NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.538 |
2.461 |
-0.077 |
-3.0% |
2.627 |
| High |
2.557 |
2.466 |
-0.091 |
-3.6% |
2.631 |
| Low |
2.451 |
2.343 |
-0.108 |
-4.4% |
2.343 |
| Close |
2.469 |
2.353 |
-0.116 |
-4.7% |
2.353 |
| Range |
0.106 |
0.123 |
0.017 |
16.0% |
0.288 |
| ATR |
0.079 |
0.082 |
0.003 |
4.2% |
0.000 |
| Volume |
27,335 |
39,594 |
12,259 |
44.8% |
151,039 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.756 |
2.678 |
2.421 |
|
| R3 |
2.633 |
2.555 |
2.387 |
|
| R2 |
2.510 |
2.510 |
2.376 |
|
| R1 |
2.432 |
2.432 |
2.364 |
2.410 |
| PP |
2.387 |
2.387 |
2.387 |
2.376 |
| S1 |
2.309 |
2.309 |
2.342 |
2.287 |
| S2 |
2.264 |
2.264 |
2.330 |
|
| S3 |
2.141 |
2.186 |
2.319 |
|
| S4 |
2.018 |
2.063 |
2.285 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.306 |
3.118 |
2.511 |
|
| R3 |
3.018 |
2.830 |
2.432 |
|
| R2 |
2.730 |
2.730 |
2.406 |
|
| R1 |
2.542 |
2.542 |
2.379 |
2.492 |
| PP |
2.442 |
2.442 |
2.442 |
2.418 |
| S1 |
2.254 |
2.254 |
2.327 |
2.204 |
| S2 |
2.154 |
2.154 |
2.300 |
|
| S3 |
1.866 |
1.966 |
2.274 |
|
| S4 |
1.578 |
1.678 |
2.195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.631 |
2.343 |
0.288 |
12.2% |
0.095 |
4.0% |
3% |
False |
True |
30,207 |
| 10 |
2.631 |
2.343 |
0.288 |
12.2% |
0.084 |
3.6% |
3% |
False |
True |
31,988 |
| 20 |
2.631 |
2.343 |
0.288 |
12.2% |
0.088 |
3.7% |
3% |
False |
True |
31,612 |
| 40 |
2.956 |
2.343 |
0.613 |
26.1% |
0.072 |
3.1% |
2% |
False |
True |
26,643 |
| 60 |
3.062 |
2.343 |
0.719 |
30.6% |
0.064 |
2.7% |
1% |
False |
True |
21,287 |
| 80 |
3.238 |
2.343 |
0.895 |
38.0% |
0.061 |
2.6% |
1% |
False |
True |
17,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.989 |
|
2.618 |
2.788 |
|
1.618 |
2.665 |
|
1.000 |
2.589 |
|
0.618 |
2.542 |
|
HIGH |
2.466 |
|
0.618 |
2.419 |
|
0.500 |
2.405 |
|
0.382 |
2.390 |
|
LOW |
2.343 |
|
0.618 |
2.267 |
|
1.000 |
2.220 |
|
1.618 |
2.144 |
|
2.618 |
2.021 |
|
4.250 |
1.820 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.405 |
2.474 |
| PP |
2.387 |
2.434 |
| S1 |
2.370 |
2.393 |
|