NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.525 |
2.452 |
-0.073 |
-2.9% |
2.614 |
| High |
2.549 |
2.456 |
-0.093 |
-3.6% |
2.637 |
| Low |
2.440 |
2.327 |
-0.113 |
-4.6% |
2.327 |
| Close |
2.458 |
2.338 |
-0.120 |
-4.9% |
2.338 |
| Range |
0.109 |
0.129 |
0.020 |
18.3% |
0.310 |
| ATR |
0.082 |
0.086 |
0.003 |
4.2% |
0.000 |
| Volume |
25,336 |
29,663 |
4,327 |
17.1% |
119,287 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.761 |
2.678 |
2.409 |
|
| R3 |
2.632 |
2.549 |
2.373 |
|
| R2 |
2.503 |
2.503 |
2.362 |
|
| R1 |
2.420 |
2.420 |
2.350 |
2.397 |
| PP |
2.374 |
2.374 |
2.374 |
2.362 |
| S1 |
2.291 |
2.291 |
2.326 |
2.268 |
| S2 |
2.245 |
2.245 |
2.314 |
|
| S3 |
2.116 |
2.162 |
2.303 |
|
| S4 |
1.987 |
2.033 |
2.267 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.364 |
3.161 |
2.509 |
|
| R3 |
3.054 |
2.851 |
2.423 |
|
| R2 |
2.744 |
2.744 |
2.395 |
|
| R1 |
2.541 |
2.541 |
2.366 |
2.488 |
| PP |
2.434 |
2.434 |
2.434 |
2.407 |
| S1 |
2.231 |
2.231 |
2.310 |
2.178 |
| S2 |
2.124 |
2.124 |
2.281 |
|
| S3 |
1.814 |
1.921 |
2.253 |
|
| S4 |
1.504 |
1.611 |
2.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.637 |
2.327 |
0.310 |
13.3% |
0.099 |
4.2% |
4% |
False |
True |
23,857 |
| 10 |
2.637 |
2.327 |
0.310 |
13.3% |
0.088 |
3.8% |
4% |
False |
True |
25,452 |
| 20 |
2.637 |
2.327 |
0.310 |
13.3% |
0.089 |
3.8% |
4% |
False |
True |
23,601 |
| 40 |
2.989 |
2.327 |
0.662 |
28.3% |
0.074 |
3.2% |
2% |
False |
True |
18,429 |
| 60 |
3.097 |
2.327 |
0.770 |
32.9% |
0.067 |
2.8% |
1% |
False |
True |
14,888 |
| 80 |
3.282 |
2.327 |
0.955 |
40.8% |
0.064 |
2.7% |
1% |
False |
True |
12,373 |
| 100 |
3.333 |
2.327 |
1.006 |
43.0% |
0.063 |
2.7% |
1% |
False |
True |
10,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.004 |
|
2.618 |
2.794 |
|
1.618 |
2.665 |
|
1.000 |
2.585 |
|
0.618 |
2.536 |
|
HIGH |
2.456 |
|
0.618 |
2.407 |
|
0.500 |
2.392 |
|
0.382 |
2.376 |
|
LOW |
2.327 |
|
0.618 |
2.247 |
|
1.000 |
2.198 |
|
1.618 |
2.118 |
|
2.618 |
1.989 |
|
4.250 |
1.779 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.392 |
2.466 |
| PP |
2.374 |
2.423 |
| S1 |
2.356 |
2.381 |
|