NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.334 |
2.388 |
0.054 |
2.3% |
2.627 |
| High |
2.409 |
2.402 |
-0.007 |
-0.3% |
2.631 |
| Low |
2.294 |
2.326 |
0.032 |
1.4% |
2.343 |
| Close |
2.405 |
2.392 |
-0.013 |
-0.5% |
2.353 |
| Range |
0.115 |
0.076 |
-0.039 |
-33.9% |
0.288 |
| ATR |
0.085 |
0.084 |
0.000 |
-0.5% |
0.000 |
| Volume |
25,863 |
30,443 |
4,580 |
17.7% |
151,039 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.601 |
2.573 |
2.434 |
|
| R3 |
2.525 |
2.497 |
2.413 |
|
| R2 |
2.449 |
2.449 |
2.406 |
|
| R1 |
2.421 |
2.421 |
2.399 |
2.435 |
| PP |
2.373 |
2.373 |
2.373 |
2.381 |
| S1 |
2.345 |
2.345 |
2.385 |
2.359 |
| S2 |
2.297 |
2.297 |
2.378 |
|
| S3 |
2.221 |
2.269 |
2.371 |
|
| S4 |
2.145 |
2.193 |
2.350 |
|
|
| 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 |
13.0% |
0.100 |
4.2% |
32% |
False |
False |
29,963 |
| 10 |
2.631 |
2.294 |
0.337 |
14.1% |
0.086 |
3.6% |
29% |
False |
False |
30,621 |
| 20 |
2.631 |
2.294 |
0.337 |
14.1% |
0.088 |
3.7% |
29% |
False |
False |
31,569 |
| 40 |
2.887 |
2.294 |
0.593 |
24.8% |
0.074 |
3.1% |
17% |
False |
False |
27,025 |
| 60 |
3.062 |
2.294 |
0.768 |
32.1% |
0.066 |
2.7% |
13% |
False |
False |
22,011 |
| 80 |
3.238 |
2.294 |
0.944 |
39.5% |
0.062 |
2.6% |
10% |
False |
False |
18,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.725 |
|
2.618 |
2.601 |
|
1.618 |
2.525 |
|
1.000 |
2.478 |
|
0.618 |
2.449 |
|
HIGH |
2.402 |
|
0.618 |
2.373 |
|
0.500 |
2.364 |
|
0.382 |
2.355 |
|
LOW |
2.326 |
|
0.618 |
2.279 |
|
1.000 |
2.250 |
|
1.618 |
2.203 |
|
2.618 |
2.127 |
|
4.250 |
2.003 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.383 |
2.388 |
| PP |
2.373 |
2.384 |
| S1 |
2.364 |
2.380 |
|