NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.269 |
2.335 |
0.066 |
2.9% |
2.275 |
| High |
2.321 |
2.438 |
0.117 |
5.0% |
2.321 |
| Low |
2.267 |
2.327 |
0.060 |
2.6% |
2.225 |
| Close |
2.310 |
2.430 |
0.120 |
5.2% |
2.310 |
| Range |
0.054 |
0.111 |
0.057 |
105.6% |
0.096 |
| ATR |
0.064 |
0.069 |
0.005 |
7.1% |
0.000 |
| Volume |
2,300 |
9,555 |
7,255 |
315.4% |
18,886 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.731 |
2.692 |
2.491 |
|
| R3 |
2.620 |
2.581 |
2.461 |
|
| R2 |
2.509 |
2.509 |
2.450 |
|
| R1 |
2.470 |
2.470 |
2.440 |
2.490 |
| PP |
2.398 |
2.398 |
2.398 |
2.408 |
| S1 |
2.359 |
2.359 |
2.420 |
2.379 |
| S2 |
2.287 |
2.287 |
2.410 |
|
| S3 |
2.176 |
2.248 |
2.399 |
|
| S4 |
2.065 |
2.137 |
2.369 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.573 |
2.538 |
2.363 |
|
| R3 |
2.477 |
2.442 |
2.336 |
|
| R2 |
2.381 |
2.381 |
2.328 |
|
| R1 |
2.346 |
2.346 |
2.319 |
2.364 |
| PP |
2.285 |
2.285 |
2.285 |
2.294 |
| S1 |
2.250 |
2.250 |
2.301 |
2.268 |
| S2 |
2.189 |
2.189 |
2.292 |
|
| S3 |
2.093 |
2.154 |
2.284 |
|
| S4 |
1.997 |
2.058 |
2.257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.438 |
2.225 |
0.213 |
8.8% |
0.072 |
3.0% |
96% |
True |
False |
5,688 |
| 10 |
2.438 |
2.147 |
0.291 |
12.0% |
0.072 |
3.0% |
97% |
True |
False |
7,234 |
| 20 |
2.450 |
2.147 |
0.303 |
12.5% |
0.057 |
2.4% |
93% |
False |
False |
7,264 |
| 40 |
2.642 |
2.147 |
0.495 |
20.4% |
0.059 |
2.4% |
57% |
False |
False |
5,298 |
| 60 |
2.787 |
2.147 |
0.640 |
26.3% |
0.054 |
2.2% |
44% |
False |
False |
4,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.910 |
|
2.618 |
2.729 |
|
1.618 |
2.618 |
|
1.000 |
2.549 |
|
0.618 |
2.507 |
|
HIGH |
2.438 |
|
0.618 |
2.396 |
|
0.500 |
2.383 |
|
0.382 |
2.369 |
|
LOW |
2.327 |
|
0.618 |
2.258 |
|
1.000 |
2.216 |
|
1.618 |
2.147 |
|
2.618 |
2.036 |
|
4.250 |
1.855 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.414 |
2.397 |
| PP |
2.398 |
2.364 |
| S1 |
2.383 |
2.332 |
|