NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.114 |
2.267 |
0.153 |
7.2% |
1.922 |
| High |
2.272 |
2.386 |
0.114 |
5.0% |
2.100 |
| Low |
2.111 |
2.257 |
0.146 |
6.9% |
1.877 |
| Close |
2.256 |
2.370 |
0.114 |
5.1% |
2.079 |
| Range |
0.161 |
0.129 |
-0.032 |
-19.9% |
0.223 |
| ATR |
0.096 |
0.099 |
0.002 |
2.5% |
0.000 |
| Volume |
178,146 |
169,579 |
-8,567 |
-4.8% |
350,988 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.725 |
2.676 |
2.441 |
|
| R3 |
2.596 |
2.547 |
2.405 |
|
| R2 |
2.467 |
2.467 |
2.394 |
|
| R1 |
2.418 |
2.418 |
2.382 |
2.443 |
| PP |
2.338 |
2.338 |
2.338 |
2.350 |
| S1 |
2.289 |
2.289 |
2.358 |
2.314 |
| S2 |
2.209 |
2.209 |
2.346 |
|
| S3 |
2.080 |
2.160 |
2.335 |
|
| S4 |
1.951 |
2.031 |
2.299 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.688 |
2.606 |
2.202 |
|
| R3 |
2.465 |
2.383 |
2.140 |
|
| R2 |
2.242 |
2.242 |
2.120 |
|
| R1 |
2.160 |
2.160 |
2.099 |
2.201 |
| PP |
2.019 |
2.019 |
2.019 |
2.039 |
| S1 |
1.937 |
1.937 |
2.059 |
1.978 |
| S2 |
1.796 |
1.796 |
2.038 |
|
| S3 |
1.573 |
1.714 |
2.018 |
|
| S4 |
1.350 |
1.491 |
1.956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.386 |
1.933 |
0.453 |
19.1% |
0.112 |
4.7% |
96% |
True |
False |
117,080 |
| 10 |
2.386 |
1.802 |
0.584 |
24.6% |
0.106 |
4.5% |
97% |
True |
False |
109,162 |
| 20 |
2.386 |
1.802 |
0.584 |
24.6% |
0.087 |
3.7% |
97% |
True |
False |
83,454 |
| 40 |
2.637 |
1.802 |
0.835 |
35.2% |
0.085 |
3.6% |
68% |
False |
False |
53,315 |
| 60 |
2.920 |
1.802 |
1.118 |
47.2% |
0.080 |
3.4% |
51% |
False |
False |
40,628 |
| 80 |
3.097 |
1.802 |
1.295 |
54.6% |
0.074 |
3.1% |
44% |
False |
False |
32,841 |
| 100 |
3.282 |
1.802 |
1.480 |
62.4% |
0.069 |
2.9% |
38% |
False |
False |
27,339 |
| 120 |
3.333 |
1.802 |
1.531 |
64.6% |
0.068 |
2.9% |
37% |
False |
False |
23,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.934 |
|
2.618 |
2.724 |
|
1.618 |
2.595 |
|
1.000 |
2.515 |
|
0.618 |
2.466 |
|
HIGH |
2.386 |
|
0.618 |
2.337 |
|
0.500 |
2.322 |
|
0.382 |
2.306 |
|
LOW |
2.257 |
|
0.618 |
2.177 |
|
1.000 |
2.128 |
|
1.618 |
2.048 |
|
2.618 |
1.919 |
|
4.250 |
1.709 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.354 |
2.316 |
| PP |
2.338 |
2.263 |
| S1 |
2.322 |
2.209 |
|