NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.070 |
2.049 |
-0.021 |
-1.0% |
2.038 |
| High |
2.085 |
2.124 |
0.039 |
1.9% |
2.041 |
| Low |
2.015 |
2.013 |
-0.002 |
-0.1% |
1.910 |
| Close |
2.034 |
2.101 |
0.067 |
3.3% |
1.972 |
| Range |
0.070 |
0.111 |
0.041 |
58.6% |
0.131 |
| ATR |
0.083 |
0.085 |
0.002 |
2.4% |
0.000 |
| Volume |
32,707 |
39,298 |
6,591 |
20.2% |
305,653 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.412 |
2.368 |
2.162 |
|
| R3 |
2.301 |
2.257 |
2.132 |
|
| R2 |
2.190 |
2.190 |
2.121 |
|
| R1 |
2.146 |
2.146 |
2.111 |
2.168 |
| PP |
2.079 |
2.079 |
2.079 |
2.091 |
| S1 |
2.035 |
2.035 |
2.091 |
2.057 |
| S2 |
1.968 |
1.968 |
2.081 |
|
| S3 |
1.857 |
1.924 |
2.070 |
|
| S4 |
1.746 |
1.813 |
2.040 |
|
|
| 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 |
2.124 |
1.910 |
0.214 |
10.2% |
0.092 |
4.4% |
89% |
True |
False |
55,444 |
| 10 |
2.197 |
1.910 |
0.287 |
13.7% |
0.082 |
3.9% |
67% |
False |
False |
58,410 |
| 20 |
2.412 |
1.910 |
0.502 |
23.9% |
0.074 |
3.5% |
38% |
False |
False |
52,708 |
| 40 |
2.631 |
1.910 |
0.721 |
34.3% |
0.081 |
3.9% |
26% |
False |
False |
42,139 |
| 60 |
2.887 |
1.910 |
0.977 |
46.5% |
0.074 |
3.5% |
20% |
False |
False |
35,586 |
| 80 |
3.062 |
1.910 |
1.152 |
54.8% |
0.068 |
3.2% |
17% |
False |
False |
29,685 |
| 100 |
3.238 |
1.910 |
1.328 |
63.2% |
0.065 |
3.1% |
14% |
False |
False |
25,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.596 |
|
2.618 |
2.415 |
|
1.618 |
2.304 |
|
1.000 |
2.235 |
|
0.618 |
2.193 |
|
HIGH |
2.124 |
|
0.618 |
2.082 |
|
0.500 |
2.069 |
|
0.382 |
2.055 |
|
LOW |
2.013 |
|
0.618 |
1.944 |
|
1.000 |
1.902 |
|
1.618 |
1.833 |
|
2.618 |
1.722 |
|
4.250 |
1.541 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.090 |
2.084 |
| PP |
2.079 |
2.066 |
| S1 |
2.069 |
2.049 |
|