
| 100 |
3.237 |
2.188 |
1.049 |
44.7% |
0.070 |
3.0% |
15% |
False |
False |
53,099 |
| 120 |
3.283 |
2.188 |
1.095 |
46.7% |
0.071 |
3.0% |
15% |
False |
False |
46,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.759 |
|
2.618 |
2.625 |
|
1.618 |
2.543 |
|
1.000 |
2.492 |
|
0.618 |
2.461 |
|
HIGH |
2.410 |
|
0.618 |
2.379 |
|
0.500 |
2.369 |
|
0.382 |
2.359 |
|
LOW |
2.328 |
|
0.618 |
2.277 |
|
1.000 |
2.246 |
|
1.618 |
2.195 |
|
2.618 |
2.113 |
|
4.250 |
1.980 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.369 |
2.373 |
| PP |
2.362 |
2.364 |
| S1 |
2.354 |
2.356 |
|