NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.836 |
1.929 |
0.093 |
5.1% |
1.913 |
| High |
1.948 |
1.939 |
-0.009 |
-0.5% |
1.923 |
| Low |
1.787 |
1.863 |
0.076 |
4.3% |
1.684 |
| Close |
1.911 |
1.888 |
-0.023 |
-1.2% |
1.767 |
| Range |
0.161 |
0.076 |
-0.085 |
-52.8% |
0.239 |
| ATR |
0.098 |
0.097 |
-0.002 |
-1.6% |
0.000 |
| Volume |
182,619 |
112,282 |
-70,337 |
-38.5% |
834,502 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.125 |
2.082 |
1.930 |
|
| R3 |
2.049 |
2.006 |
1.909 |
|
| R2 |
1.973 |
1.973 |
1.902 |
|
| R1 |
1.930 |
1.930 |
1.895 |
1.914 |
| PP |
1.897 |
1.897 |
1.897 |
1.888 |
| S1 |
1.854 |
1.854 |
1.881 |
1.838 |
| S2 |
1.821 |
1.821 |
1.874 |
|
| S3 |
1.745 |
1.778 |
1.867 |
|
| S4 |
1.669 |
1.702 |
1.846 |
|
|
| 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 |
14.0% |
0.110 |
5.8% |
77% |
False |
False |
163,378 |
| 10 |
2.118 |
1.684 |
0.434 |
23.0% |
0.095 |
5.0% |
47% |
False |
False |
163,749 |
| 20 |
2.347 |
1.684 |
0.663 |
35.1% |
0.086 |
4.5% |
31% |
False |
False |
144,418 |
| 40 |
2.600 |
1.684 |
0.916 |
48.5% |
0.090 |
4.8% |
22% |
False |
False |
115,757 |
| 60 |
2.958 |
1.684 |
1.274 |
67.5% |
0.082 |
4.3% |
16% |
False |
False |
93,363 |
| 80 |
3.103 |
1.684 |
1.419 |
75.2% |
0.075 |
4.0% |
14% |
False |
False |
75,934 |
| 100 |
3.293 |
1.684 |
1.609 |
85.2% |
0.072 |
3.8% |
13% |
False |
False |
65,354 |
| 120 |
3.343 |
1.684 |
1.659 |
87.9% |
0.072 |
3.8% |
12% |
False |
False |
57,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.262 |
|
2.618 |
2.138 |
|
1.618 |
2.062 |
|
1.000 |
2.015 |
|
0.618 |
1.986 |
|
HIGH |
1.939 |
|
0.618 |
1.910 |
|
0.500 |
1.901 |
|
0.382 |
1.892 |
|
LOW |
1.863 |
|
0.618 |
1.816 |
|
1.000 |
1.787 |
|
1.618 |
1.740 |
|
2.618 |
1.664 |
|
4.250 |
1.540 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.901 |
1.864 |
| PP |
1.897 |
1.840 |
| S1 |
1.892 |
1.816 |
|