NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.269 |
2.225 |
-0.044 |
-1.9% |
2.313 |
| High |
2.276 |
2.252 |
-0.024 |
-1.1% |
2.395 |
| Low |
2.206 |
2.186 |
-0.020 |
-0.9% |
2.258 |
| Close |
2.220 |
2.232 |
0.012 |
0.5% |
2.265 |
| Range |
0.070 |
0.066 |
-0.004 |
-5.7% |
0.137 |
| ATR |
0.084 |
0.082 |
-0.001 |
-1.5% |
0.000 |
| Volume |
37,863 |
32,733 |
-5,130 |
-13.5% |
76,253 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.421 |
2.393 |
2.268 |
|
| R3 |
2.355 |
2.327 |
2.250 |
|
| R2 |
2.289 |
2.289 |
2.244 |
|
| R1 |
2.261 |
2.261 |
2.238 |
2.275 |
| PP |
2.223 |
2.223 |
2.223 |
2.231 |
| S1 |
2.195 |
2.195 |
2.226 |
2.209 |
| S2 |
2.157 |
2.157 |
2.220 |
|
| S3 |
2.091 |
2.129 |
2.214 |
|
| S4 |
2.025 |
2.063 |
2.196 |
|
|
| 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 |
2.348 |
2.186 |
0.162 |
7.3% |
0.072 |
3.2% |
28% |
False |
True |
28,315 |
| 10 |
2.549 |
2.186 |
0.363 |
16.3% |
0.087 |
3.9% |
13% |
False |
True |
26,087 |
| 20 |
2.637 |
2.186 |
0.451 |
20.2% |
0.085 |
3.8% |
10% |
False |
True |
25,508 |
| 40 |
2.920 |
2.186 |
0.734 |
32.9% |
0.078 |
3.5% |
6% |
False |
True |
20,999 |
| 60 |
3.097 |
2.186 |
0.911 |
40.8% |
0.071 |
3.2% |
5% |
False |
True |
17,424 |
| 80 |
3.282 |
2.186 |
1.096 |
49.1% |
0.066 |
3.0% |
4% |
False |
True |
14,513 |
| 100 |
3.333 |
2.186 |
1.147 |
51.4% |
0.064 |
2.9% |
4% |
False |
True |
12,341 |
| 120 |
3.370 |
2.186 |
1.184 |
53.0% |
0.063 |
2.8% |
4% |
False |
True |
10,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.533 |
|
2.618 |
2.425 |
|
1.618 |
2.359 |
|
1.000 |
2.318 |
|
0.618 |
2.293 |
|
HIGH |
2.252 |
|
0.618 |
2.227 |
|
0.500 |
2.219 |
|
0.382 |
2.211 |
|
LOW |
2.186 |
|
0.618 |
2.145 |
|
1.000 |
2.120 |
|
1.618 |
2.079 |
|
2.618 |
2.013 |
|
4.250 |
1.906 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.228 |
2.248 |
| PP |
2.223 |
2.243 |
| S1 |
2.219 |
2.237 |
|