NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.738 |
1.836 |
0.098 |
5.6% |
1.913 |
| High |
1.805 |
1.948 |
0.143 |
7.9% |
1.923 |
| Low |
1.684 |
1.787 |
0.103 |
6.1% |
1.684 |
| Close |
1.767 |
1.911 |
0.144 |
8.1% |
1.767 |
| Range |
0.121 |
0.161 |
0.040 |
33.1% |
0.239 |
| ATR |
0.092 |
0.098 |
0.006 |
6.9% |
0.000 |
| Volume |
150,915 |
182,619 |
31,704 |
21.0% |
834,502 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.365 |
2.299 |
2.000 |
|
| R3 |
2.204 |
2.138 |
1.955 |
|
| R2 |
2.043 |
2.043 |
1.941 |
|
| R1 |
1.977 |
1.977 |
1.926 |
2.010 |
| PP |
1.882 |
1.882 |
1.882 |
1.899 |
| S1 |
1.816 |
1.816 |
1.896 |
1.849 |
| S2 |
1.721 |
1.721 |
1.881 |
|
| S3 |
1.560 |
1.655 |
1.867 |
|
| S4 |
1.399 |
1.494 |
1.822 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.508 |
2.377 |
1.898 |
|
| R3 |
2.269 |
2.138 |
1.833 |
|
| R2 |
2.030 |
2.030 |
1.811 |
|
| R1 |
1.899 |
1.899 |
1.789 |
1.845 |
| PP |
1.791 |
1.791 |
1.791 |
1.765 |
| S1 |
1.660 |
1.660 |
1.745 |
1.606 |
| S2 |
1.552 |
1.552 |
1.723 |
|
| S3 |
1.313 |
1.421 |
1.701 |
|
| S4 |
1.074 |
1.182 |
1.636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.948 |
1.684 |
0.264 |
13.8% |
0.117 |
6.1% |
86% |
True |
False |
175,314 |
| 10 |
2.118 |
1.684 |
0.434 |
22.7% |
0.095 |
5.0% |
52% |
False |
False |
169,771 |
| 20 |
2.351 |
1.684 |
0.667 |
34.9% |
0.088 |
4.6% |
34% |
False |
False |
144,872 |
| 40 |
2.600 |
1.684 |
0.916 |
47.9% |
0.091 |
4.7% |
25% |
False |
False |
114,370 |
| 60 |
2.987 |
1.684 |
1.303 |
68.2% |
0.082 |
4.3% |
17% |
False |
False |
92,057 |
| 80 |
3.103 |
1.684 |
1.419 |
74.3% |
0.075 |
3.9% |
16% |
False |
False |
74,660 |
| 100 |
3.293 |
1.684 |
1.609 |
84.2% |
0.072 |
3.8% |
14% |
False |
False |
64,386 |
| 120 |
3.343 |
1.684 |
1.659 |
86.8% |
0.071 |
3.7% |
14% |
False |
False |
56,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.632 |
|
2.618 |
2.369 |
|
1.618 |
2.208 |
|
1.000 |
2.109 |
|
0.618 |
2.047 |
|
HIGH |
1.948 |
|
0.618 |
1.886 |
|
0.500 |
1.868 |
|
0.382 |
1.849 |
|
LOW |
1.787 |
|
0.618 |
1.688 |
|
1.000 |
1.626 |
|
1.618 |
1.527 |
|
2.618 |
1.366 |
|
4.250 |
1.103 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.897 |
1.879 |
| PP |
1.882 |
1.848 |
| S1 |
1.868 |
1.816 |
|