NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.003 |
1.913 |
-0.090 |
-4.5% |
2.159 |
| High |
2.011 |
1.923 |
-0.088 |
-4.4% |
2.162 |
| Low |
1.959 |
1.862 |
-0.097 |
-5.0% |
1.959 |
| Close |
1.990 |
1.894 |
-0.096 |
-4.8% |
1.990 |
| Range |
0.052 |
0.061 |
0.009 |
17.3% |
0.203 |
| ATR |
0.084 |
0.087 |
0.003 |
3.8% |
0.000 |
| Volume |
168,113 |
140,549 |
-27,564 |
-16.4% |
869,330 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.076 |
2.046 |
1.928 |
|
| R3 |
2.015 |
1.985 |
1.911 |
|
| R2 |
1.954 |
1.954 |
1.905 |
|
| R1 |
1.924 |
1.924 |
1.900 |
1.909 |
| PP |
1.893 |
1.893 |
1.893 |
1.885 |
| S1 |
1.863 |
1.863 |
1.888 |
1.848 |
| S2 |
1.832 |
1.832 |
1.883 |
|
| S3 |
1.771 |
1.802 |
1.877 |
|
| S4 |
1.710 |
1.741 |
1.860 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.646 |
2.521 |
2.102 |
|
| R3 |
2.443 |
2.318 |
2.046 |
|
| R2 |
2.240 |
2.240 |
2.027 |
|
| R1 |
2.115 |
2.115 |
2.009 |
2.076 |
| PP |
2.037 |
2.037 |
2.037 |
2.018 |
| S1 |
1.912 |
1.912 |
1.971 |
1.873 |
| S2 |
1.834 |
1.834 |
1.953 |
|
| S3 |
1.631 |
1.709 |
1.934 |
|
| S4 |
1.428 |
1.506 |
1.878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.118 |
1.862 |
0.256 |
13.5% |
0.072 |
3.8% |
13% |
False |
True |
164,227 |
| 10 |
2.259 |
1.862 |
0.397 |
21.0% |
0.072 |
3.8% |
8% |
False |
True |
151,196 |
| 20 |
2.600 |
1.862 |
0.738 |
39.0% |
0.085 |
4.5% |
4% |
False |
True |
127,237 |
| 40 |
2.842 |
1.862 |
0.980 |
51.7% |
0.084 |
4.4% |
3% |
False |
True |
97,796 |
| 60 |
2.987 |
1.862 |
1.125 |
59.4% |
0.076 |
4.0% |
3% |
False |
True |
79,549 |
| 80 |
3.131 |
1.862 |
1.269 |
67.0% |
0.071 |
3.8% |
3% |
False |
True |
64,947 |
| 100 |
3.293 |
1.862 |
1.431 |
75.6% |
0.069 |
3.7% |
2% |
False |
True |
56,271 |
| 120 |
3.343 |
1.862 |
1.481 |
78.2% |
0.069 |
3.7% |
2% |
False |
True |
49,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.182 |
|
2.618 |
2.083 |
|
1.618 |
2.022 |
|
1.000 |
1.984 |
|
0.618 |
1.961 |
|
HIGH |
1.923 |
|
0.618 |
1.900 |
|
0.500 |
1.893 |
|
0.382 |
1.885 |
|
LOW |
1.862 |
|
0.618 |
1.824 |
|
1.000 |
1.801 |
|
1.618 |
1.763 |
|
2.618 |
1.702 |
|
4.250 |
1.603 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.894 |
1.981 |
| PP |
1.893 |
1.952 |
| S1 |
1.893 |
1.923 |
|