NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.328 |
2.260 |
-0.068 |
-2.9% |
2.449 |
| High |
2.376 |
2.275 |
-0.101 |
-4.3% |
2.460 |
| Low |
2.255 |
2.123 |
-0.132 |
-5.9% |
2.123 |
| Close |
2.276 |
2.145 |
-0.131 |
-5.8% |
2.145 |
| Range |
0.121 |
0.152 |
0.031 |
25.6% |
0.337 |
| ATR |
0.096 |
0.100 |
0.004 |
4.3% |
0.000 |
| Volume |
146,821 |
136,869 |
-9,952 |
-6.8% |
670,316 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.637 |
2.543 |
2.229 |
|
| R3 |
2.485 |
2.391 |
2.187 |
|
| R2 |
2.333 |
2.333 |
2.173 |
|
| R1 |
2.239 |
2.239 |
2.159 |
2.210 |
| PP |
2.181 |
2.181 |
2.181 |
2.167 |
| S1 |
2.087 |
2.087 |
2.131 |
2.058 |
| S2 |
2.029 |
2.029 |
2.117 |
|
| S3 |
1.877 |
1.935 |
2.103 |
|
| S4 |
1.725 |
1.783 |
2.061 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.254 |
3.036 |
2.330 |
|
| R3 |
2.917 |
2.699 |
2.238 |
|
| R2 |
2.580 |
2.580 |
2.207 |
|
| R1 |
2.362 |
2.362 |
2.176 |
2.303 |
| PP |
2.243 |
2.243 |
2.243 |
2.213 |
| S1 |
2.025 |
2.025 |
2.114 |
1.966 |
| S2 |
1.906 |
1.906 |
2.083 |
|
| S3 |
1.569 |
1.688 |
2.052 |
|
| S4 |
1.232 |
1.351 |
1.960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.460 |
2.123 |
0.337 |
15.7% |
0.119 |
5.6% |
7% |
False |
True |
134,063 |
| 10 |
2.460 |
2.123 |
0.337 |
15.7% |
0.107 |
5.0% |
7% |
False |
True |
145,350 |
| 20 |
2.460 |
2.123 |
0.337 |
15.7% |
0.102 |
4.8% |
7% |
False |
True |
152,103 |
| 40 |
2.875 |
2.123 |
0.752 |
35.1% |
0.085 |
4.0% |
3% |
False |
True |
110,987 |
| 60 |
2.998 |
2.123 |
0.875 |
40.8% |
0.076 |
3.6% |
3% |
False |
True |
81,652 |
| 80 |
3.197 |
2.123 |
1.074 |
50.1% |
0.073 |
3.4% |
2% |
False |
True |
66,129 |
| 100 |
3.237 |
2.123 |
1.114 |
51.9% |
0.071 |
3.3% |
2% |
False |
True |
55,614 |
| 120 |
3.283 |
2.123 |
1.160 |
54.1% |
0.072 |
3.3% |
2% |
False |
True |
48,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.921 |
|
2.618 |
2.673 |
|
1.618 |
2.521 |
|
1.000 |
2.427 |
|
0.618 |
2.369 |
|
HIGH |
2.275 |
|
0.618 |
2.217 |
|
0.500 |
2.199 |
|
0.382 |
2.181 |
|
LOW |
2.123 |
|
0.618 |
2.029 |
|
1.000 |
1.971 |
|
1.618 |
1.877 |
|
2.618 |
1.725 |
|
4.250 |
1.477 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.199 |
2.267 |
| PP |
2.181 |
2.226 |
| S1 |
2.163 |
2.186 |
|