NYMEX Natural Gas Future January 2016
| 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 |
2.491 |
2.400 |
-0.091 |
-3.7% |
2.595 |
| High |
2.510 |
2.412 |
-0.098 |
-3.9% |
2.600 |
| Low |
2.393 |
2.278 |
-0.115 |
-4.8% |
2.278 |
| Close |
2.412 |
2.291 |
-0.121 |
-5.0% |
2.291 |
| Range |
0.117 |
0.134 |
0.017 |
14.5% |
0.322 |
| ATR |
0.087 |
0.090 |
0.003 |
3.9% |
0.000 |
| Volume |
113,300 |
144,176 |
30,876 |
27.3% |
523,883 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.729 |
2.644 |
2.365 |
|
| R3 |
2.595 |
2.510 |
2.328 |
|
| R2 |
2.461 |
2.461 |
2.316 |
|
| R1 |
2.376 |
2.376 |
2.303 |
2.352 |
| PP |
2.327 |
2.327 |
2.327 |
2.315 |
| S1 |
2.242 |
2.242 |
2.279 |
2.218 |
| S2 |
2.193 |
2.193 |
2.266 |
|
| S3 |
2.059 |
2.108 |
2.254 |
|
| S4 |
1.925 |
1.974 |
2.217 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.356 |
3.145 |
2.468 |
|
| R3 |
3.034 |
2.823 |
2.380 |
|
| R2 |
2.712 |
2.712 |
2.350 |
|
| R1 |
2.501 |
2.501 |
2.321 |
2.446 |
| PP |
2.390 |
2.390 |
2.390 |
2.362 |
| S1 |
2.179 |
2.179 |
2.261 |
2.124 |
| S2 |
2.068 |
2.068 |
2.232 |
|
| S3 |
1.746 |
1.857 |
2.202 |
|
| S4 |
1.424 |
1.535 |
2.114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.600 |
2.278 |
0.322 |
14.1% |
0.104 |
4.5% |
4% |
False |
True |
104,776 |
| 10 |
2.600 |
2.278 |
0.322 |
14.1% |
0.093 |
4.1% |
4% |
False |
True |
102,040 |
| 20 |
2.600 |
2.278 |
0.322 |
14.1% |
0.093 |
4.1% |
4% |
False |
True |
83,869 |
| 40 |
2.987 |
2.278 |
0.709 |
30.9% |
0.078 |
3.4% |
2% |
False |
True |
65,650 |
| 60 |
3.103 |
2.278 |
0.825 |
36.0% |
0.071 |
3.1% |
2% |
False |
True |
51,256 |
| 80 |
3.293 |
2.278 |
1.015 |
44.3% |
0.068 |
3.0% |
1% |
False |
True |
44,264 |
| 100 |
3.343 |
2.278 |
1.065 |
46.5% |
0.068 |
3.0% |
1% |
False |
True |
38,542 |
| 120 |
3.383 |
2.278 |
1.105 |
48.2% |
0.068 |
3.0% |
1% |
False |
True |
34,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.982 |
|
2.618 |
2.763 |
|
1.618 |
2.629 |
|
1.000 |
2.546 |
|
0.618 |
2.495 |
|
HIGH |
2.412 |
|
0.618 |
2.361 |
|
0.500 |
2.345 |
|
0.382 |
2.329 |
|
LOW |
2.278 |
|
0.618 |
2.195 |
|
1.000 |
2.144 |
|
1.618 |
2.061 |
|
2.618 |
1.927 |
|
4.250 |
1.709 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.345 |
2.421 |
| PP |
2.327 |
2.378 |
| S1 |
2.309 |
2.334 |
|