NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.260 |
2.304 |
0.044 |
1.9% |
2.334 |
| High |
2.328 |
2.338 |
0.010 |
0.4% |
2.412 |
| Low |
2.260 |
2.280 |
0.020 |
0.9% |
2.270 |
| Close |
2.319 |
2.314 |
-0.005 |
-0.2% |
2.293 |
| Range |
0.068 |
0.058 |
-0.010 |
-14.7% |
0.142 |
| ATR |
0.083 |
0.082 |
-0.002 |
-2.2% |
0.000 |
| Volume |
25,427 |
47,516 |
22,089 |
86.9% |
98,824 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.485 |
2.457 |
2.346 |
|
| R3 |
2.427 |
2.399 |
2.330 |
|
| R2 |
2.369 |
2.369 |
2.325 |
|
| R1 |
2.341 |
2.341 |
2.319 |
2.355 |
| PP |
2.311 |
2.311 |
2.311 |
2.318 |
| S1 |
2.283 |
2.283 |
2.309 |
2.297 |
| S2 |
2.253 |
2.253 |
2.303 |
|
| S3 |
2.195 |
2.225 |
2.298 |
|
| S4 |
2.137 |
2.167 |
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% |
0.073 |
3.1% |
36% |
False |
False |
29,180 |
| 10 |
2.605 |
2.260 |
0.345 |
14.9% |
0.087 |
3.8% |
16% |
False |
False |
29,496 |
| 20 |
2.631 |
2.260 |
0.371 |
16.0% |
0.081 |
3.5% |
15% |
False |
False |
30,700 |
| 40 |
2.887 |
2.260 |
0.627 |
27.1% |
0.074 |
3.2% |
9% |
False |
False |
27,775 |
| 60 |
3.062 |
2.260 |
0.802 |
34.7% |
0.067 |
2.9% |
7% |
False |
False |
23,190 |
| 80 |
3.238 |
2.260 |
0.978 |
42.3% |
0.063 |
2.7% |
6% |
False |
False |
19,429 |
| 100 |
3.290 |
2.260 |
1.030 |
44.5% |
0.063 |
2.7% |
5% |
False |
False |
17,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.585 |
|
2.618 |
2.490 |
|
1.618 |
2.432 |
|
1.000 |
2.396 |
|
0.618 |
2.374 |
|
HIGH |
2.338 |
|
0.618 |
2.316 |
|
0.500 |
2.309 |
|
0.382 |
2.302 |
|
LOW |
2.280 |
|
0.618 |
2.244 |
|
1.000 |
2.222 |
|
1.618 |
2.186 |
|
2.618 |
2.128 |
|
4.250 |
2.034 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.312 |
2.313 |
| PP |
2.311 |
2.312 |
| S1 |
2.309 |
2.312 |
|