NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.175 |
2.230 |
0.055 |
2.5% |
2.270 |
| High |
2.250 |
2.259 |
0.009 |
0.4% |
2.351 |
| Low |
2.175 |
2.193 |
0.018 |
0.8% |
2.205 |
| Close |
2.235 |
2.231 |
-0.004 |
-0.2% |
2.212 |
| Range |
0.075 |
0.066 |
-0.009 |
-12.0% |
0.146 |
| ATR |
0.090 |
0.089 |
-0.002 |
-1.9% |
0.000 |
| Volume |
93,354 |
140,269 |
46,915 |
50.3% |
415,549 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.426 |
2.394 |
2.267 |
|
| R3 |
2.360 |
2.328 |
2.249 |
|
| R2 |
2.294 |
2.294 |
2.243 |
|
| R1 |
2.262 |
2.262 |
2.237 |
2.278 |
| PP |
2.228 |
2.228 |
2.228 |
2.236 |
| S1 |
2.196 |
2.196 |
2.225 |
2.212 |
| S2 |
2.162 |
2.162 |
2.219 |
|
| S3 |
2.096 |
2.130 |
2.213 |
|
| S4 |
2.030 |
2.064 |
2.195 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.694 |
2.599 |
2.292 |
|
| R3 |
2.548 |
2.453 |
2.252 |
|
| R2 |
2.402 |
2.402 |
2.239 |
|
| R1 |
2.307 |
2.307 |
2.225 |
2.282 |
| PP |
2.256 |
2.256 |
2.256 |
2.243 |
| S1 |
2.161 |
2.161 |
2.199 |
2.136 |
| S2 |
2.110 |
2.110 |
2.185 |
|
| S3 |
1.964 |
2.015 |
2.172 |
|
| S4 |
1.818 |
1.869 |
2.132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.347 |
2.175 |
0.172 |
7.7% |
0.080 |
3.6% |
33% |
False |
False |
105,565 |
| 10 |
2.564 |
2.175 |
0.389 |
17.4% |
0.095 |
4.3% |
14% |
False |
False |
107,798 |
| 20 |
2.600 |
2.175 |
0.425 |
19.0% |
0.089 |
4.0% |
13% |
False |
False |
98,439 |
| 40 |
2.918 |
2.175 |
0.743 |
33.3% |
0.081 |
3.6% |
8% |
False |
False |
76,295 |
| 60 |
3.103 |
2.175 |
0.928 |
41.6% |
0.074 |
3.3% |
6% |
False |
False |
60,020 |
| 80 |
3.293 |
2.175 |
1.118 |
50.1% |
0.069 |
3.1% |
5% |
False |
False |
50,654 |
| 100 |
3.343 |
2.175 |
1.168 |
52.4% |
0.069 |
3.1% |
5% |
False |
False |
44,106 |
| 120 |
3.383 |
2.175 |
1.208 |
54.1% |
0.069 |
3.1% |
5% |
False |
False |
39,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.540 |
|
2.618 |
2.432 |
|
1.618 |
2.366 |
|
1.000 |
2.325 |
|
0.618 |
2.300 |
|
HIGH |
2.259 |
|
0.618 |
2.234 |
|
0.500 |
2.226 |
|
0.382 |
2.218 |
|
LOW |
2.193 |
|
0.618 |
2.152 |
|
1.000 |
2.127 |
|
1.618 |
2.086 |
|
2.618 |
2.020 |
|
4.250 |
1.913 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.229 |
2.240 |
| PP |
2.228 |
2.237 |
| S1 |
2.226 |
2.234 |
|