NYMEX Natural Gas Future January 2016
| 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 |
2.330 |
2.312 |
-0.018 |
-0.8% |
2.595 |
| High |
2.342 |
2.347 |
0.005 |
0.2% |
2.600 |
| Low |
2.258 |
2.271 |
0.013 |
0.6% |
2.278 |
| Close |
2.324 |
2.299 |
-0.025 |
-1.1% |
2.291 |
| Range |
0.084 |
0.076 |
-0.008 |
-9.5% |
0.322 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.2% |
0.000 |
| Volume |
123,639 |
102,101 |
-21,538 |
-17.4% |
523,883 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.534 |
2.492 |
2.341 |
|
| R3 |
2.458 |
2.416 |
2.320 |
|
| R2 |
2.382 |
2.382 |
2.313 |
|
| R1 |
2.340 |
2.340 |
2.306 |
2.323 |
| PP |
2.306 |
2.306 |
2.306 |
2.297 |
| S1 |
2.264 |
2.264 |
2.292 |
2.247 |
| S2 |
2.230 |
2.230 |
2.285 |
|
| S3 |
2.154 |
2.188 |
2.278 |
|
| S4 |
2.078 |
2.112 |
2.257 |
|
|
| 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 |
2.510 |
2.229 |
0.281 |
12.2% |
0.107 |
4.6% |
25% |
False |
False |
120,912 |
| 10 |
2.600 |
2.229 |
0.371 |
16.1% |
0.095 |
4.1% |
19% |
False |
False |
106,452 |
| 20 |
2.600 |
2.229 |
0.371 |
16.1% |
0.092 |
4.0% |
19% |
False |
False |
92,575 |
| 40 |
2.918 |
2.229 |
0.689 |
30.0% |
0.080 |
3.5% |
10% |
False |
False |
71,884 |
| 60 |
3.103 |
2.229 |
0.874 |
38.0% |
0.073 |
3.2% |
8% |
False |
False |
56,236 |
| 80 |
3.293 |
2.229 |
1.064 |
46.3% |
0.069 |
3.0% |
7% |
False |
False |
47,839 |
| 100 |
3.343 |
2.229 |
1.114 |
48.5% |
0.068 |
3.0% |
6% |
False |
False |
41,586 |
| 120 |
3.383 |
2.229 |
1.154 |
50.2% |
0.069 |
3.0% |
6% |
False |
False |
37,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.670 |
|
2.618 |
2.546 |
|
1.618 |
2.470 |
|
1.000 |
2.423 |
|
0.618 |
2.394 |
|
HIGH |
2.347 |
|
0.618 |
2.318 |
|
0.500 |
2.309 |
|
0.382 |
2.300 |
|
LOW |
2.271 |
|
0.618 |
2.224 |
|
1.000 |
2.195 |
|
1.618 |
2.148 |
|
2.618 |
2.072 |
|
4.250 |
1.948 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.309 |
2.296 |
| PP |
2.306 |
2.293 |
| S1 |
2.302 |
2.290 |
|