NYMEX Natural Gas Future January 2016
| 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 |
2.505 |
2.539 |
0.034 |
1.4% |
2.535 |
| High |
2.552 |
2.564 |
0.012 |
0.5% |
2.547 |
| Low |
2.462 |
2.479 |
0.017 |
0.7% |
2.423 |
| Close |
2.527 |
2.495 |
-0.032 |
-1.3% |
2.526 |
| Range |
0.090 |
0.085 |
-0.005 |
-5.6% |
0.124 |
| ATR |
0.084 |
0.085 |
0.000 |
0.0% |
0.000 |
| Volume |
84,319 |
87,015 |
2,696 |
3.2% |
496,519 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.768 |
2.716 |
2.542 |
|
| R3 |
2.683 |
2.631 |
2.518 |
|
| R2 |
2.598 |
2.598 |
2.511 |
|
| R1 |
2.546 |
2.546 |
2.503 |
2.530 |
| PP |
2.513 |
2.513 |
2.513 |
2.504 |
| S1 |
2.461 |
2.461 |
2.487 |
2.445 |
| S2 |
2.428 |
2.428 |
2.479 |
|
| S3 |
2.343 |
2.376 |
2.472 |
|
| S4 |
2.258 |
2.291 |
2.448 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.871 |
2.822 |
2.594 |
|
| R3 |
2.747 |
2.698 |
2.560 |
|
| R2 |
2.623 |
2.623 |
2.549 |
|
| R1 |
2.574 |
2.574 |
2.537 |
2.537 |
| PP |
2.499 |
2.499 |
2.499 |
2.480 |
| S1 |
2.450 |
2.450 |
2.515 |
2.413 |
| S2 |
2.375 |
2.375 |
2.503 |
|
| S3 |
2.251 |
2.326 |
2.492 |
|
| S4 |
2.127 |
2.202 |
2.458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.600 |
2.429 |
0.171 |
6.9% |
0.084 |
3.4% |
39% |
False |
False |
91,992 |
| 10 |
2.600 |
2.423 |
0.177 |
7.1% |
0.088 |
3.5% |
41% |
False |
False |
94,020 |
| 20 |
2.768 |
2.357 |
0.411 |
16.5% |
0.088 |
3.5% |
34% |
False |
False |
76,015 |
| 40 |
2.987 |
2.357 |
0.630 |
25.3% |
0.076 |
3.1% |
22% |
False |
False |
60,935 |
| 60 |
3.103 |
2.357 |
0.746 |
29.9% |
0.068 |
2.7% |
18% |
False |
False |
47,642 |
| 80 |
3.293 |
2.357 |
0.936 |
37.5% |
0.067 |
2.7% |
15% |
False |
False |
41,453 |
| 100 |
3.343 |
2.357 |
0.986 |
39.5% |
0.067 |
2.7% |
14% |
False |
False |
36,282 |
| 120 |
3.383 |
2.357 |
1.026 |
41.1% |
0.068 |
2.7% |
13% |
False |
False |
32,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.925 |
|
2.618 |
2.787 |
|
1.618 |
2.702 |
|
1.000 |
2.649 |
|
0.618 |
2.617 |
|
HIGH |
2.564 |
|
0.618 |
2.532 |
|
0.500 |
2.522 |
|
0.382 |
2.511 |
|
LOW |
2.479 |
|
0.618 |
2.426 |
|
1.000 |
2.394 |
|
1.618 |
2.341 |
|
2.618 |
2.256 |
|
4.250 |
2.118 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.522 |
2.531 |
| PP |
2.513 |
2.519 |
| S1 |
2.504 |
2.507 |
|