NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
2.206 |
2.196 |
-0.010 |
-0.5% |
2.449 |
High |
2.218 |
2.235 |
0.017 |
0.8% |
2.460 |
Low |
2.130 |
2.133 |
0.003 |
0.1% |
2.123 |
Close |
2.200 |
2.206 |
0.006 |
0.3% |
2.145 |
Range |
0.088 |
0.102 |
0.014 |
15.9% |
0.337 |
ATR |
0.104 |
0.104 |
0.000 |
-0.1% |
0.000 |
Volume |
57,912 |
57,912 |
0 |
0.0% |
670,316 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.497 |
2.454 |
2.262 |
|
R3 |
2.395 |
2.352 |
2.234 |
|
R2 |
2.293 |
2.293 |
2.225 |
|
R1 |
2.250 |
2.250 |
2.215 |
2.272 |
PP |
2.191 |
2.191 |
2.191 |
2.202 |
S1 |
2.148 |
2.148 |
2.197 |
2.170 |
S2 |
2.089 |
2.089 |
2.187 |
|
S3 |
1.987 |
2.046 |
2.178 |
|
S4 |
1.885 |
1.944 |
2.150 |
|
|
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 |
2.376 |
2.051 |
0.325 |
14.7% |
0.128 |
5.8% |
48% |
False |
False |
96,554 |
10 |
2.460 |
2.051 |
0.409 |
18.5% |
0.115 |
5.2% |
38% |
False |
False |
118,866 |
20 |
2.460 |
2.051 |
0.409 |
18.5% |
0.105 |
4.8% |
38% |
False |
False |
136,313 |
40 |
2.780 |
2.051 |
0.729 |
33.0% |
0.089 |
4.0% |
21% |
False |
False |
113,014 |
60 |
2.998 |
2.051 |
0.947 |
42.9% |
0.080 |
3.6% |
16% |
False |
False |
84,111 |
80 |
3.197 |
2.051 |
1.146 |
51.9% |
0.075 |
3.4% |
14% |
False |
False |
68,052 |
100 |
3.237 |
2.051 |
1.186 |
53.8% |
0.073 |
3.3% |
13% |
False |
False |
57,177 |
120 |
3.283 |
2.051 |
1.232 |
55.8% |
0.073 |
3.3% |
13% |
False |
False |
49,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.669 |
2.618 |
2.502 |
1.618 |
2.400 |
1.000 |
2.337 |
0.618 |
2.298 |
HIGH |
2.235 |
0.618 |
2.196 |
0.500 |
2.184 |
0.382 |
2.172 |
LOW |
2.133 |
0.618 |
2.070 |
1.000 |
2.031 |
1.618 |
1.968 |
2.618 |
1.866 |
4.250 |
1.700 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
2.199 |
2.185 |
PP |
2.191 |
2.164 |
S1 |
2.184 |
2.143 |
|