NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2.388 |
2.343 |
-0.045 |
-1.9% |
2.374 |
| High |
2.388 |
2.393 |
0.005 |
0.2% |
2.451 |
| Low |
2.350 |
2.341 |
-0.009 |
-0.4% |
2.334 |
| Close |
2.366 |
2.391 |
0.025 |
1.1% |
2.366 |
| Range |
0.038 |
0.052 |
0.014 |
36.8% |
0.117 |
| ATR |
0.067 |
0.066 |
-0.001 |
-1.6% |
0.000 |
| Volume |
3,293 |
6,564 |
3,271 |
99.3% |
27,432 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.531 |
2.513 |
2.420 |
|
| R3 |
2.479 |
2.461 |
2.405 |
|
| R2 |
2.427 |
2.427 |
2.401 |
|
| R1 |
2.409 |
2.409 |
2.396 |
2.418 |
| PP |
2.375 |
2.375 |
2.375 |
2.380 |
| S1 |
2.357 |
2.357 |
2.386 |
2.366 |
| S2 |
2.323 |
2.323 |
2.381 |
|
| S3 |
2.271 |
2.305 |
2.377 |
|
| S4 |
2.219 |
2.253 |
2.362 |
|
|
| 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 |
2.451 |
2.334 |
0.117 |
4.9% |
0.067 |
2.8% |
49% |
False |
False |
6,799 |
| 10 |
2.602 |
2.334 |
0.268 |
11.2% |
0.069 |
2.9% |
21% |
False |
False |
7,294 |
| 20 |
2.602 |
2.334 |
0.268 |
11.2% |
0.062 |
2.6% |
21% |
False |
False |
7,112 |
| 40 |
2.760 |
2.334 |
0.426 |
17.8% |
0.057 |
2.4% |
13% |
False |
False |
5,766 |
| 60 |
2.907 |
2.334 |
0.573 |
24.0% |
0.052 |
2.2% |
10% |
False |
False |
4,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.614 |
|
2.618 |
2.529 |
|
1.618 |
2.477 |
|
1.000 |
2.445 |
|
0.618 |
2.425 |
|
HIGH |
2.393 |
|
0.618 |
2.373 |
|
0.500 |
2.367 |
|
0.382 |
2.361 |
|
LOW |
2.341 |
|
0.618 |
2.309 |
|
1.000 |
2.289 |
|
1.618 |
2.257 |
|
2.618 |
2.205 |
|
4.250 |
2.120 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.383 |
2.396 |
| PP |
2.375 |
2.394 |
| S1 |
2.367 |
2.393 |
|