NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.359 |
2.337 |
-0.022 |
-0.9% |
2.313 |
| High |
2.395 |
2.348 |
-0.047 |
-2.0% |
2.395 |
| Low |
2.324 |
2.258 |
-0.066 |
-2.8% |
2.258 |
| Close |
2.349 |
2.265 |
-0.084 |
-3.6% |
2.265 |
| Range |
0.071 |
0.090 |
0.019 |
26.8% |
0.137 |
| ATR |
0.086 |
0.087 |
0.000 |
0.4% |
0.000 |
| Volume |
20,078 |
11,954 |
-8,124 |
-40.5% |
76,253 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.560 |
2.503 |
2.315 |
|
| R3 |
2.470 |
2.413 |
2.290 |
|
| R2 |
2.380 |
2.380 |
2.282 |
|
| R1 |
2.323 |
2.323 |
2.273 |
2.307 |
| PP |
2.290 |
2.290 |
2.290 |
2.282 |
| S1 |
2.233 |
2.233 |
2.257 |
2.217 |
| S2 |
2.200 |
2.200 |
2.249 |
|
| S3 |
2.110 |
2.143 |
2.240 |
|
| S4 |
2.020 |
2.053 |
2.216 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.717 |
2.628 |
2.340 |
|
| R3 |
2.580 |
2.491 |
2.303 |
|
| R2 |
2.443 |
2.443 |
2.290 |
|
| R1 |
2.354 |
2.354 |
2.278 |
2.330 |
| PP |
2.306 |
2.306 |
2.306 |
2.294 |
| S1 |
2.217 |
2.217 |
2.252 |
2.193 |
| S2 |
2.169 |
2.169 |
2.240 |
|
| S3 |
2.032 |
2.080 |
2.227 |
|
| S4 |
1.895 |
1.943 |
2.190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.456 |
2.258 |
0.198 |
8.7% |
0.098 |
4.3% |
4% |
False |
True |
21,183 |
| 10 |
2.637 |
2.258 |
0.379 |
16.7% |
0.093 |
4.1% |
2% |
False |
True |
22,438 |
| 20 |
2.637 |
2.258 |
0.379 |
16.7% |
0.086 |
3.8% |
2% |
False |
True |
23,639 |
| 40 |
2.920 |
2.258 |
0.662 |
29.2% |
0.076 |
3.4% |
1% |
False |
True |
19,018 |
| 60 |
3.097 |
2.258 |
0.839 |
37.0% |
0.070 |
3.1% |
1% |
False |
True |
15,878 |
| 80 |
3.282 |
2.258 |
1.024 |
45.2% |
0.065 |
2.9% |
1% |
False |
True |
13,113 |
| 100 |
3.333 |
2.258 |
1.075 |
47.5% |
0.064 |
2.8% |
1% |
False |
True |
11,212 |
| 120 |
3.370 |
2.258 |
1.112 |
49.1% |
0.063 |
2.8% |
1% |
False |
True |
9,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.731 |
|
2.618 |
2.584 |
|
1.618 |
2.494 |
|
1.000 |
2.438 |
|
0.618 |
2.404 |
|
HIGH |
2.348 |
|
0.618 |
2.314 |
|
0.500 |
2.303 |
|
0.382 |
2.292 |
|
LOW |
2.258 |
|
0.618 |
2.202 |
|
1.000 |
2.168 |
|
1.618 |
2.112 |
|
2.618 |
2.022 |
|
4.250 |
1.876 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.303 |
2.327 |
| PP |
2.290 |
2.306 |
| S1 |
2.278 |
2.286 |
|