NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.461 |
2.334 |
-0.127 |
-5.2% |
2.627 |
| High |
2.466 |
2.409 |
-0.057 |
-2.3% |
2.631 |
| Low |
2.343 |
2.294 |
-0.049 |
-2.1% |
2.343 |
| Close |
2.353 |
2.405 |
0.052 |
2.2% |
2.353 |
| Range |
0.123 |
0.115 |
-0.008 |
-6.5% |
0.288 |
| ATR |
0.082 |
0.085 |
0.002 |
2.8% |
0.000 |
| Volume |
39,594 |
25,863 |
-13,731 |
-34.7% |
151,039 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.714 |
2.675 |
2.468 |
|
| R3 |
2.599 |
2.560 |
2.437 |
|
| R2 |
2.484 |
2.484 |
2.426 |
|
| R1 |
2.445 |
2.445 |
2.416 |
2.465 |
| PP |
2.369 |
2.369 |
2.369 |
2.379 |
| S1 |
2.330 |
2.330 |
2.394 |
2.350 |
| S2 |
2.254 |
2.254 |
2.384 |
|
| S3 |
2.139 |
2.215 |
2.373 |
|
| S4 |
2.024 |
2.100 |
2.342 |
|
|
| 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 |
2.605 |
2.294 |
0.311 |
12.9% |
0.102 |
4.2% |
36% |
False |
True |
29,812 |
| 10 |
2.631 |
2.294 |
0.337 |
14.0% |
0.084 |
3.5% |
33% |
False |
True |
31,798 |
| 20 |
2.631 |
2.294 |
0.337 |
14.0% |
0.088 |
3.7% |
33% |
False |
True |
31,205 |
| 40 |
2.927 |
2.294 |
0.633 |
26.3% |
0.073 |
3.1% |
18% |
False |
True |
26,717 |
| 60 |
3.062 |
2.294 |
0.768 |
31.9% |
0.065 |
2.7% |
14% |
False |
True |
21,637 |
| 80 |
3.238 |
2.294 |
0.944 |
39.3% |
0.062 |
2.6% |
12% |
False |
True |
18,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.898 |
|
2.618 |
2.710 |
|
1.618 |
2.595 |
|
1.000 |
2.524 |
|
0.618 |
2.480 |
|
HIGH |
2.409 |
|
0.618 |
2.365 |
|
0.500 |
2.352 |
|
0.382 |
2.338 |
|
LOW |
2.294 |
|
0.618 |
2.223 |
|
1.000 |
2.179 |
|
1.618 |
2.108 |
|
2.618 |
1.993 |
|
4.250 |
1.805 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.387 |
2.426 |
| PP |
2.369 |
2.419 |
| S1 |
2.352 |
2.412 |
|