NYMEX Natural Gas Future May 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 |
2.431 |
2.388 |
-0.043 |
-1.8% |
2.374 |
High |
2.451 |
2.388 |
-0.063 |
-2.6% |
2.451 |
Low |
2.393 |
2.350 |
-0.043 |
-1.8% |
2.334 |
Close |
2.422 |
2.366 |
-0.056 |
-2.3% |
2.366 |
Range |
0.058 |
0.038 |
-0.020 |
-34.5% |
0.117 |
ATR |
0.067 |
0.067 |
0.000 |
0.6% |
0.000 |
Volume |
6,497 |
3,293 |
-3,204 |
-49.3% |
27,432 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.482 |
2.462 |
2.387 |
|
R3 |
2.444 |
2.424 |
2.376 |
|
R2 |
2.406 |
2.406 |
2.373 |
|
R1 |
2.386 |
2.386 |
2.369 |
2.377 |
PP |
2.368 |
2.368 |
2.368 |
2.364 |
S1 |
2.348 |
2.348 |
2.363 |
2.339 |
S2 |
2.330 |
2.330 |
2.359 |
|
S3 |
2.292 |
2.310 |
2.356 |
|
S4 |
2.254 |
2.272 |
2.345 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.735 |
2.667 |
2.430 |
|
R3 |
2.618 |
2.550 |
2.398 |
|
R2 |
2.501 |
2.501 |
2.387 |
|
R1 |
2.433 |
2.433 |
2.377 |
2.409 |
PP |
2.384 |
2.384 |
2.384 |
2.371 |
S1 |
2.316 |
2.316 |
2.355 |
2.292 |
S2 |
2.267 |
2.267 |
2.345 |
|
S3 |
2.150 |
2.199 |
2.334 |
|
S4 |
2.033 |
2.082 |
2.302 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.470 |
2.334 |
0.136 |
5.7% |
0.074 |
3.1% |
24% |
False |
False |
7,565 |
10 |
2.602 |
2.334 |
0.268 |
11.3% |
0.068 |
2.9% |
12% |
False |
False |
7,227 |
20 |
2.602 |
2.334 |
0.268 |
11.3% |
0.065 |
2.7% |
12% |
False |
False |
7,224 |
40 |
2.760 |
2.334 |
0.426 |
18.0% |
0.057 |
2.4% |
8% |
False |
False |
5,684 |
60 |
2.907 |
2.334 |
0.573 |
24.2% |
0.052 |
2.2% |
6% |
False |
False |
4,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.550 |
2.618 |
2.487 |
1.618 |
2.449 |
1.000 |
2.426 |
0.618 |
2.411 |
HIGH |
2.388 |
0.618 |
2.373 |
0.500 |
2.369 |
0.382 |
2.365 |
LOW |
2.350 |
0.618 |
2.327 |
1.000 |
2.312 |
1.618 |
2.289 |
2.618 |
2.251 |
4.250 |
2.189 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
2.369 |
2.401 |
PP |
2.368 |
2.389 |
S1 |
2.367 |
2.378 |
|