NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.175 |
2.180 |
0.005 |
0.2% |
2.260 |
| High |
2.190 |
2.212 |
0.022 |
1.0% |
2.338 |
| Low |
2.121 |
2.146 |
0.025 |
1.2% |
2.217 |
| Close |
2.171 |
2.162 |
-0.009 |
-0.4% |
2.273 |
| Range |
0.069 |
0.066 |
-0.003 |
-4.3% |
0.121 |
| ATR |
0.078 |
0.077 |
-0.001 |
-1.1% |
0.000 |
| Volume |
70,433 |
67,842 |
-2,591 |
-3.7% |
209,862 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.371 |
2.333 |
2.198 |
|
| R3 |
2.305 |
2.267 |
2.180 |
|
| R2 |
2.239 |
2.239 |
2.174 |
|
| R1 |
2.201 |
2.201 |
2.168 |
2.187 |
| PP |
2.173 |
2.173 |
2.173 |
2.167 |
| S1 |
2.135 |
2.135 |
2.156 |
2.121 |
| S2 |
2.107 |
2.107 |
2.150 |
|
| S3 |
2.041 |
2.069 |
2.144 |
|
| S4 |
1.975 |
2.003 |
2.126 |
|
|
| 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 |
2.289 |
2.121 |
0.168 |
7.8% |
0.063 |
2.9% |
24% |
False |
False |
60,278 |
| 10 |
2.412 |
2.121 |
0.291 |
13.5% |
0.067 |
3.1% |
14% |
False |
False |
47,007 |
| 20 |
2.631 |
2.121 |
0.510 |
23.6% |
0.076 |
3.5% |
8% |
False |
False |
38,814 |
| 40 |
2.887 |
2.121 |
0.766 |
35.4% |
0.077 |
3.5% |
5% |
False |
False |
33,562 |
| 60 |
3.026 |
2.121 |
0.905 |
41.9% |
0.069 |
3.2% |
5% |
False |
False |
27,920 |
| 80 |
3.099 |
2.121 |
0.978 |
45.2% |
0.064 |
3.0% |
4% |
False |
False |
23,240 |
| 100 |
3.290 |
2.121 |
1.169 |
54.1% |
0.063 |
2.9% |
4% |
False |
False |
20,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.493 |
|
2.618 |
2.385 |
|
1.618 |
2.319 |
|
1.000 |
2.278 |
|
0.618 |
2.253 |
|
HIGH |
2.212 |
|
0.618 |
2.187 |
|
0.500 |
2.179 |
|
0.382 |
2.171 |
|
LOW |
2.146 |
|
0.618 |
2.105 |
|
1.000 |
2.080 |
|
1.618 |
2.039 |
|
2.618 |
1.973 |
|
4.250 |
1.866 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.179 |
2.187 |
| PP |
2.173 |
2.178 |
| S1 |
2.168 |
2.170 |
|