NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.337 |
2.228 |
-0.109 |
-4.7% |
2.313 |
| High |
2.348 |
2.300 |
-0.048 |
-2.0% |
2.395 |
| Low |
2.258 |
2.228 |
-0.030 |
-1.3% |
2.258 |
| Close |
2.265 |
2.290 |
0.025 |
1.1% |
2.265 |
| Range |
0.090 |
0.072 |
-0.018 |
-20.0% |
0.137 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.2% |
0.000 |
| Volume |
11,954 |
20,925 |
8,971 |
75.0% |
76,253 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.489 |
2.461 |
2.330 |
|
| R3 |
2.417 |
2.389 |
2.310 |
|
| R2 |
2.345 |
2.345 |
2.303 |
|
| R1 |
2.317 |
2.317 |
2.297 |
2.331 |
| PP |
2.273 |
2.273 |
2.273 |
2.280 |
| S1 |
2.245 |
2.245 |
2.283 |
2.259 |
| S2 |
2.201 |
2.201 |
2.277 |
|
| S3 |
2.129 |
2.173 |
2.270 |
|
| S4 |
2.057 |
2.101 |
2.250 |
|
|
| 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 |
2.395 |
2.228 |
0.167 |
7.3% |
0.086 |
3.8% |
37% |
False |
True |
19,435 |
| 10 |
2.637 |
2.228 |
0.409 |
17.9% |
0.093 |
4.0% |
15% |
False |
True |
21,646 |
| 20 |
2.637 |
2.228 |
0.409 |
17.9% |
0.083 |
3.6% |
15% |
False |
True |
23,175 |
| 40 |
2.920 |
2.228 |
0.692 |
30.2% |
0.076 |
3.3% |
9% |
False |
True |
19,215 |
| 60 |
3.097 |
2.228 |
0.869 |
37.9% |
0.069 |
3.0% |
7% |
False |
True |
15,969 |
| 80 |
3.282 |
2.228 |
1.054 |
46.0% |
0.065 |
2.8% |
6% |
False |
True |
13,310 |
| 100 |
3.333 |
2.228 |
1.105 |
48.3% |
0.064 |
2.8% |
6% |
False |
True |
11,381 |
| 120 |
3.370 |
2.228 |
1.142 |
49.9% |
0.063 |
2.8% |
5% |
False |
True |
9,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.606 |
|
2.618 |
2.488 |
|
1.618 |
2.416 |
|
1.000 |
2.372 |
|
0.618 |
2.344 |
|
HIGH |
2.300 |
|
0.618 |
2.272 |
|
0.500 |
2.264 |
|
0.382 |
2.256 |
|
LOW |
2.228 |
|
0.618 |
2.184 |
|
1.000 |
2.156 |
|
1.618 |
2.112 |
|
2.618 |
2.040 |
|
4.250 |
1.922 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.281 |
2.312 |
| PP |
2.273 |
2.304 |
| S1 |
2.264 |
2.297 |
|