NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.381 |
2.338 |
-0.043 |
-1.8% |
2.374 |
| High |
2.386 |
2.368 |
-0.018 |
-0.8% |
2.451 |
| Low |
2.342 |
2.324 |
-0.018 |
-0.8% |
2.334 |
| Close |
2.352 |
2.349 |
-0.003 |
-0.1% |
2.366 |
| Range |
0.044 |
0.044 |
0.000 |
0.0% |
0.117 |
| ATR |
0.063 |
0.062 |
-0.001 |
-2.2% |
0.000 |
| Volume |
15,359 |
11,351 |
-4,008 |
-26.1% |
27,432 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.479 |
2.458 |
2.373 |
|
| R3 |
2.435 |
2.414 |
2.361 |
|
| R2 |
2.391 |
2.391 |
2.357 |
|
| R1 |
2.370 |
2.370 |
2.353 |
2.381 |
| PP |
2.347 |
2.347 |
2.347 |
2.352 |
| S1 |
2.326 |
2.326 |
2.345 |
2.337 |
| S2 |
2.303 |
2.303 |
2.341 |
|
| S3 |
2.259 |
2.282 |
2.337 |
|
| S4 |
2.215 |
2.238 |
2.325 |
|
|
| 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 |
2.404 |
2.324 |
0.080 |
3.4% |
0.043 |
1.8% |
31% |
False |
True |
10,040 |
| 10 |
2.548 |
2.324 |
0.224 |
9.5% |
0.063 |
2.7% |
11% |
False |
True |
9,386 |
| 20 |
2.602 |
2.324 |
0.278 |
11.8% |
0.062 |
2.6% |
9% |
False |
True |
8,343 |
| 40 |
2.760 |
2.324 |
0.436 |
18.6% |
0.058 |
2.4% |
6% |
False |
True |
6,423 |
| 60 |
2.907 |
2.324 |
0.583 |
24.8% |
0.052 |
2.2% |
4% |
False |
True |
5,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.555 |
|
2.618 |
2.483 |
|
1.618 |
2.439 |
|
1.000 |
2.412 |
|
0.618 |
2.395 |
|
HIGH |
2.368 |
|
0.618 |
2.351 |
|
0.500 |
2.346 |
|
0.382 |
2.341 |
|
LOW |
2.324 |
|
0.618 |
2.297 |
|
1.000 |
2.280 |
|
1.618 |
2.253 |
|
2.618 |
2.209 |
|
4.250 |
2.137 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.348 |
2.364 |
| PP |
2.347 |
2.359 |
| S1 |
2.346 |
2.354 |
|