NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.913 |
1.900 |
-0.013 |
-0.7% |
2.159 |
| High |
1.923 |
1.905 |
-0.018 |
-0.9% |
2.162 |
| Low |
1.862 |
1.795 |
-0.067 |
-3.6% |
1.959 |
| Close |
1.894 |
1.822 |
-0.072 |
-3.8% |
1.990 |
| Range |
0.061 |
0.110 |
0.049 |
80.3% |
0.203 |
| ATR |
0.087 |
0.089 |
0.002 |
1.9% |
0.000 |
| Volume |
140,549 |
171,961 |
31,412 |
22.3% |
869,330 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.171 |
2.106 |
1.883 |
|
| R3 |
2.061 |
1.996 |
1.852 |
|
| R2 |
1.951 |
1.951 |
1.842 |
|
| R1 |
1.886 |
1.886 |
1.832 |
1.864 |
| PP |
1.841 |
1.841 |
1.841 |
1.829 |
| S1 |
1.776 |
1.776 |
1.812 |
1.754 |
| S2 |
1.731 |
1.731 |
1.802 |
|
| S3 |
1.621 |
1.666 |
1.792 |
|
| S4 |
1.511 |
1.556 |
1.762 |
|
|
| 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 |
1.795 |
0.323 |
17.7% |
0.079 |
4.3% |
8% |
False |
True |
164,120 |
| 10 |
2.225 |
1.795 |
0.430 |
23.6% |
0.076 |
4.2% |
6% |
False |
True |
154,365 |
| 20 |
2.564 |
1.795 |
0.769 |
42.2% |
0.086 |
4.7% |
4% |
False |
True |
131,082 |
| 40 |
2.842 |
1.795 |
1.047 |
57.5% |
0.086 |
4.7% |
3% |
False |
True |
101,412 |
| 60 |
2.987 |
1.795 |
1.192 |
65.4% |
0.077 |
4.2% |
2% |
False |
True |
82,049 |
| 80 |
3.103 |
1.795 |
1.308 |
71.8% |
0.072 |
3.9% |
2% |
False |
True |
66,899 |
| 100 |
3.293 |
1.795 |
1.498 |
82.2% |
0.070 |
3.8% |
2% |
False |
True |
57,887 |
| 120 |
3.343 |
1.795 |
1.548 |
85.0% |
0.070 |
3.8% |
2% |
False |
True |
50,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.373 |
|
2.618 |
2.193 |
|
1.618 |
2.083 |
|
1.000 |
2.015 |
|
0.618 |
1.973 |
|
HIGH |
1.905 |
|
0.618 |
1.863 |
|
0.500 |
1.850 |
|
0.382 |
1.837 |
|
LOW |
1.795 |
|
0.618 |
1.727 |
|
1.000 |
1.685 |
|
1.618 |
1.617 |
|
2.618 |
1.507 |
|
4.250 |
1.328 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.850 |
1.903 |
| PP |
1.841 |
1.876 |
| S1 |
1.831 |
1.849 |
|