NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.627 |
2.561 |
-0.066 |
-2.5% |
2.559 |
| High |
2.631 |
2.596 |
-0.035 |
-1.3% |
2.580 |
| Low |
2.550 |
2.510 |
-0.040 |
-1.6% |
2.449 |
| Close |
2.592 |
2.577 |
-0.015 |
-0.6% |
2.567 |
| Range |
0.081 |
0.086 |
0.005 |
6.2% |
0.131 |
| ATR |
0.076 |
0.077 |
0.001 |
0.9% |
0.000 |
| Volume |
27,840 |
29,690 |
1,850 |
6.6% |
168,848 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.819 |
2.784 |
2.624 |
|
| R3 |
2.733 |
2.698 |
2.601 |
|
| R2 |
2.647 |
2.647 |
2.593 |
|
| R1 |
2.612 |
2.612 |
2.585 |
2.630 |
| PP |
2.561 |
2.561 |
2.561 |
2.570 |
| S1 |
2.526 |
2.526 |
2.569 |
2.544 |
| S2 |
2.475 |
2.475 |
2.561 |
|
| S3 |
2.389 |
2.440 |
2.553 |
|
| S4 |
2.303 |
2.354 |
2.530 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.925 |
2.877 |
2.639 |
|
| R3 |
2.794 |
2.746 |
2.603 |
|
| R2 |
2.663 |
2.663 |
2.591 |
|
| R1 |
2.615 |
2.615 |
2.579 |
2.639 |
| PP |
2.532 |
2.532 |
2.532 |
2.544 |
| S1 |
2.484 |
2.484 |
2.555 |
2.508 |
| S2 |
2.401 |
2.401 |
2.543 |
|
| S3 |
2.270 |
2.353 |
2.531 |
|
| S4 |
2.139 |
2.222 |
2.495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.631 |
2.477 |
0.154 |
6.0% |
0.072 |
2.8% |
65% |
False |
False |
31,280 |
| 10 |
2.631 |
2.449 |
0.182 |
7.1% |
0.079 |
3.1% |
70% |
False |
False |
32,646 |
| 20 |
2.806 |
2.368 |
0.438 |
17.0% |
0.083 |
3.2% |
48% |
False |
False |
30,838 |
| 40 |
2.956 |
2.368 |
0.588 |
22.8% |
0.069 |
2.7% |
36% |
False |
False |
25,218 |
| 60 |
3.062 |
2.368 |
0.694 |
26.9% |
0.061 |
2.4% |
30% |
False |
False |
20,065 |
| 80 |
3.238 |
2.368 |
0.870 |
33.8% |
0.060 |
2.3% |
24% |
False |
False |
16,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.962 |
|
2.618 |
2.821 |
|
1.618 |
2.735 |
|
1.000 |
2.682 |
|
0.618 |
2.649 |
|
HIGH |
2.596 |
|
0.618 |
2.563 |
|
0.500 |
2.553 |
|
0.382 |
2.543 |
|
LOW |
2.510 |
|
0.618 |
2.457 |
|
1.000 |
2.424 |
|
1.618 |
2.371 |
|
2.618 |
2.285 |
|
4.250 |
2.145 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.569 |
2.575 |
| PP |
2.561 |
2.573 |
| S1 |
2.553 |
2.571 |
|