NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.260 |
2.111 |
-0.149 |
-6.6% |
2.449 |
| High |
2.275 |
2.226 |
-0.049 |
-2.2% |
2.460 |
| Low |
2.123 |
2.051 |
-0.072 |
-3.4% |
2.123 |
| Close |
2.145 |
2.210 |
0.065 |
3.0% |
2.145 |
| Range |
0.152 |
0.175 |
0.023 |
15.1% |
0.337 |
| ATR |
0.100 |
0.105 |
0.005 |
5.4% |
0.000 |
| Volume |
136,869 |
83,260 |
-53,609 |
-39.2% |
670,316 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.687 |
2.624 |
2.306 |
|
| R3 |
2.512 |
2.449 |
2.258 |
|
| R2 |
2.337 |
2.337 |
2.242 |
|
| R1 |
2.274 |
2.274 |
2.226 |
2.306 |
| PP |
2.162 |
2.162 |
2.162 |
2.178 |
| S1 |
2.099 |
2.099 |
2.194 |
2.131 |
| S2 |
1.987 |
1.987 |
2.178 |
|
| S3 |
1.812 |
1.924 |
2.162 |
|
| S4 |
1.637 |
1.749 |
2.114 |
|
|
| 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 |
2.410 |
2.051 |
0.359 |
16.2% |
0.128 |
5.8% |
44% |
False |
True |
119,242 |
| 10 |
2.460 |
2.051 |
0.409 |
18.5% |
0.113 |
5.1% |
39% |
False |
True |
138,538 |
| 20 |
2.460 |
2.051 |
0.409 |
18.5% |
0.106 |
4.8% |
39% |
False |
True |
146,707 |
| 40 |
2.842 |
2.051 |
0.791 |
35.8% |
0.088 |
4.0% |
20% |
False |
True |
112,152 |
| 60 |
2.998 |
2.051 |
0.947 |
42.9% |
0.078 |
3.5% |
17% |
False |
True |
82,696 |
| 80 |
3.197 |
2.051 |
1.146 |
51.9% |
0.074 |
3.3% |
14% |
False |
True |
66,995 |
| 100 |
3.237 |
2.051 |
1.186 |
53.7% |
0.073 |
3.3% |
13% |
False |
True |
56,253 |
| 120 |
3.283 |
2.051 |
1.232 |
55.7% |
0.073 |
3.3% |
13% |
False |
True |
48,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.970 |
|
2.618 |
2.684 |
|
1.618 |
2.509 |
|
1.000 |
2.401 |
|
0.618 |
2.334 |
|
HIGH |
2.226 |
|
0.618 |
2.159 |
|
0.500 |
2.139 |
|
0.382 |
2.118 |
|
LOW |
2.051 |
|
0.618 |
1.943 |
|
1.000 |
1.876 |
|
1.618 |
1.768 |
|
2.618 |
1.593 |
|
4.250 |
1.307 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.186 |
2.214 |
| PP |
2.162 |
2.212 |
| S1 |
2.139 |
2.211 |
|