NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.360 |
2.260 |
-0.100 |
-4.2% |
2.334 |
| High |
2.363 |
2.328 |
-0.035 |
-1.5% |
2.412 |
| Low |
2.270 |
2.260 |
-0.010 |
-0.4% |
2.270 |
| Close |
2.293 |
2.319 |
0.026 |
1.1% |
2.293 |
| Range |
0.093 |
0.068 |
-0.025 |
-26.9% |
0.142 |
| ATR |
0.085 |
0.083 |
-0.001 |
-1.4% |
0.000 |
| Volume |
13,370 |
25,427 |
12,057 |
90.2% |
98,824 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.506 |
2.481 |
2.356 |
|
| R3 |
2.438 |
2.413 |
2.338 |
|
| R2 |
2.370 |
2.370 |
2.331 |
|
| R1 |
2.345 |
2.345 |
2.325 |
2.358 |
| PP |
2.302 |
2.302 |
2.302 |
2.309 |
| S1 |
2.277 |
2.277 |
2.313 |
2.290 |
| S2 |
2.234 |
2.234 |
2.307 |
|
| S3 |
2.166 |
2.209 |
2.300 |
|
| S4 |
2.098 |
2.141 |
2.282 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.751 |
2.664 |
2.371 |
|
| R3 |
2.609 |
2.522 |
2.332 |
|
| R2 |
2.467 |
2.467 |
2.319 |
|
| R1 |
2.380 |
2.380 |
2.306 |
2.353 |
| PP |
2.325 |
2.325 |
2.325 |
2.311 |
| S1 |
2.238 |
2.238 |
2.280 |
2.211 |
| S2 |
2.183 |
2.183 |
2.267 |
|
| S3 |
2.041 |
2.096 |
2.254 |
|
| S4 |
1.899 |
1.954 |
2.215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.412 |
2.260 |
0.152 |
6.6% |
0.084 |
3.6% |
39% |
False |
True |
24,850 |
| 10 |
2.631 |
2.260 |
0.371 |
16.0% |
0.090 |
3.9% |
16% |
False |
True |
27,529 |
| 20 |
2.631 |
2.260 |
0.371 |
16.0% |
0.080 |
3.5% |
16% |
False |
True |
29,706 |
| 40 |
2.887 |
2.260 |
0.627 |
27.0% |
0.074 |
3.2% |
9% |
False |
True |
26,991 |
| 60 |
3.062 |
2.260 |
0.802 |
34.6% |
0.067 |
2.9% |
7% |
False |
True |
22,524 |
| 80 |
3.238 |
2.260 |
0.978 |
42.2% |
0.063 |
2.7% |
6% |
False |
True |
18,906 |
| 100 |
3.290 |
2.260 |
1.030 |
44.4% |
0.062 |
2.7% |
6% |
False |
True |
16,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.617 |
|
2.618 |
2.506 |
|
1.618 |
2.438 |
|
1.000 |
2.396 |
|
0.618 |
2.370 |
|
HIGH |
2.328 |
|
0.618 |
2.302 |
|
0.500 |
2.294 |
|
0.382 |
2.286 |
|
LOW |
2.260 |
|
0.618 |
2.218 |
|
1.000 |
2.192 |
|
1.618 |
2.150 |
|
2.618 |
2.082 |
|
4.250 |
1.971 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.311 |
2.336 |
| PP |
2.302 |
2.330 |
| S1 |
2.294 |
2.325 |
|