NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.122 |
2.061 |
-0.061 |
-2.9% |
2.238 |
| High |
2.150 |
2.066 |
-0.084 |
-3.9% |
2.238 |
| Low |
2.062 |
2.022 |
-0.040 |
-1.9% |
2.022 |
| Close |
2.075 |
2.050 |
-0.025 |
-1.2% |
2.050 |
| Range |
0.088 |
0.044 |
-0.044 |
-50.0% |
0.216 |
| ATR |
0.081 |
0.079 |
-0.002 |
-2.5% |
0.000 |
| Volume |
83,167 |
71,483 |
-11,684 |
-14.0% |
376,479 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.178 |
2.158 |
2.074 |
|
| R3 |
2.134 |
2.114 |
2.062 |
|
| R2 |
2.090 |
2.090 |
2.058 |
|
| R1 |
2.070 |
2.070 |
2.054 |
2.058 |
| PP |
2.046 |
2.046 |
2.046 |
2.040 |
| S1 |
2.026 |
2.026 |
2.046 |
2.014 |
| S2 |
2.002 |
2.002 |
2.042 |
|
| S3 |
1.958 |
1.982 |
2.038 |
|
| S4 |
1.914 |
1.938 |
2.026 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.751 |
2.617 |
2.169 |
|
| R3 |
2.535 |
2.401 |
2.109 |
|
| R2 |
2.319 |
2.319 |
2.090 |
|
| R1 |
2.185 |
2.185 |
2.070 |
2.144 |
| PP |
2.103 |
2.103 |
2.103 |
2.083 |
| S1 |
1.969 |
1.969 |
2.030 |
1.928 |
| S2 |
1.887 |
1.887 |
2.010 |
|
| S3 |
1.671 |
1.753 |
1.991 |
|
| S4 |
1.455 |
1.537 |
1.931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.238 |
2.022 |
0.216 |
10.5% |
0.077 |
3.8% |
13% |
False |
True |
75,295 |
| 10 |
2.310 |
2.022 |
0.288 |
14.0% |
0.070 |
3.4% |
10% |
False |
True |
54,037 |
| 20 |
2.637 |
2.022 |
0.615 |
30.0% |
0.081 |
4.0% |
5% |
False |
True |
38,237 |
| 40 |
2.851 |
2.022 |
0.829 |
40.4% |
0.080 |
3.9% |
3% |
False |
True |
29,243 |
| 60 |
3.004 |
2.022 |
0.982 |
47.9% |
0.072 |
3.5% |
3% |
False |
True |
23,475 |
| 80 |
3.141 |
2.022 |
1.119 |
54.6% |
0.067 |
3.3% |
3% |
False |
True |
19,265 |
| 100 |
3.333 |
2.022 |
1.311 |
64.0% |
0.065 |
3.2% |
2% |
False |
True |
16,253 |
| 120 |
3.333 |
2.022 |
1.311 |
64.0% |
0.064 |
3.1% |
2% |
False |
True |
14,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.253 |
|
2.618 |
2.181 |
|
1.618 |
2.137 |
|
1.000 |
2.110 |
|
0.618 |
2.093 |
|
HIGH |
2.066 |
|
0.618 |
2.049 |
|
0.500 |
2.044 |
|
0.382 |
2.039 |
|
LOW |
2.022 |
|
0.618 |
1.995 |
|
1.000 |
1.978 |
|
1.618 |
1.951 |
|
2.618 |
1.907 |
|
4.250 |
1.835 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.048 |
2.097 |
| PP |
2.046 |
2.081 |
| S1 |
2.044 |
2.066 |
|