NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.304 |
2.300 |
-0.004 |
-0.2% |
2.334 |
| High |
2.338 |
2.304 |
-0.034 |
-1.5% |
2.412 |
| Low |
2.280 |
2.238 |
-0.042 |
-1.8% |
2.270 |
| Close |
2.314 |
2.252 |
-0.062 |
-2.7% |
2.293 |
| Range |
0.058 |
0.066 |
0.008 |
13.8% |
0.142 |
| ATR |
0.082 |
0.081 |
0.000 |
-0.5% |
0.000 |
| Volume |
47,516 |
53,222 |
5,706 |
12.0% |
98,824 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.463 |
2.423 |
2.288 |
|
| R3 |
2.397 |
2.357 |
2.270 |
|
| R2 |
2.331 |
2.331 |
2.264 |
|
| R1 |
2.291 |
2.291 |
2.258 |
2.278 |
| PP |
2.265 |
2.265 |
2.265 |
2.258 |
| S1 |
2.225 |
2.225 |
2.246 |
2.212 |
| S2 |
2.199 |
2.199 |
2.240 |
|
| S3 |
2.133 |
2.159 |
2.234 |
|
| S4 |
2.067 |
2.093 |
2.216 |
|
|
| 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 |
2.238 |
0.174 |
7.7% |
0.071 |
3.1% |
8% |
False |
True |
33,736 |
| 10 |
2.605 |
2.238 |
0.367 |
16.3% |
0.085 |
3.8% |
4% |
False |
True |
31,849 |
| 20 |
2.631 |
2.238 |
0.393 |
17.5% |
0.082 |
3.6% |
4% |
False |
True |
32,248 |
| 40 |
2.887 |
2.238 |
0.649 |
28.8% |
0.075 |
3.3% |
2% |
False |
True |
28,654 |
| 60 |
3.062 |
2.238 |
0.824 |
36.6% |
0.068 |
3.0% |
2% |
False |
True |
23,882 |
| 80 |
3.238 |
2.238 |
1.000 |
44.4% |
0.063 |
2.8% |
1% |
False |
True |
19,993 |
| 100 |
3.290 |
2.238 |
1.052 |
46.7% |
0.063 |
2.8% |
1% |
False |
True |
17,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.585 |
|
2.618 |
2.477 |
|
1.618 |
2.411 |
|
1.000 |
2.370 |
|
0.618 |
2.345 |
|
HIGH |
2.304 |
|
0.618 |
2.279 |
|
0.500 |
2.271 |
|
0.382 |
2.263 |
|
LOW |
2.238 |
|
0.618 |
2.197 |
|
1.000 |
2.172 |
|
1.618 |
2.131 |
|
2.618 |
2.065 |
|
4.250 |
1.958 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.271 |
2.288 |
| PP |
2.265 |
2.276 |
| S1 |
2.258 |
2.264 |
|