NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.563 |
2.592 |
0.029 |
1.1% |
2.558 |
| High |
2.594 |
2.605 |
0.011 |
0.4% |
2.586 |
| Low |
2.509 |
2.521 |
0.012 |
0.5% |
2.453 |
| Close |
2.573 |
2.538 |
-0.035 |
-1.4% |
2.570 |
| Range |
0.085 |
0.084 |
-0.001 |
-1.2% |
0.133 |
| ATR |
0.080 |
0.080 |
0.000 |
0.4% |
0.000 |
| Volume |
23,989 |
18,427 |
-5,562 |
-23.2% |
135,236 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.807 |
2.756 |
2.584 |
|
| R3 |
2.723 |
2.672 |
2.561 |
|
| R2 |
2.639 |
2.639 |
2.553 |
|
| R1 |
2.588 |
2.588 |
2.546 |
2.572 |
| PP |
2.555 |
2.555 |
2.555 |
2.546 |
| S1 |
2.504 |
2.504 |
2.530 |
2.488 |
| S2 |
2.471 |
2.471 |
2.523 |
|
| S3 |
2.387 |
2.420 |
2.515 |
|
| S4 |
2.303 |
2.336 |
2.492 |
|
|
| 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 |
6.4% |
0.079 |
3.1% |
39% |
False |
False |
24,344 |
| 10 |
2.637 |
2.453 |
0.184 |
7.2% |
0.083 |
3.3% |
46% |
False |
False |
24,929 |
| 20 |
2.776 |
2.382 |
0.394 |
15.5% |
0.084 |
3.3% |
40% |
False |
False |
22,625 |
| 40 |
2.989 |
2.382 |
0.607 |
23.9% |
0.072 |
2.9% |
26% |
False |
False |
17,725 |
| 60 |
3.097 |
2.382 |
0.715 |
28.2% |
0.064 |
2.5% |
22% |
False |
False |
14,117 |
| 80 |
3.282 |
2.382 |
0.900 |
35.5% |
0.062 |
2.5% |
17% |
False |
False |
11,774 |
| 100 |
3.333 |
2.382 |
0.951 |
37.5% |
0.062 |
2.4% |
16% |
False |
False |
10,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.962 |
|
2.618 |
2.825 |
|
1.618 |
2.741 |
|
1.000 |
2.689 |
|
0.618 |
2.657 |
|
HIGH |
2.605 |
|
0.618 |
2.573 |
|
0.500 |
2.563 |
|
0.382 |
2.553 |
|
LOW |
2.521 |
|
0.618 |
2.469 |
|
1.000 |
2.437 |
|
1.618 |
2.385 |
|
2.618 |
2.301 |
|
4.250 |
2.164 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.563 |
2.573 |
| PP |
2.555 |
2.561 |
| S1 |
2.546 |
2.550 |
|