NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.870 |
1.902 |
0.032 |
1.7% |
2.238 |
| High |
1.925 |
1.930 |
0.005 |
0.3% |
2.238 |
| Low |
1.842 |
1.859 |
0.017 |
0.9% |
2.022 |
| Close |
1.866 |
1.873 |
0.007 |
0.4% |
2.050 |
| Range |
0.083 |
0.071 |
-0.012 |
-14.5% |
0.216 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.1% |
0.000 |
| Volume |
93,122 |
111,661 |
18,539 |
19.9% |
376,479 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.100 |
2.058 |
1.912 |
|
| R3 |
2.029 |
1.987 |
1.893 |
|
| R2 |
1.958 |
1.958 |
1.886 |
|
| R1 |
1.916 |
1.916 |
1.880 |
1.902 |
| PP |
1.887 |
1.887 |
1.887 |
1.880 |
| S1 |
1.845 |
1.845 |
1.866 |
1.831 |
| S2 |
1.816 |
1.816 |
1.860 |
|
| S3 |
1.745 |
1.774 |
1.853 |
|
| S4 |
1.674 |
1.703 |
1.834 |
|
|
| 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 |
2.066 |
1.842 |
0.224 |
12.0% |
0.072 |
3.8% |
14% |
False |
False |
85,461 |
| 10 |
2.264 |
1.842 |
0.422 |
22.5% |
0.074 |
3.9% |
7% |
False |
False |
76,657 |
| 20 |
2.549 |
1.842 |
0.707 |
37.7% |
0.080 |
4.3% |
4% |
False |
False |
51,372 |
| 40 |
2.776 |
1.842 |
0.934 |
49.9% |
0.082 |
4.4% |
3% |
False |
False |
36,998 |
| 60 |
2.989 |
1.842 |
1.147 |
61.2% |
0.075 |
4.0% |
3% |
False |
False |
28,941 |
| 80 |
3.097 |
1.842 |
1.255 |
67.0% |
0.068 |
3.6% |
2% |
False |
False |
23,431 |
| 100 |
3.282 |
1.842 |
1.440 |
76.9% |
0.066 |
3.5% |
2% |
False |
False |
19,694 |
| 120 |
3.333 |
1.842 |
1.491 |
79.6% |
0.065 |
3.5% |
2% |
False |
False |
16,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.232 |
|
2.618 |
2.116 |
|
1.618 |
2.045 |
|
1.000 |
2.001 |
|
0.618 |
1.974 |
|
HIGH |
1.930 |
|
0.618 |
1.903 |
|
0.500 |
1.895 |
|
0.382 |
1.886 |
|
LOW |
1.859 |
|
0.618 |
1.815 |
|
1.000 |
1.788 |
|
1.618 |
1.744 |
|
2.618 |
1.673 |
|
4.250 |
1.557 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.895 |
1.906 |
| PP |
1.887 |
1.895 |
| S1 |
1.880 |
1.884 |
|