NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.295 |
2.269 |
-0.026 |
-1.1% |
2.313 |
| High |
2.310 |
2.276 |
-0.034 |
-1.5% |
2.395 |
| Low |
2.247 |
2.206 |
-0.041 |
-1.8% |
2.258 |
| Close |
2.285 |
2.220 |
-0.065 |
-2.8% |
2.265 |
| Range |
0.063 |
0.070 |
0.007 |
11.1% |
0.137 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.4% |
0.000 |
| Volume |
38,102 |
37,863 |
-239 |
-0.6% |
76,253 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.444 |
2.402 |
2.259 |
|
| R3 |
2.374 |
2.332 |
2.239 |
|
| R2 |
2.304 |
2.304 |
2.233 |
|
| R1 |
2.262 |
2.262 |
2.226 |
2.248 |
| PP |
2.234 |
2.234 |
2.234 |
2.227 |
| S1 |
2.192 |
2.192 |
2.214 |
2.178 |
| S2 |
2.164 |
2.164 |
2.207 |
|
| S3 |
2.094 |
2.122 |
2.201 |
|
| S4 |
2.024 |
2.052 |
2.182 |
|
|
| 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 |
2.206 |
0.189 |
8.5% |
0.073 |
3.3% |
7% |
False |
True |
25,784 |
| 10 |
2.605 |
2.206 |
0.399 |
18.0% |
0.089 |
4.0% |
4% |
False |
True |
24,656 |
| 20 |
2.637 |
2.206 |
0.431 |
19.4% |
0.085 |
3.8% |
3% |
False |
True |
24,865 |
| 40 |
2.920 |
2.206 |
0.714 |
32.2% |
0.077 |
3.5% |
2% |
False |
True |
20,619 |
| 60 |
3.097 |
2.206 |
0.891 |
40.1% |
0.070 |
3.2% |
2% |
False |
True |
17,005 |
| 80 |
3.282 |
2.206 |
1.076 |
48.5% |
0.066 |
3.0% |
1% |
False |
True |
14,141 |
| 100 |
3.333 |
2.206 |
1.127 |
50.8% |
0.064 |
2.9% |
1% |
False |
True |
12,062 |
| 120 |
3.370 |
2.206 |
1.164 |
52.4% |
0.064 |
2.9% |
1% |
False |
True |
10,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.574 |
|
2.618 |
2.459 |
|
1.618 |
2.389 |
|
1.000 |
2.346 |
|
0.618 |
2.319 |
|
HIGH |
2.276 |
|
0.618 |
2.249 |
|
0.500 |
2.241 |
|
0.382 |
2.233 |
|
LOW |
2.206 |
|
0.618 |
2.163 |
|
1.000 |
2.136 |
|
1.618 |
2.093 |
|
2.618 |
2.023 |
|
4.250 |
1.909 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.241 |
2.258 |
| PP |
2.234 |
2.245 |
| S1 |
2.227 |
2.233 |
|