NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.259 |
2.271 |
0.012 |
0.5% |
2.260 |
| High |
2.279 |
2.289 |
0.010 |
0.4% |
2.338 |
| Low |
2.217 |
2.251 |
0.034 |
1.5% |
2.217 |
| Close |
2.256 |
2.273 |
0.017 |
0.8% |
2.273 |
| Range |
0.062 |
0.038 |
-0.024 |
-38.7% |
0.121 |
| ATR |
0.080 |
0.077 |
-0.003 |
-3.7% |
0.000 |
| Volume |
54,495 |
29,202 |
-25,293 |
-46.4% |
209,862 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.385 |
2.367 |
2.294 |
|
| R3 |
2.347 |
2.329 |
2.283 |
|
| R2 |
2.309 |
2.309 |
2.280 |
|
| R1 |
2.291 |
2.291 |
2.276 |
2.300 |
| PP |
2.271 |
2.271 |
2.271 |
2.276 |
| S1 |
2.253 |
2.253 |
2.270 |
2.262 |
| S2 |
2.233 |
2.233 |
2.266 |
|
| S3 |
2.195 |
2.215 |
2.263 |
|
| S4 |
2.157 |
2.177 |
2.252 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.639 |
2.577 |
2.340 |
|
| R3 |
2.518 |
2.456 |
2.306 |
|
| R2 |
2.397 |
2.397 |
2.295 |
|
| R1 |
2.335 |
2.335 |
2.284 |
2.366 |
| PP |
2.276 |
2.276 |
2.276 |
2.292 |
| S1 |
2.214 |
2.214 |
2.262 |
2.245 |
| S2 |
2.155 |
2.155 |
2.251 |
|
| S3 |
2.034 |
2.093 |
2.240 |
|
| S4 |
1.913 |
1.972 |
2.206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.338 |
2.217 |
0.121 |
5.3% |
0.058 |
2.6% |
46% |
False |
False |
41,972 |
| 10 |
2.466 |
2.217 |
0.249 |
11.0% |
0.077 |
3.4% |
22% |
False |
False |
34,828 |
| 20 |
2.631 |
2.217 |
0.414 |
18.2% |
0.078 |
3.4% |
14% |
False |
False |
33,142 |
| 40 |
2.887 |
2.217 |
0.670 |
29.5% |
0.075 |
3.3% |
8% |
False |
False |
29,588 |
| 60 |
3.062 |
2.217 |
0.845 |
37.2% |
0.068 |
3.0% |
7% |
False |
False |
24,889 |
| 80 |
3.238 |
2.217 |
1.021 |
44.9% |
0.063 |
2.8% |
5% |
False |
False |
20,804 |
| 100 |
3.290 |
2.217 |
1.073 |
47.2% |
0.062 |
2.7% |
5% |
False |
False |
18,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.451 |
|
2.618 |
2.388 |
|
1.618 |
2.350 |
|
1.000 |
2.327 |
|
0.618 |
2.312 |
|
HIGH |
2.289 |
|
0.618 |
2.274 |
|
0.500 |
2.270 |
|
0.382 |
2.266 |
|
LOW |
2.251 |
|
0.618 |
2.228 |
|
1.000 |
2.213 |
|
1.618 |
2.190 |
|
2.618 |
2.152 |
|
4.250 |
2.090 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.272 |
2.269 |
| PP |
2.271 |
2.265 |
| S1 |
2.270 |
2.261 |
|