NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.117 |
2.038 |
-0.079 |
-3.7% |
2.252 |
| High |
2.119 |
2.041 |
-0.078 |
-3.7% |
2.252 |
| Low |
2.081 |
1.992 |
-0.089 |
-4.3% |
2.081 |
| Close |
2.107 |
2.018 |
-0.089 |
-4.2% |
2.107 |
| Range |
0.038 |
0.049 |
0.011 |
28.9% |
0.171 |
| ATR |
0.075 |
0.078 |
0.003 |
3.8% |
0.000 |
| Volume |
65,356 |
43,343 |
-22,013 |
-33.7% |
362,872 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.164 |
2.140 |
2.045 |
|
| R3 |
2.115 |
2.091 |
2.031 |
|
| R2 |
2.066 |
2.066 |
2.027 |
|
| R1 |
2.042 |
2.042 |
2.022 |
2.030 |
| PP |
2.017 |
2.017 |
2.017 |
2.011 |
| S1 |
1.993 |
1.993 |
2.014 |
1.981 |
| S2 |
1.968 |
1.968 |
2.009 |
|
| S3 |
1.919 |
1.944 |
2.005 |
|
| S4 |
1.870 |
1.895 |
1.991 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.660 |
2.554 |
2.201 |
|
| R3 |
2.489 |
2.383 |
2.154 |
|
| R2 |
2.318 |
2.318 |
2.138 |
|
| R1 |
2.212 |
2.212 |
2.123 |
2.180 |
| PP |
2.147 |
2.147 |
2.147 |
2.130 |
| S1 |
2.041 |
2.041 |
2.091 |
2.009 |
| S2 |
1.976 |
1.976 |
2.076 |
|
| S3 |
1.805 |
1.870 |
2.060 |
|
| S4 |
1.634 |
1.699 |
2.013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.212 |
1.992 |
0.220 |
10.9% |
0.060 |
3.0% |
12% |
False |
True |
65,358 |
| 10 |
2.338 |
1.992 |
0.346 |
17.1% |
0.061 |
3.0% |
8% |
False |
True |
59,065 |
| 20 |
2.631 |
1.992 |
0.639 |
31.7% |
0.075 |
3.7% |
4% |
False |
True |
43,297 |
| 40 |
2.820 |
1.992 |
0.828 |
41.0% |
0.077 |
3.8% |
3% |
False |
True |
36,544 |
| 60 |
2.956 |
1.992 |
0.964 |
47.8% |
0.069 |
3.4% |
3% |
False |
True |
30,625 |
| 80 |
3.081 |
1.992 |
1.089 |
54.0% |
0.064 |
3.2% |
2% |
False |
True |
25,318 |
| 100 |
3.238 |
1.992 |
1.246 |
61.7% |
0.062 |
3.1% |
2% |
False |
True |
21,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.249 |
|
2.618 |
2.169 |
|
1.618 |
2.120 |
|
1.000 |
2.090 |
|
0.618 |
2.071 |
|
HIGH |
2.041 |
|
0.618 |
2.022 |
|
0.500 |
2.017 |
|
0.382 |
2.011 |
|
LOW |
1.992 |
|
0.618 |
1.962 |
|
1.000 |
1.943 |
|
1.618 |
1.913 |
|
2.618 |
1.864 |
|
4.250 |
1.784 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.018 |
2.095 |
| PP |
2.017 |
2.069 |
| S1 |
2.017 |
2.044 |
|