NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.221 |
2.174 |
-0.047 |
-2.1% |
2.270 |
| High |
2.225 |
2.200 |
-0.025 |
-1.1% |
2.351 |
| Low |
2.151 |
2.131 |
-0.020 |
-0.9% |
2.205 |
| Close |
2.165 |
2.181 |
0.016 |
0.7% |
2.212 |
| Range |
0.074 |
0.069 |
-0.005 |
-6.8% |
0.146 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.5% |
0.000 |
| Volume |
133,512 |
143,065 |
9,553 |
7.2% |
415,549 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.378 |
2.348 |
2.219 |
|
| R3 |
2.309 |
2.279 |
2.200 |
|
| R2 |
2.240 |
2.240 |
2.194 |
|
| R1 |
2.210 |
2.210 |
2.187 |
2.225 |
| PP |
2.171 |
2.171 |
2.171 |
2.178 |
| S1 |
2.141 |
2.141 |
2.175 |
2.156 |
| S2 |
2.102 |
2.102 |
2.168 |
|
| S3 |
2.033 |
2.072 |
2.162 |
|
| S4 |
1.964 |
2.003 |
2.143 |
|
|
| 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 |
2.305 |
2.131 |
0.174 |
8.0% |
0.077 |
3.5% |
29% |
False |
True |
115,732 |
| 10 |
2.510 |
2.131 |
0.379 |
17.4% |
0.092 |
4.2% |
13% |
False |
True |
118,322 |
| 20 |
2.600 |
2.131 |
0.469 |
21.5% |
0.090 |
4.1% |
11% |
False |
True |
106,171 |
| 40 |
2.918 |
2.131 |
0.787 |
36.1% |
0.082 |
3.7% |
6% |
False |
True |
80,295 |
| 60 |
3.103 |
2.131 |
0.972 |
44.6% |
0.075 |
3.4% |
5% |
False |
True |
63,813 |
| 80 |
3.293 |
2.131 |
1.162 |
53.3% |
0.070 |
3.2% |
4% |
False |
True |
53,575 |
| 100 |
3.343 |
2.131 |
1.212 |
55.6% |
0.069 |
3.2% |
4% |
False |
True |
46,406 |
| 120 |
3.383 |
2.131 |
1.252 |
57.4% |
0.069 |
3.2% |
4% |
False |
True |
41,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.493 |
|
2.618 |
2.381 |
|
1.618 |
2.312 |
|
1.000 |
2.269 |
|
0.618 |
2.243 |
|
HIGH |
2.200 |
|
0.618 |
2.174 |
|
0.500 |
2.166 |
|
0.382 |
2.157 |
|
LOW |
2.131 |
|
0.618 |
2.088 |
|
1.000 |
2.062 |
|
1.618 |
2.019 |
|
2.618 |
1.950 |
|
4.250 |
1.838 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.176 |
2.195 |
| PP |
2.171 |
2.190 |
| S1 |
2.166 |
2.186 |
|