NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.444 |
2.331 |
-0.113 |
-4.6% |
2.573 |
| High |
2.444 |
2.401 |
-0.043 |
-1.8% |
2.581 |
| Low |
2.338 |
2.293 |
-0.045 |
-1.9% |
2.338 |
| Close |
2.346 |
2.400 |
0.054 |
2.3% |
2.346 |
| Range |
0.106 |
0.108 |
0.002 |
1.9% |
0.243 |
| ATR |
0.069 |
0.072 |
0.003 |
4.0% |
0.000 |
| Volume |
32,663 |
19,155 |
-13,508 |
-41.4% |
127,520 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.689 |
2.652 |
2.459 |
|
| R3 |
2.581 |
2.544 |
2.430 |
|
| R2 |
2.473 |
2.473 |
2.420 |
|
| R1 |
2.436 |
2.436 |
2.410 |
2.455 |
| PP |
2.365 |
2.365 |
2.365 |
2.374 |
| S1 |
2.328 |
2.328 |
2.390 |
2.347 |
| S2 |
2.257 |
2.257 |
2.380 |
|
| S3 |
2.149 |
2.220 |
2.370 |
|
| S4 |
2.041 |
2.112 |
2.341 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.151 |
2.991 |
2.480 |
|
| R3 |
2.908 |
2.748 |
2.413 |
|
| R2 |
2.665 |
2.665 |
2.391 |
|
| R1 |
2.505 |
2.505 |
2.368 |
2.464 |
| PP |
2.422 |
2.422 |
2.422 |
2.401 |
| S1 |
2.262 |
2.262 |
2.324 |
2.221 |
| S2 |
2.179 |
2.179 |
2.301 |
|
| S3 |
1.936 |
2.019 |
2.279 |
|
| S4 |
1.693 |
1.776 |
2.212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.557 |
2.293 |
0.264 |
11.0% |
0.088 |
3.7% |
41% |
False |
True |
25,235 |
| 10 |
2.581 |
2.293 |
0.288 |
12.0% |
0.073 |
3.0% |
37% |
False |
True |
25,337 |
| 20 |
2.581 |
2.293 |
0.288 |
12.0% |
0.076 |
3.2% |
37% |
False |
True |
24,432 |
| 40 |
2.790 |
2.293 |
0.497 |
20.7% |
0.062 |
2.6% |
22% |
False |
True |
20,705 |
| 60 |
2.912 |
2.293 |
0.619 |
25.8% |
0.055 |
2.3% |
17% |
False |
True |
17,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.860 |
|
2.618 |
2.684 |
|
1.618 |
2.576 |
|
1.000 |
2.509 |
|
0.618 |
2.468 |
|
HIGH |
2.401 |
|
0.618 |
2.360 |
|
0.500 |
2.347 |
|
0.382 |
2.334 |
|
LOW |
2.293 |
|
0.618 |
2.226 |
|
1.000 |
2.185 |
|
1.618 |
2.118 |
|
2.618 |
2.010 |
|
4.250 |
1.834 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.382 |
2.406 |
| PP |
2.365 |
2.404 |
| S1 |
2.347 |
2.402 |
|