NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.217 |
2.309 |
0.092 |
4.1% |
2.017 |
| High |
2.315 |
2.414 |
0.099 |
4.3% |
2.164 |
| Low |
2.169 |
2.303 |
0.134 |
6.2% |
1.973 |
| Close |
2.301 |
2.397 |
0.096 |
4.2% |
2.143 |
| Range |
0.146 |
0.111 |
-0.035 |
-24.0% |
0.191 |
| ATR |
0.090 |
0.092 |
0.002 |
1.8% |
0.000 |
| Volume |
61,310 |
66,515 |
5,205 |
8.5% |
155,329 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.704 |
2.662 |
2.458 |
|
| R3 |
2.593 |
2.551 |
2.428 |
|
| R2 |
2.482 |
2.482 |
2.417 |
|
| R1 |
2.440 |
2.440 |
2.407 |
2.461 |
| PP |
2.371 |
2.371 |
2.371 |
2.382 |
| S1 |
2.329 |
2.329 |
2.387 |
2.350 |
| S2 |
2.260 |
2.260 |
2.377 |
|
| S3 |
2.149 |
2.218 |
2.366 |
|
| S4 |
2.038 |
2.107 |
2.336 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.666 |
2.596 |
2.248 |
|
| R3 |
2.475 |
2.405 |
2.196 |
|
| R2 |
2.284 |
2.284 |
2.178 |
|
| R1 |
2.214 |
2.214 |
2.161 |
2.249 |
| PP |
2.093 |
2.093 |
2.093 |
2.111 |
| S1 |
2.023 |
2.023 |
2.125 |
2.058 |
| S2 |
1.902 |
1.902 |
2.108 |
|
| S3 |
1.711 |
1.832 |
2.090 |
|
| S4 |
1.520 |
1.641 |
2.038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.414 |
2.013 |
0.401 |
16.7% |
0.102 |
4.2% |
96% |
True |
False |
44,377 |
| 10 |
2.414 |
1.910 |
0.504 |
21.0% |
0.098 |
4.1% |
97% |
True |
False |
54,546 |
| 20 |
2.414 |
1.910 |
0.504 |
21.0% |
0.079 |
3.3% |
97% |
True |
False |
56,805 |
| 40 |
2.631 |
1.910 |
0.721 |
30.1% |
0.080 |
3.3% |
68% |
False |
False |
43,255 |
| 60 |
2.887 |
1.910 |
0.977 |
40.8% |
0.076 |
3.2% |
50% |
False |
False |
36,929 |
| 80 |
3.062 |
1.910 |
1.152 |
48.1% |
0.070 |
2.9% |
42% |
False |
False |
31,095 |
| 100 |
3.238 |
1.910 |
1.328 |
55.4% |
0.066 |
2.8% |
37% |
False |
False |
26,486 |
| 120 |
3.290 |
1.910 |
1.380 |
57.6% |
0.065 |
2.7% |
35% |
False |
False |
23,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.886 |
|
2.618 |
2.705 |
|
1.618 |
2.594 |
|
1.000 |
2.525 |
|
0.618 |
2.483 |
|
HIGH |
2.414 |
|
0.618 |
2.372 |
|
0.500 |
2.359 |
|
0.382 |
2.345 |
|
LOW |
2.303 |
|
0.618 |
2.234 |
|
1.000 |
2.192 |
|
1.618 |
2.123 |
|
2.618 |
2.012 |
|
4.250 |
1.831 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.384 |
2.349 |
| PP |
2.371 |
2.302 |
| S1 |
2.359 |
2.254 |
|