NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.939 |
1.985 |
0.046 |
2.4% |
2.252 |
| High |
2.008 |
2.019 |
0.011 |
0.5% |
2.252 |
| Low |
1.913 |
1.956 |
0.043 |
2.2% |
2.081 |
| Close |
1.948 |
1.972 |
0.024 |
1.2% |
2.107 |
| Range |
0.095 |
0.063 |
-0.032 |
-33.7% |
0.171 |
| ATR |
0.080 |
0.080 |
-0.001 |
-0.8% |
0.000 |
| Volume |
63,276 |
88,128 |
24,852 |
39.3% |
362,872 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.171 |
2.135 |
2.007 |
|
| R3 |
2.108 |
2.072 |
1.989 |
|
| R2 |
2.045 |
2.045 |
1.984 |
|
| R1 |
2.009 |
2.009 |
1.978 |
1.996 |
| PP |
1.982 |
1.982 |
1.982 |
1.976 |
| S1 |
1.946 |
1.946 |
1.966 |
1.933 |
| S2 |
1.919 |
1.919 |
1.960 |
|
| S3 |
1.856 |
1.883 |
1.955 |
|
| S4 |
1.793 |
1.820 |
1.937 |
|
|
| 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 |
2.119 |
1.913 |
0.206 |
10.4% |
0.068 |
3.4% |
29% |
False |
False |
63,037 |
| 10 |
2.289 |
1.913 |
0.376 |
19.1% |
0.067 |
3.4% |
16% |
False |
False |
64,190 |
| 20 |
2.557 |
1.913 |
0.644 |
32.7% |
0.076 |
3.8% |
9% |
False |
False |
49,415 |
| 40 |
2.749 |
1.913 |
0.836 |
42.4% |
0.079 |
4.0% |
7% |
False |
False |
40,118 |
| 60 |
2.956 |
1.913 |
1.043 |
52.9% |
0.072 |
3.6% |
6% |
False |
False |
33,596 |
| 80 |
3.062 |
1.913 |
1.149 |
58.3% |
0.065 |
3.3% |
5% |
False |
False |
27,643 |
| 100 |
3.238 |
1.913 |
1.325 |
67.2% |
0.063 |
3.2% |
4% |
False |
False |
23,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.287 |
|
2.618 |
2.184 |
|
1.618 |
2.121 |
|
1.000 |
2.082 |
|
0.618 |
2.058 |
|
HIGH |
2.019 |
|
0.618 |
1.995 |
|
0.500 |
1.988 |
|
0.382 |
1.980 |
|
LOW |
1.956 |
|
0.618 |
1.917 |
|
1.000 |
1.893 |
|
1.618 |
1.854 |
|
2.618 |
1.791 |
|
4.250 |
1.688 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.988 |
1.971 |
| PP |
1.982 |
1.970 |
| S1 |
1.977 |
1.970 |
|