NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.985 |
1.965 |
-0.020 |
-1.0% |
2.038 |
| High |
2.019 |
2.010 |
-0.009 |
-0.4% |
2.041 |
| Low |
1.956 |
1.910 |
-0.046 |
-2.4% |
1.910 |
| Close |
1.972 |
1.972 |
0.000 |
0.0% |
1.972 |
| Range |
0.063 |
0.100 |
0.037 |
58.7% |
0.131 |
| ATR |
0.080 |
0.081 |
0.001 |
1.8% |
0.000 |
| Volume |
88,128 |
55,822 |
-32,306 |
-36.7% |
305,653 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.264 |
2.218 |
2.027 |
|
| R3 |
2.164 |
2.118 |
2.000 |
|
| R2 |
2.064 |
2.064 |
1.990 |
|
| R1 |
2.018 |
2.018 |
1.981 |
2.041 |
| PP |
1.964 |
1.964 |
1.964 |
1.976 |
| S1 |
1.918 |
1.918 |
1.963 |
1.941 |
| S2 |
1.864 |
1.864 |
1.954 |
|
| S3 |
1.764 |
1.818 |
1.945 |
|
| S4 |
1.664 |
1.718 |
1.917 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.367 |
2.301 |
2.044 |
|
| R3 |
2.236 |
2.170 |
2.008 |
|
| R2 |
2.105 |
2.105 |
1.996 |
|
| R1 |
2.039 |
2.039 |
1.984 |
2.007 |
| PP |
1.974 |
1.974 |
1.974 |
1.958 |
| S1 |
1.908 |
1.908 |
1.960 |
1.876 |
| S2 |
1.843 |
1.843 |
1.948 |
|
| S3 |
1.712 |
1.777 |
1.936 |
|
| S4 |
1.581 |
1.646 |
1.900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.041 |
1.910 |
0.131 |
6.6% |
0.080 |
4.1% |
47% |
False |
True |
61,130 |
| 10 |
2.252 |
1.910 |
0.342 |
17.3% |
0.074 |
3.7% |
18% |
False |
True |
66,852 |
| 20 |
2.466 |
1.910 |
0.556 |
28.2% |
0.075 |
3.8% |
11% |
False |
True |
50,840 |
| 40 |
2.695 |
1.910 |
0.785 |
39.8% |
0.080 |
4.1% |
8% |
False |
True |
40,816 |
| 60 |
2.956 |
1.910 |
1.046 |
53.0% |
0.072 |
3.7% |
6% |
False |
True |
34,276 |
| 80 |
3.062 |
1.910 |
1.152 |
58.4% |
0.066 |
3.3% |
5% |
False |
True |
28,279 |
| 100 |
3.238 |
1.910 |
1.328 |
67.3% |
0.064 |
3.2% |
5% |
False |
True |
24,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.435 |
|
2.618 |
2.272 |
|
1.618 |
2.172 |
|
1.000 |
2.110 |
|
0.618 |
2.072 |
|
HIGH |
2.010 |
|
0.618 |
1.972 |
|
0.500 |
1.960 |
|
0.382 |
1.948 |
|
LOW |
1.910 |
|
0.618 |
1.848 |
|
1.000 |
1.810 |
|
1.618 |
1.748 |
|
2.618 |
1.648 |
|
4.250 |
1.485 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.968 |
1.970 |
| PP |
1.964 |
1.967 |
| S1 |
1.960 |
1.965 |
|