NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.174 |
2.198 |
0.024 |
1.1% |
2.175 |
| High |
2.200 |
2.211 |
0.011 |
0.5% |
2.259 |
| Low |
2.131 |
2.167 |
0.036 |
1.7% |
2.131 |
| Close |
2.181 |
2.186 |
0.005 |
0.2% |
2.186 |
| Range |
0.069 |
0.044 |
-0.025 |
-36.2% |
0.128 |
| ATR |
0.087 |
0.084 |
-0.003 |
-3.5% |
0.000 |
| Volume |
143,065 |
85,242 |
-57,823 |
-40.4% |
595,442 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.320 |
2.297 |
2.210 |
|
| R3 |
2.276 |
2.253 |
2.198 |
|
| R2 |
2.232 |
2.232 |
2.194 |
|
| R1 |
2.209 |
2.209 |
2.190 |
2.199 |
| PP |
2.188 |
2.188 |
2.188 |
2.183 |
| S1 |
2.165 |
2.165 |
2.182 |
2.155 |
| S2 |
2.144 |
2.144 |
2.178 |
|
| S3 |
2.100 |
2.121 |
2.174 |
|
| S4 |
2.056 |
2.077 |
2.162 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.576 |
2.509 |
2.256 |
|
| R3 |
2.448 |
2.381 |
2.221 |
|
| R2 |
2.320 |
2.320 |
2.209 |
|
| R1 |
2.253 |
2.253 |
2.198 |
2.287 |
| PP |
2.192 |
2.192 |
2.192 |
2.209 |
| S1 |
2.125 |
2.125 |
2.174 |
2.159 |
| S2 |
2.064 |
2.064 |
2.163 |
|
| S3 |
1.936 |
1.997 |
2.151 |
|
| S4 |
1.808 |
1.869 |
2.116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.259 |
2.131 |
0.128 |
5.9% |
0.066 |
3.0% |
43% |
False |
False |
119,088 |
| 10 |
2.412 |
2.131 |
0.281 |
12.9% |
0.084 |
3.9% |
20% |
False |
False |
115,516 |
| 20 |
2.600 |
2.131 |
0.469 |
21.5% |
0.086 |
3.9% |
12% |
False |
False |
106,632 |
| 40 |
2.918 |
2.131 |
0.787 |
36.0% |
0.081 |
3.7% |
7% |
False |
False |
80,745 |
| 60 |
3.103 |
2.131 |
0.972 |
44.5% |
0.074 |
3.4% |
6% |
False |
False |
64,714 |
| 80 |
3.293 |
2.131 |
1.162 |
53.2% |
0.070 |
3.2% |
5% |
False |
False |
54,079 |
| 100 |
3.343 |
2.131 |
1.212 |
55.4% |
0.069 |
3.1% |
5% |
False |
False |
47,081 |
| 120 |
3.383 |
2.131 |
1.252 |
57.3% |
0.068 |
3.1% |
4% |
False |
False |
41,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.398 |
|
2.618 |
2.326 |
|
1.618 |
2.282 |
|
1.000 |
2.255 |
|
0.618 |
2.238 |
|
HIGH |
2.211 |
|
0.618 |
2.194 |
|
0.500 |
2.189 |
|
0.382 |
2.184 |
|
LOW |
2.167 |
|
0.618 |
2.140 |
|
1.000 |
2.123 |
|
1.618 |
2.096 |
|
2.618 |
2.052 |
|
4.250 |
1.980 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.189 |
2.183 |
| PP |
2.188 |
2.181 |
| S1 |
2.187 |
2.178 |
|