NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
2.614 |
2.563 |
-0.051 |
-2.0% |
2.558 |
High |
2.637 |
2.594 |
-0.043 |
-1.6% |
2.586 |
Low |
2.550 |
2.509 |
-0.041 |
-1.6% |
2.453 |
Close |
2.595 |
2.573 |
-0.022 |
-0.8% |
2.570 |
Range |
0.087 |
0.085 |
-0.002 |
-2.3% |
0.133 |
ATR |
0.079 |
0.080 |
0.000 |
0.6% |
0.000 |
Volume |
21,872 |
23,989 |
2,117 |
9.7% |
135,236 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.814 |
2.778 |
2.620 |
|
R3 |
2.729 |
2.693 |
2.596 |
|
R2 |
2.644 |
2.644 |
2.589 |
|
R1 |
2.608 |
2.608 |
2.581 |
2.626 |
PP |
2.559 |
2.559 |
2.559 |
2.568 |
S1 |
2.523 |
2.523 |
2.565 |
2.541 |
S2 |
2.474 |
2.474 |
2.557 |
|
S3 |
2.389 |
2.438 |
2.550 |
|
S4 |
2.304 |
2.353 |
2.526 |
|
|
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 |
2.474 |
0.163 |
6.3% |
0.075 |
2.9% |
61% |
False |
False |
27,630 |
10 |
2.637 |
2.453 |
0.184 |
7.2% |
0.082 |
3.2% |
65% |
False |
False |
25,073 |
20 |
2.836 |
2.382 |
0.454 |
17.6% |
0.084 |
3.3% |
42% |
False |
False |
22,447 |
40 |
2.989 |
2.382 |
0.607 |
23.6% |
0.071 |
2.8% |
31% |
False |
False |
17,454 |
60 |
3.097 |
2.382 |
0.715 |
27.8% |
0.063 |
2.5% |
27% |
False |
False |
13,892 |
80 |
3.282 |
2.382 |
0.900 |
35.0% |
0.062 |
2.4% |
21% |
False |
False |
11,591 |
100 |
3.333 |
2.382 |
0.951 |
37.0% |
0.061 |
2.4% |
20% |
False |
False |
9,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.955 |
2.618 |
2.817 |
1.618 |
2.732 |
1.000 |
2.679 |
0.618 |
2.647 |
HIGH |
2.594 |
0.618 |
2.562 |
0.500 |
2.552 |
0.382 |
2.541 |
LOW |
2.509 |
0.618 |
2.456 |
1.000 |
2.424 |
1.618 |
2.371 |
2.618 |
2.286 |
4.250 |
2.148 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
2.566 |
2.573 |
PP |
2.559 |
2.573 |
S1 |
2.552 |
2.573 |
|