NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.389 |
2.358 |
-0.031 |
-1.3% |
2.331 |
| High |
2.412 |
2.365 |
-0.047 |
-1.9% |
2.412 |
| Low |
2.343 |
2.303 |
-0.040 |
-1.7% |
2.293 |
| Close |
2.378 |
2.318 |
-0.060 |
-2.5% |
2.318 |
| Range |
0.069 |
0.062 |
-0.007 |
-10.1% |
0.119 |
| ATR |
0.072 |
0.072 |
0.000 |
0.3% |
0.000 |
| Volume |
19,757 |
9,801 |
-9,956 |
-50.4% |
75,978 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.515 |
2.478 |
2.352 |
|
| R3 |
2.453 |
2.416 |
2.335 |
|
| R2 |
2.391 |
2.391 |
2.329 |
|
| R1 |
2.354 |
2.354 |
2.324 |
2.342 |
| PP |
2.329 |
2.329 |
2.329 |
2.322 |
| S1 |
2.292 |
2.292 |
2.312 |
2.280 |
| S2 |
2.267 |
2.267 |
2.307 |
|
| S3 |
2.205 |
2.230 |
2.301 |
|
| S4 |
2.143 |
2.168 |
2.284 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.698 |
2.627 |
2.383 |
|
| R3 |
2.579 |
2.508 |
2.351 |
|
| R2 |
2.460 |
2.460 |
2.340 |
|
| R1 |
2.389 |
2.389 |
2.329 |
2.365 |
| PP |
2.341 |
2.341 |
2.341 |
2.329 |
| S1 |
2.270 |
2.270 |
2.307 |
2.246 |
| S2 |
2.222 |
2.222 |
2.296 |
|
| S3 |
2.103 |
2.151 |
2.285 |
|
| S4 |
1.984 |
2.032 |
2.253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.444 |
2.293 |
0.151 |
6.5% |
0.084 |
3.6% |
17% |
False |
False |
21,728 |
| 10 |
2.581 |
2.293 |
0.288 |
12.4% |
0.077 |
3.3% |
9% |
False |
False |
22,661 |
| 20 |
2.581 |
2.293 |
0.288 |
12.4% |
0.072 |
3.1% |
9% |
False |
False |
23,572 |
| 40 |
2.746 |
2.293 |
0.453 |
19.5% |
0.062 |
2.7% |
6% |
False |
False |
20,691 |
| 60 |
2.912 |
2.293 |
0.619 |
26.7% |
0.057 |
2.5% |
4% |
False |
False |
17,880 |
| 80 |
3.056 |
2.293 |
0.763 |
32.9% |
0.053 |
2.3% |
3% |
False |
False |
15,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.629 |
|
2.618 |
2.527 |
|
1.618 |
2.465 |
|
1.000 |
2.427 |
|
0.618 |
2.403 |
|
HIGH |
2.365 |
|
0.618 |
2.341 |
|
0.500 |
2.334 |
|
0.382 |
2.327 |
|
LOW |
2.303 |
|
0.618 |
2.265 |
|
1.000 |
2.241 |
|
1.618 |
2.203 |
|
2.618 |
2.141 |
|
4.250 |
2.040 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.334 |
2.358 |
| PP |
2.329 |
2.344 |
| S1 |
2.323 |
2.331 |
|