NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.379 |
2.381 |
0.002 |
0.1% |
2.374 |
| High |
2.404 |
2.386 |
-0.018 |
-0.7% |
2.451 |
| Low |
2.367 |
2.342 |
-0.025 |
-1.1% |
2.334 |
| Close |
2.399 |
2.352 |
-0.047 |
-2.0% |
2.366 |
| Range |
0.037 |
0.044 |
0.007 |
18.9% |
0.117 |
| ATR |
0.064 |
0.063 |
0.000 |
-0.8% |
0.000 |
| Volume |
13,637 |
15,359 |
1,722 |
12.6% |
27,432 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.492 |
2.466 |
2.376 |
|
| R3 |
2.448 |
2.422 |
2.364 |
|
| R2 |
2.404 |
2.404 |
2.360 |
|
| R1 |
2.378 |
2.378 |
2.356 |
2.369 |
| PP |
2.360 |
2.360 |
2.360 |
2.356 |
| S1 |
2.334 |
2.334 |
2.348 |
2.325 |
| S2 |
2.316 |
2.316 |
2.344 |
|
| S3 |
2.272 |
2.290 |
2.340 |
|
| S4 |
2.228 |
2.246 |
2.328 |
|
|
| 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 |
4.7% |
0.046 |
1.9% |
10% |
False |
False |
9,070 |
| 10 |
2.584 |
2.334 |
0.250 |
10.6% |
0.064 |
2.7% |
7% |
False |
False |
8,977 |
| 20 |
2.602 |
2.334 |
0.268 |
11.4% |
0.063 |
2.7% |
7% |
False |
False |
7,986 |
| 40 |
2.760 |
2.334 |
0.426 |
18.1% |
0.057 |
2.4% |
4% |
False |
False |
6,304 |
| 60 |
2.907 |
2.334 |
0.573 |
24.4% |
0.052 |
2.2% |
3% |
False |
False |
5,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.573 |
|
2.618 |
2.501 |
|
1.618 |
2.457 |
|
1.000 |
2.430 |
|
0.618 |
2.413 |
|
HIGH |
2.386 |
|
0.618 |
2.369 |
|
0.500 |
2.364 |
|
0.382 |
2.359 |
|
LOW |
2.342 |
|
0.618 |
2.315 |
|
1.000 |
2.298 |
|
1.618 |
2.271 |
|
2.618 |
2.227 |
|
4.250 |
2.155 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.364 |
2.373 |
| PP |
2.360 |
2.366 |
| S1 |
2.356 |
2.359 |
|