NYMEX Natural Gas Future May 2016
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
2.374 |
2.431 |
0.057 |
2.4% |
2.595 |
High |
2.446 |
2.449 |
0.003 |
0.1% |
2.602 |
Low |
2.334 |
2.376 |
0.042 |
1.8% |
2.382 |
Close |
2.443 |
2.437 |
-0.006 |
-0.2% |
2.388 |
Range |
0.112 |
0.073 |
-0.039 |
-34.8% |
0.220 |
ATR |
0.067 |
0.067 |
0.000 |
0.6% |
0.000 |
Volume |
7,213 |
10,429 |
3,216 |
44.6% |
38,947 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.640 |
2.611 |
2.477 |
|
R3 |
2.567 |
2.538 |
2.457 |
|
R2 |
2.494 |
2.494 |
2.450 |
|
R1 |
2.465 |
2.465 |
2.444 |
2.480 |
PP |
2.421 |
2.421 |
2.421 |
2.428 |
S1 |
2.392 |
2.392 |
2.430 |
2.407 |
S2 |
2.348 |
2.348 |
2.424 |
|
S3 |
2.275 |
2.319 |
2.417 |
|
S4 |
2.202 |
2.246 |
2.397 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.117 |
2.973 |
2.509 |
|
R3 |
2.897 |
2.753 |
2.449 |
|
R2 |
2.677 |
2.677 |
2.428 |
|
R1 |
2.533 |
2.533 |
2.408 |
2.495 |
PP |
2.457 |
2.457 |
2.457 |
2.439 |
S1 |
2.313 |
2.313 |
2.368 |
2.275 |
S2 |
2.237 |
2.237 |
2.348 |
|
S3 |
2.017 |
2.093 |
2.328 |
|
S4 |
1.797 |
1.873 |
2.267 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.584 |
2.334 |
0.250 |
10.3% |
0.083 |
3.4% |
41% |
False |
False |
8,884 |
10 |
2.602 |
2.334 |
0.268 |
11.0% |
0.068 |
2.8% |
38% |
False |
False |
7,925 |
20 |
2.602 |
2.334 |
0.268 |
11.0% |
0.070 |
2.9% |
38% |
False |
False |
7,469 |
40 |
2.760 |
2.334 |
0.426 |
17.5% |
0.057 |
2.4% |
24% |
False |
False |
5,656 |
60 |
2.907 |
2.334 |
0.573 |
23.5% |
0.051 |
2.1% |
18% |
False |
False |
4,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.759 |
2.618 |
2.640 |
1.618 |
2.567 |
1.000 |
2.522 |
0.618 |
2.494 |
HIGH |
2.449 |
0.618 |
2.421 |
0.500 |
2.413 |
0.382 |
2.404 |
LOW |
2.376 |
0.618 |
2.331 |
1.000 |
2.303 |
1.618 |
2.258 |
2.618 |
2.185 |
4.250 |
2.066 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
2.429 |
2.425 |
PP |
2.421 |
2.414 |
S1 |
2.413 |
2.402 |
|