NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.864 |
1.922 |
0.058 |
3.1% |
1.977 |
| High |
1.910 |
2.011 |
0.101 |
5.3% |
1.985 |
| Low |
1.802 |
1.877 |
0.075 |
4.2% |
1.802 |
| Close |
1.869 |
1.987 |
0.118 |
6.3% |
1.869 |
| Range |
0.108 |
0.134 |
0.026 |
24.1% |
0.183 |
| ATR |
0.085 |
0.089 |
0.004 |
4.8% |
0.000 |
| Volume |
95,113 |
113,309 |
18,196 |
19.1% |
450,936 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.360 |
2.308 |
2.061 |
|
| R3 |
2.226 |
2.174 |
2.024 |
|
| R2 |
2.092 |
2.092 |
2.012 |
|
| R1 |
2.040 |
2.040 |
1.999 |
2.066 |
| PP |
1.958 |
1.958 |
1.958 |
1.972 |
| S1 |
1.906 |
1.906 |
1.975 |
1.932 |
| S2 |
1.824 |
1.824 |
1.962 |
|
| S3 |
1.690 |
1.772 |
1.950 |
|
| S4 |
1.556 |
1.638 |
1.913 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.434 |
2.335 |
1.970 |
|
| R3 |
2.251 |
2.152 |
1.919 |
|
| R2 |
2.068 |
2.068 |
1.903 |
|
| R1 |
1.969 |
1.969 |
1.886 |
1.927 |
| PP |
1.885 |
1.885 |
1.885 |
1.865 |
| S1 |
1.786 |
1.786 |
1.852 |
1.744 |
| S2 |
1.702 |
1.702 |
1.835 |
|
| S3 |
1.519 |
1.603 |
1.819 |
|
| S4 |
1.336 |
1.420 |
1.768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.011 |
1.802 |
0.209 |
10.5% |
0.100 |
5.0% |
89% |
True |
False |
101,243 |
| 10 |
2.171 |
1.802 |
0.369 |
18.6% |
0.083 |
4.2% |
50% |
False |
False |
86,114 |
| 20 |
2.395 |
1.802 |
0.593 |
29.8% |
0.081 |
4.1% |
31% |
False |
False |
59,043 |
| 40 |
2.637 |
1.802 |
0.835 |
42.0% |
0.085 |
4.3% |
22% |
False |
False |
41,322 |
| 60 |
2.989 |
1.802 |
1.187 |
59.7% |
0.076 |
3.8% |
16% |
False |
False |
31,967 |
| 80 |
3.097 |
1.802 |
1.295 |
65.2% |
0.070 |
3.5% |
14% |
False |
False |
25,927 |
| 100 |
3.282 |
1.802 |
1.480 |
74.5% |
0.067 |
3.4% |
13% |
False |
False |
21,707 |
| 120 |
3.333 |
1.802 |
1.531 |
77.1% |
0.066 |
3.3% |
12% |
False |
False |
18,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.581 |
|
2.618 |
2.362 |
|
1.618 |
2.228 |
|
1.000 |
2.145 |
|
0.618 |
2.094 |
|
HIGH |
2.011 |
|
0.618 |
1.960 |
|
0.500 |
1.944 |
|
0.382 |
1.928 |
|
LOW |
1.877 |
|
0.618 |
1.794 |
|
1.000 |
1.743 |
|
1.618 |
1.660 |
|
2.618 |
1.526 |
|
4.250 |
1.308 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.973 |
1.960 |
| PP |
1.958 |
1.933 |
| S1 |
1.944 |
1.907 |
|