NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.922 |
1.995 |
0.073 |
3.8% |
1.977 |
| High |
2.011 |
2.006 |
-0.005 |
-0.2% |
1.985 |
| Low |
1.877 |
1.933 |
0.056 |
3.0% |
1.802 |
| Close |
1.987 |
1.955 |
-0.032 |
-1.6% |
1.869 |
| Range |
0.134 |
0.073 |
-0.061 |
-45.5% |
0.183 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.3% |
0.000 |
| Volume |
113,309 |
79,355 |
-33,954 |
-30.0% |
450,936 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.184 |
2.142 |
1.995 |
|
| R3 |
2.111 |
2.069 |
1.975 |
|
| R2 |
2.038 |
2.038 |
1.968 |
|
| R1 |
1.996 |
1.996 |
1.962 |
1.981 |
| PP |
1.965 |
1.965 |
1.965 |
1.957 |
| S1 |
1.923 |
1.923 |
1.948 |
1.908 |
| S2 |
1.892 |
1.892 |
1.942 |
|
| S3 |
1.819 |
1.850 |
1.935 |
|
| S4 |
1.746 |
1.777 |
1.915 |
|
|
| 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 |
10.7% |
0.094 |
4.8% |
73% |
False |
False |
98,512 |
| 10 |
2.171 |
1.802 |
0.369 |
18.9% |
0.084 |
4.3% |
41% |
False |
False |
87,352 |
| 20 |
2.395 |
1.802 |
0.593 |
30.3% |
0.078 |
4.0% |
26% |
False |
False |
62,014 |
| 40 |
2.637 |
1.802 |
0.835 |
42.7% |
0.085 |
4.3% |
18% |
False |
False |
42,779 |
| 60 |
2.963 |
1.802 |
1.161 |
59.4% |
0.077 |
3.9% |
13% |
False |
False |
33,048 |
| 80 |
3.097 |
1.802 |
1.295 |
66.2% |
0.070 |
3.6% |
12% |
False |
False |
26,883 |
| 100 |
3.282 |
1.802 |
1.480 |
75.7% |
0.067 |
3.4% |
10% |
False |
False |
22,477 |
| 120 |
3.333 |
1.802 |
1.531 |
78.3% |
0.066 |
3.4% |
10% |
False |
False |
19,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.316 |
|
2.618 |
2.197 |
|
1.618 |
2.124 |
|
1.000 |
2.079 |
|
0.618 |
2.051 |
|
HIGH |
2.006 |
|
0.618 |
1.978 |
|
0.500 |
1.970 |
|
0.382 |
1.961 |
|
LOW |
1.933 |
|
0.618 |
1.888 |
|
1.000 |
1.860 |
|
1.618 |
1.815 |
|
2.618 |
1.742 |
|
4.250 |
1.623 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.970 |
1.939 |
| PP |
1.965 |
1.923 |
| S1 |
1.960 |
1.907 |
|