NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.300 |
2.259 |
-0.041 |
-1.8% |
2.334 |
| High |
2.304 |
2.279 |
-0.025 |
-1.1% |
2.412 |
| Low |
2.238 |
2.217 |
-0.021 |
-0.9% |
2.270 |
| Close |
2.252 |
2.256 |
0.004 |
0.2% |
2.293 |
| Range |
0.066 |
0.062 |
-0.004 |
-6.1% |
0.142 |
| ATR |
0.081 |
0.080 |
-0.001 |
-1.7% |
0.000 |
| Volume |
53,222 |
54,495 |
1,273 |
2.4% |
98,824 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.437 |
2.408 |
2.290 |
|
| R3 |
2.375 |
2.346 |
2.273 |
|
| R2 |
2.313 |
2.313 |
2.267 |
|
| R1 |
2.284 |
2.284 |
2.262 |
2.268 |
| PP |
2.251 |
2.251 |
2.251 |
2.242 |
| S1 |
2.222 |
2.222 |
2.250 |
2.206 |
| S2 |
2.189 |
2.189 |
2.245 |
|
| S3 |
2.127 |
2.160 |
2.239 |
|
| S4 |
2.065 |
2.098 |
2.222 |
|
|
| 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 |
2.363 |
2.217 |
0.146 |
6.5% |
0.069 |
3.1% |
27% |
False |
True |
38,806 |
| 10 |
2.557 |
2.217 |
0.340 |
15.1% |
0.084 |
3.7% |
11% |
False |
True |
34,641 |
| 20 |
2.631 |
2.217 |
0.414 |
18.4% |
0.082 |
3.6% |
9% |
False |
True |
33,678 |
| 40 |
2.887 |
2.217 |
0.670 |
29.7% |
0.075 |
3.3% |
6% |
False |
True |
29,345 |
| 60 |
3.062 |
2.217 |
0.845 |
37.5% |
0.068 |
3.0% |
5% |
False |
True |
24,614 |
| 80 |
3.238 |
2.217 |
1.021 |
45.3% |
0.064 |
2.8% |
4% |
False |
True |
20,590 |
| 100 |
3.290 |
2.217 |
1.073 |
47.6% |
0.062 |
2.8% |
4% |
False |
True |
17,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.543 |
|
2.618 |
2.441 |
|
1.618 |
2.379 |
|
1.000 |
2.341 |
|
0.618 |
2.317 |
|
HIGH |
2.279 |
|
0.618 |
2.255 |
|
0.500 |
2.248 |
|
0.382 |
2.241 |
|
LOW |
2.217 |
|
0.618 |
2.179 |
|
1.000 |
2.155 |
|
1.618 |
2.117 |
|
2.618 |
2.055 |
|
4.250 |
1.954 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.253 |
2.278 |
| PP |
2.251 |
2.270 |
| S1 |
2.248 |
2.263 |
|