NYMEX Natural Gas Future April 2016
Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
2.553 |
2.493 |
-0.060 |
-2.4% |
2.509 |
High |
2.557 |
2.519 |
-0.038 |
-1.5% |
2.542 |
Low |
2.494 |
2.430 |
-0.064 |
-2.6% |
2.414 |
Close |
2.506 |
2.444 |
-0.062 |
-2.5% |
2.529 |
Range |
0.063 |
0.089 |
0.026 |
41.3% |
0.128 |
ATR |
0.065 |
0.067 |
0.002 |
2.6% |
0.000 |
Volume |
25,248 |
27,807 |
2,559 |
10.1% |
128,243 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.731 |
2.677 |
2.493 |
|
R3 |
2.642 |
2.588 |
2.468 |
|
R2 |
2.553 |
2.553 |
2.460 |
|
R1 |
2.499 |
2.499 |
2.452 |
2.482 |
PP |
2.464 |
2.464 |
2.464 |
2.456 |
S1 |
2.410 |
2.410 |
2.436 |
2.393 |
S2 |
2.375 |
2.375 |
2.428 |
|
S3 |
2.286 |
2.321 |
2.420 |
|
S4 |
2.197 |
2.232 |
2.395 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.879 |
2.832 |
2.599 |
|
R3 |
2.751 |
2.704 |
2.564 |
|
R2 |
2.623 |
2.623 |
2.552 |
|
R1 |
2.576 |
2.576 |
2.541 |
2.600 |
PP |
2.495 |
2.495 |
2.495 |
2.507 |
S1 |
2.448 |
2.448 |
2.517 |
2.472 |
S2 |
2.367 |
2.367 |
2.506 |
|
S3 |
2.239 |
2.320 |
2.494 |
|
S4 |
2.111 |
2.192 |
2.459 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.581 |
2.430 |
0.151 |
6.2% |
0.070 |
2.9% |
9% |
False |
True |
23,594 |
10 |
2.581 |
2.414 |
0.167 |
6.8% |
0.067 |
2.7% |
18% |
False |
False |
24,978 |
20 |
2.619 |
2.337 |
0.282 |
11.5% |
0.072 |
3.0% |
38% |
False |
False |
24,342 |
40 |
2.811 |
2.337 |
0.474 |
19.4% |
0.060 |
2.4% |
23% |
False |
False |
20,208 |
60 |
2.912 |
2.337 |
0.575 |
23.5% |
0.053 |
2.2% |
19% |
False |
False |
16,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.897 |
2.618 |
2.752 |
1.618 |
2.663 |
1.000 |
2.608 |
0.618 |
2.574 |
HIGH |
2.519 |
0.618 |
2.485 |
0.500 |
2.475 |
0.382 |
2.464 |
LOW |
2.430 |
0.618 |
2.375 |
1.000 |
2.341 |
1.618 |
2.286 |
2.618 |
2.197 |
4.250 |
2.052 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
2.475 |
2.494 |
PP |
2.464 |
2.477 |
S1 |
2.454 |
2.461 |
|