NYMEX Natural Gas Future April 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 |
2.333 |
2.305 |
-0.028 |
-1.2% |
2.331 |
| High |
2.342 |
2.323 |
-0.019 |
-0.8% |
2.412 |
| Low |
2.294 |
2.274 |
-0.020 |
-0.9% |
2.293 |
| Close |
2.306 |
2.303 |
-0.003 |
-0.1% |
2.318 |
| Range |
0.048 |
0.049 |
0.001 |
2.1% |
0.119 |
| ATR |
0.069 |
0.067 |
-0.001 |
-2.1% |
0.000 |
| Volume |
43,135 |
31,241 |
-11,894 |
-27.6% |
75,978 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.447 |
2.424 |
2.330 |
|
| R3 |
2.398 |
2.375 |
2.316 |
|
| R2 |
2.349 |
2.349 |
2.312 |
|
| R1 |
2.326 |
2.326 |
2.307 |
2.313 |
| PP |
2.300 |
2.300 |
2.300 |
2.294 |
| S1 |
2.277 |
2.277 |
2.299 |
2.264 |
| S2 |
2.251 |
2.251 |
2.294 |
|
| S3 |
2.202 |
2.228 |
2.290 |
|
| S4 |
2.153 |
2.179 |
2.276 |
|
|
| 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 |
2.365 |
2.274 |
0.091 |
4.0% |
0.053 |
2.3% |
32% |
False |
True |
27,856 |
| 10 |
2.519 |
2.274 |
0.245 |
10.6% |
0.071 |
3.1% |
12% |
False |
True |
26,593 |
| 20 |
2.581 |
2.274 |
0.307 |
13.3% |
0.069 |
3.0% |
9% |
False |
True |
25,897 |
| 40 |
2.746 |
2.274 |
0.472 |
20.5% |
0.063 |
2.8% |
6% |
False |
True |
22,571 |
| 60 |
2.912 |
2.274 |
0.638 |
27.7% |
0.058 |
2.5% |
5% |
False |
True |
19,218 |
| 80 |
3.056 |
2.274 |
0.782 |
34.0% |
0.054 |
2.3% |
4% |
False |
True |
16,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.531 |
|
2.618 |
2.451 |
|
1.618 |
2.402 |
|
1.000 |
2.372 |
|
0.618 |
2.353 |
|
HIGH |
2.323 |
|
0.618 |
2.304 |
|
0.500 |
2.299 |
|
0.382 |
2.293 |
|
LOW |
2.274 |
|
0.618 |
2.244 |
|
1.000 |
2.225 |
|
1.618 |
2.195 |
|
2.618 |
2.146 |
|
4.250 |
2.066 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.302 |
2.319 |
| PP |
2.300 |
2.314 |
| S1 |
2.299 |
2.308 |
|