NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.804 |
1.825 |
0.021 |
1.2% |
2.159 |
| High |
1.849 |
1.854 |
0.005 |
0.3% |
2.162 |
| Low |
1.775 |
1.734 |
-0.041 |
-2.3% |
1.959 |
| Close |
1.790 |
1.755 |
-0.035 |
-2.0% |
1.990 |
| Range |
0.074 |
0.120 |
0.046 |
62.2% |
0.203 |
| ATR |
0.088 |
0.090 |
0.002 |
2.6% |
0.000 |
| Volume |
157,968 |
213,109 |
55,141 |
34.9% |
869,330 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.141 |
2.068 |
1.821 |
|
| R3 |
2.021 |
1.948 |
1.788 |
|
| R2 |
1.901 |
1.901 |
1.777 |
|
| R1 |
1.828 |
1.828 |
1.766 |
1.805 |
| PP |
1.781 |
1.781 |
1.781 |
1.769 |
| S1 |
1.708 |
1.708 |
1.744 |
1.685 |
| S2 |
1.661 |
1.661 |
1.733 |
|
| S3 |
1.541 |
1.588 |
1.722 |
|
| S4 |
1.421 |
1.468 |
1.689 |
|
|
| 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 |
2.011 |
1.734 |
0.277 |
15.8% |
0.083 |
4.8% |
8% |
False |
True |
170,340 |
| 10 |
2.211 |
1.734 |
0.477 |
27.2% |
0.081 |
4.6% |
4% |
False |
True |
163,815 |
| 20 |
2.510 |
1.734 |
0.776 |
44.2% |
0.086 |
4.9% |
3% |
False |
True |
141,069 |
| 40 |
2.768 |
1.734 |
1.034 |
58.9% |
0.087 |
5.0% |
2% |
False |
True |
108,542 |
| 60 |
2.987 |
1.734 |
1.253 |
71.4% |
0.080 |
4.5% |
2% |
False |
True |
87,646 |
| 80 |
3.103 |
1.734 |
1.369 |
78.0% |
0.073 |
4.1% |
2% |
False |
True |
70,999 |
| 100 |
3.293 |
1.734 |
1.559 |
88.8% |
0.071 |
4.0% |
1% |
False |
True |
61,376 |
| 120 |
3.343 |
1.734 |
1.609 |
91.7% |
0.070 |
4.0% |
1% |
False |
True |
53,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.364 |
|
2.618 |
2.168 |
|
1.618 |
2.048 |
|
1.000 |
1.974 |
|
0.618 |
1.928 |
|
HIGH |
1.854 |
|
0.618 |
1.808 |
|
0.500 |
1.794 |
|
0.382 |
1.780 |
|
LOW |
1.734 |
|
0.618 |
1.660 |
|
1.000 |
1.614 |
|
1.618 |
1.540 |
|
2.618 |
1.420 |
|
4.250 |
1.224 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.794 |
1.820 |
| PP |
1.781 |
1.798 |
| S1 |
1.768 |
1.777 |
|