NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.977 |
1.961 |
-0.016 |
-0.8% |
2.238 |
| High |
1.985 |
1.969 |
-0.016 |
-0.8% |
2.238 |
| Low |
1.929 |
1.864 |
-0.065 |
-3.4% |
2.022 |
| Close |
1.959 |
1.886 |
-0.073 |
-3.7% |
2.050 |
| Range |
0.056 |
0.105 |
0.049 |
87.5% |
0.216 |
| ATR |
0.082 |
0.084 |
0.002 |
2.0% |
0.000 |
| Volume |
58,027 |
93,013 |
34,986 |
60.3% |
376,479 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.221 |
2.159 |
1.944 |
|
| R3 |
2.116 |
2.054 |
1.915 |
|
| R2 |
2.011 |
2.011 |
1.905 |
|
| R1 |
1.949 |
1.949 |
1.896 |
1.928 |
| PP |
1.906 |
1.906 |
1.906 |
1.896 |
| S1 |
1.844 |
1.844 |
1.876 |
1.823 |
| S2 |
1.801 |
1.801 |
1.867 |
|
| S3 |
1.696 |
1.739 |
1.857 |
|
| S4 |
1.591 |
1.634 |
1.828 |
|
|
| 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 |
2.171 |
1.864 |
0.307 |
16.3% |
0.073 |
3.9% |
7% |
False |
True |
76,192 |
| 10 |
2.276 |
1.864 |
0.412 |
21.8% |
0.072 |
3.8% |
5% |
False |
True |
63,238 |
| 20 |
2.605 |
1.864 |
0.741 |
39.3% |
0.081 |
4.3% |
3% |
False |
True |
43,254 |
| 40 |
2.851 |
1.864 |
0.987 |
52.3% |
0.082 |
4.3% |
2% |
False |
True |
32,593 |
| 60 |
2.989 |
1.864 |
1.125 |
59.7% |
0.073 |
3.9% |
2% |
False |
True |
25,751 |
| 80 |
3.097 |
1.864 |
1.233 |
65.4% |
0.067 |
3.6% |
2% |
False |
True |
21,016 |
| 100 |
3.282 |
1.864 |
1.418 |
75.2% |
0.065 |
3.5% |
2% |
False |
True |
17,709 |
| 120 |
3.333 |
1.864 |
1.469 |
77.9% |
0.065 |
3.4% |
1% |
False |
True |
15,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.415 |
|
2.618 |
2.244 |
|
1.618 |
2.139 |
|
1.000 |
2.074 |
|
0.618 |
2.034 |
|
HIGH |
1.969 |
|
0.618 |
1.929 |
|
0.500 |
1.917 |
|
0.382 |
1.904 |
|
LOW |
1.864 |
|
0.618 |
1.799 |
|
1.000 |
1.759 |
|
1.618 |
1.694 |
|
2.618 |
1.589 |
|
4.250 |
1.418 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.917 |
1.965 |
| PP |
1.906 |
1.939 |
| S1 |
1.896 |
1.912 |
|