NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.017 |
2.070 |
0.053 |
2.6% |
2.038 |
| High |
2.091 |
2.085 |
-0.006 |
-0.3% |
2.041 |
| Low |
1.973 |
2.015 |
0.042 |
2.1% |
1.910 |
| Close |
2.065 |
2.034 |
-0.031 |
-1.5% |
1.972 |
| Range |
0.118 |
0.070 |
-0.048 |
-40.7% |
0.131 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.2% |
0.000 |
| Volume |
61,269 |
32,707 |
-28,562 |
-46.6% |
305,653 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.255 |
2.214 |
2.073 |
|
| R3 |
2.185 |
2.144 |
2.053 |
|
| R2 |
2.115 |
2.115 |
2.047 |
|
| R1 |
2.074 |
2.074 |
2.040 |
2.060 |
| PP |
2.045 |
2.045 |
2.045 |
2.037 |
| S1 |
2.004 |
2.004 |
2.028 |
1.990 |
| S2 |
1.975 |
1.975 |
2.021 |
|
| S3 |
1.905 |
1.934 |
2.015 |
|
| S4 |
1.835 |
1.864 |
1.996 |
|
|
| 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 |
2.091 |
1.910 |
0.181 |
8.9% |
0.089 |
4.4% |
69% |
False |
False |
60,240 |
| 10 |
2.212 |
1.910 |
0.302 |
14.8% |
0.077 |
3.8% |
41% |
False |
False |
61,264 |
| 20 |
2.412 |
1.910 |
0.502 |
24.7% |
0.073 |
3.6% |
25% |
False |
False |
52,266 |
| 40 |
2.631 |
1.910 |
0.721 |
35.4% |
0.080 |
4.0% |
17% |
False |
False |
41,736 |
| 60 |
2.927 |
1.910 |
1.017 |
50.0% |
0.073 |
3.6% |
12% |
False |
False |
35,234 |
| 80 |
3.062 |
1.910 |
1.152 |
56.6% |
0.067 |
3.3% |
11% |
False |
False |
29,294 |
| 100 |
3.238 |
1.910 |
1.328 |
65.3% |
0.064 |
3.2% |
9% |
False |
False |
24,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.383 |
|
2.618 |
2.268 |
|
1.618 |
2.198 |
|
1.000 |
2.155 |
|
0.618 |
2.128 |
|
HIGH |
2.085 |
|
0.618 |
2.058 |
|
0.500 |
2.050 |
|
0.382 |
2.042 |
|
LOW |
2.015 |
|
0.618 |
1.972 |
|
1.000 |
1.945 |
|
1.618 |
1.902 |
|
2.618 |
1.832 |
|
4.250 |
1.718 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.050 |
2.023 |
| PP |
2.045 |
2.012 |
| S1 |
2.039 |
2.001 |
|