NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.929 |
1.912 |
-0.017 |
-0.9% |
1.913 |
| High |
1.939 |
2.009 |
0.070 |
3.6% |
1.923 |
| Low |
1.863 |
1.871 |
0.008 |
0.4% |
1.684 |
| Close |
1.888 |
1.983 |
0.095 |
5.0% |
1.767 |
| Range |
0.076 |
0.138 |
0.062 |
81.6% |
0.239 |
| ATR |
0.097 |
0.100 |
0.003 |
3.0% |
0.000 |
| Volume |
112,282 |
102,217 |
-10,065 |
-9.0% |
834,502 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.368 |
2.314 |
2.059 |
|
| R3 |
2.230 |
2.176 |
2.021 |
|
| R2 |
2.092 |
2.092 |
2.008 |
|
| R1 |
2.038 |
2.038 |
1.996 |
2.065 |
| PP |
1.954 |
1.954 |
1.954 |
1.968 |
| S1 |
1.900 |
1.900 |
1.970 |
1.927 |
| S2 |
1.816 |
1.816 |
1.958 |
|
| S3 |
1.678 |
1.762 |
1.945 |
|
| S4 |
1.540 |
1.624 |
1.907 |
|
|
| 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 |
2.009 |
1.684 |
0.325 |
16.4% |
0.123 |
6.2% |
92% |
True |
False |
152,228 |
| 10 |
2.099 |
1.684 |
0.415 |
20.9% |
0.101 |
5.1% |
72% |
False |
False |
158,613 |
| 20 |
2.347 |
1.684 |
0.663 |
33.4% |
0.088 |
4.5% |
45% |
False |
False |
143,347 |
| 40 |
2.600 |
1.684 |
0.916 |
46.2% |
0.092 |
4.6% |
33% |
False |
False |
117,187 |
| 60 |
2.918 |
1.684 |
1.234 |
62.2% |
0.083 |
4.2% |
24% |
False |
False |
94,583 |
| 80 |
3.103 |
1.684 |
1.419 |
71.6% |
0.076 |
3.9% |
21% |
False |
False |
76,999 |
| 100 |
3.293 |
1.684 |
1.609 |
81.1% |
0.073 |
3.7% |
19% |
False |
False |
66,181 |
| 120 |
3.343 |
1.684 |
1.659 |
83.7% |
0.072 |
3.6% |
18% |
False |
False |
57,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.596 |
|
2.618 |
2.370 |
|
1.618 |
2.232 |
|
1.000 |
2.147 |
|
0.618 |
2.094 |
|
HIGH |
2.009 |
|
0.618 |
1.956 |
|
0.500 |
1.940 |
|
0.382 |
1.924 |
|
LOW |
1.871 |
|
0.618 |
1.786 |
|
1.000 |
1.733 |
|
1.618 |
1.648 |
|
2.618 |
1.510 |
|
4.250 |
1.285 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.969 |
1.955 |
| PP |
1.954 |
1.926 |
| S1 |
1.940 |
1.898 |
|