NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.368 |
2.328 |
-0.040 |
-1.7% |
2.373 |
| High |
2.410 |
2.376 |
-0.034 |
-1.4% |
2.391 |
| Low |
2.328 |
2.255 |
-0.073 |
-3.1% |
2.234 |
| Close |
2.347 |
2.276 |
-0.071 |
-3.0% |
2.361 |
| Range |
0.082 |
0.121 |
0.039 |
47.6% |
0.157 |
| ATR |
0.094 |
0.096 |
0.002 |
2.1% |
0.000 |
| Volume |
104,245 |
146,821 |
42,576 |
40.8% |
783,189 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.665 |
2.592 |
2.343 |
|
| R3 |
2.544 |
2.471 |
2.309 |
|
| R2 |
2.423 |
2.423 |
2.298 |
|
| R1 |
2.350 |
2.350 |
2.287 |
2.326 |
| PP |
2.302 |
2.302 |
2.302 |
2.291 |
| S1 |
2.229 |
2.229 |
2.265 |
2.205 |
| S2 |
2.181 |
2.181 |
2.254 |
|
| S3 |
2.060 |
2.108 |
2.243 |
|
| S4 |
1.939 |
1.987 |
2.209 |
|
|
| 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 |
2.255 |
0.205 |
9.0% |
0.110 |
4.8% |
10% |
False |
True |
140,234 |
| 10 |
2.460 |
2.234 |
0.226 |
9.9% |
0.100 |
4.4% |
19% |
False |
False |
149,957 |
| 20 |
2.570 |
2.188 |
0.382 |
16.8% |
0.099 |
4.4% |
23% |
False |
False |
150,678 |
| 40 |
2.875 |
2.188 |
0.687 |
30.2% |
0.084 |
3.7% |
13% |
False |
False |
108,606 |
| 60 |
2.998 |
2.188 |
0.810 |
35.6% |
0.075 |
3.3% |
11% |
False |
False |
79,669 |
| 80 |
3.198 |
2.188 |
1.010 |
44.4% |
0.072 |
3.2% |
9% |
False |
False |
64,604 |
| 100 |
3.237 |
2.188 |
1.049 |
46.1% |
0.071 |
3.1% |
8% |
False |
False |
54,409 |
| 120 |
3.283 |
2.188 |
1.095 |
48.1% |
0.071 |
3.1% |
8% |
False |
False |
47,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.890 |
|
2.618 |
2.693 |
|
1.618 |
2.572 |
|
1.000 |
2.497 |
|
0.618 |
2.451 |
|
HIGH |
2.376 |
|
0.618 |
2.330 |
|
0.500 |
2.316 |
|
0.382 |
2.301 |
|
LOW |
2.255 |
|
0.618 |
2.180 |
|
1.000 |
2.134 |
|
1.618 |
2.059 |
|
2.618 |
1.938 |
|
4.250 |
1.741 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.316 |
2.333 |
| PP |
2.302 |
2.314 |
| S1 |
2.289 |
2.295 |
|