NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.343 |
2.379 |
0.036 |
1.5% |
2.374 |
| High |
2.393 |
2.404 |
0.011 |
0.5% |
2.451 |
| Low |
2.341 |
2.367 |
0.026 |
1.1% |
2.334 |
| Close |
2.391 |
2.399 |
0.008 |
0.3% |
2.366 |
| Range |
0.052 |
0.037 |
-0.015 |
-28.8% |
0.117 |
| ATR |
0.066 |
0.064 |
-0.002 |
-3.1% |
0.000 |
| Volume |
6,564 |
13,637 |
7,073 |
107.8% |
27,432 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.501 |
2.487 |
2.419 |
|
| R3 |
2.464 |
2.450 |
2.409 |
|
| R2 |
2.427 |
2.427 |
2.406 |
|
| R1 |
2.413 |
2.413 |
2.402 |
2.420 |
| PP |
2.390 |
2.390 |
2.390 |
2.394 |
| S1 |
2.376 |
2.376 |
2.396 |
2.383 |
| S2 |
2.353 |
2.353 |
2.392 |
|
| S3 |
2.316 |
2.339 |
2.389 |
|
| S4 |
2.279 |
2.302 |
2.379 |
|
|
| 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 |
2.341 |
0.110 |
4.6% |
0.052 |
2.2% |
53% |
False |
False |
8,084 |
| 10 |
2.585 |
2.334 |
0.251 |
10.5% |
0.067 |
2.8% |
26% |
False |
False |
7,968 |
| 20 |
2.602 |
2.334 |
0.268 |
11.2% |
0.062 |
2.6% |
24% |
False |
False |
7,492 |
| 40 |
2.760 |
2.334 |
0.426 |
17.8% |
0.057 |
2.4% |
15% |
False |
False |
6,036 |
| 60 |
2.907 |
2.334 |
0.573 |
23.9% |
0.052 |
2.2% |
11% |
False |
False |
4,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.561 |
|
2.618 |
2.501 |
|
1.618 |
2.464 |
|
1.000 |
2.441 |
|
0.618 |
2.427 |
|
HIGH |
2.404 |
|
0.618 |
2.390 |
|
0.500 |
2.386 |
|
0.382 |
2.381 |
|
LOW |
2.367 |
|
0.618 |
2.344 |
|
1.000 |
2.330 |
|
1.618 |
2.307 |
|
2.618 |
2.270 |
|
4.250 |
2.210 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.395 |
2.390 |
| PP |
2.390 |
2.381 |
| S1 |
2.386 |
2.373 |
|