NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.521 |
2.614 |
0.093 |
3.7% |
2.558 |
| High |
2.586 |
2.637 |
0.051 |
2.0% |
2.586 |
| Low |
2.513 |
2.550 |
0.037 |
1.5% |
2.453 |
| Close |
2.570 |
2.595 |
0.025 |
1.0% |
2.570 |
| Range |
0.073 |
0.087 |
0.014 |
19.2% |
0.133 |
| ATR |
0.079 |
0.079 |
0.001 |
0.7% |
0.000 |
| Volume |
28,844 |
21,872 |
-6,972 |
-24.2% |
135,236 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.855 |
2.812 |
2.643 |
|
| R3 |
2.768 |
2.725 |
2.619 |
|
| R2 |
2.681 |
2.681 |
2.611 |
|
| R1 |
2.638 |
2.638 |
2.603 |
2.616 |
| PP |
2.594 |
2.594 |
2.594 |
2.583 |
| S1 |
2.551 |
2.551 |
2.587 |
2.529 |
| S2 |
2.507 |
2.507 |
2.579 |
|
| S3 |
2.420 |
2.464 |
2.571 |
|
| S4 |
2.333 |
2.377 |
2.547 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.935 |
2.886 |
2.643 |
|
| R3 |
2.802 |
2.753 |
2.607 |
|
| R2 |
2.669 |
2.669 |
2.594 |
|
| R1 |
2.620 |
2.620 |
2.582 |
2.645 |
| PP |
2.536 |
2.536 |
2.536 |
2.549 |
| S1 |
2.487 |
2.487 |
2.558 |
2.512 |
| S2 |
2.403 |
2.403 |
2.546 |
|
| S3 |
2.270 |
2.354 |
2.533 |
|
| S4 |
2.137 |
2.221 |
2.497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.637 |
2.473 |
0.164 |
6.3% |
0.070 |
2.7% |
74% |
True |
False |
27,303 |
| 10 |
2.637 |
2.453 |
0.184 |
7.1% |
0.078 |
3.0% |
77% |
True |
False |
24,366 |
| 20 |
2.851 |
2.382 |
0.469 |
18.1% |
0.082 |
3.2% |
45% |
False |
False |
21,933 |
| 40 |
2.989 |
2.382 |
0.607 |
23.4% |
0.069 |
2.7% |
35% |
False |
False |
17,000 |
| 60 |
3.097 |
2.382 |
0.715 |
27.6% |
0.063 |
2.4% |
30% |
False |
False |
13,603 |
| 80 |
3.282 |
2.382 |
0.900 |
34.7% |
0.062 |
2.4% |
24% |
False |
False |
11,322 |
| 100 |
3.333 |
2.382 |
0.951 |
36.6% |
0.061 |
2.4% |
22% |
False |
False |
9,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.007 |
|
2.618 |
2.865 |
|
1.618 |
2.778 |
|
1.000 |
2.724 |
|
0.618 |
2.691 |
|
HIGH |
2.637 |
|
0.618 |
2.604 |
|
0.500 |
2.594 |
|
0.382 |
2.583 |
|
LOW |
2.550 |
|
0.618 |
2.496 |
|
1.000 |
2.463 |
|
1.618 |
2.409 |
|
2.618 |
2.322 |
|
4.250 |
2.180 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.595 |
2.582 |
| PP |
2.594 |
2.569 |
| S1 |
2.594 |
2.556 |
|