NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.110 |
2.036 |
-0.074 |
-3.5% |
2.287 |
| High |
2.114 |
2.115 |
0.001 |
0.0% |
2.287 |
| Low |
2.036 |
2.017 |
-0.019 |
-0.9% |
2.163 |
| Close |
2.051 |
2.057 |
0.006 |
0.3% |
2.192 |
| Range |
0.078 |
0.098 |
0.020 |
25.6% |
0.124 |
| ATR |
0.067 |
0.070 |
0.002 |
3.2% |
0.000 |
| Volume |
29,033 |
45,055 |
16,022 |
55.2% |
218,112 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.357 |
2.305 |
2.111 |
|
| R3 |
2.259 |
2.207 |
2.084 |
|
| R2 |
2.161 |
2.161 |
2.075 |
|
| R1 |
2.109 |
2.109 |
2.066 |
2.135 |
| PP |
2.063 |
2.063 |
2.063 |
2.076 |
| S1 |
2.011 |
2.011 |
2.048 |
2.037 |
| S2 |
1.965 |
1.965 |
2.039 |
|
| S3 |
1.867 |
1.913 |
2.030 |
|
| S4 |
1.769 |
1.815 |
2.003 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.586 |
2.513 |
2.260 |
|
| R3 |
2.462 |
2.389 |
2.226 |
|
| R2 |
2.338 |
2.338 |
2.215 |
|
| R1 |
2.265 |
2.265 |
2.203 |
2.240 |
| PP |
2.214 |
2.214 |
2.214 |
2.201 |
| S1 |
2.141 |
2.141 |
2.181 |
2.116 |
| S2 |
2.090 |
2.090 |
2.169 |
|
| S3 |
1.966 |
2.017 |
2.158 |
|
| S4 |
1.842 |
1.893 |
2.124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.261 |
2.017 |
0.244 |
11.9% |
0.065 |
3.1% |
16% |
False |
True |
38,145 |
| 10 |
2.330 |
2.017 |
0.313 |
15.2% |
0.058 |
2.8% |
13% |
False |
True |
37,298 |
| 20 |
2.557 |
2.017 |
0.540 |
26.3% |
0.065 |
3.2% |
7% |
False |
True |
31,646 |
| 40 |
2.678 |
2.017 |
0.661 |
32.1% |
0.067 |
3.3% |
6% |
False |
True |
27,923 |
| 60 |
2.811 |
2.017 |
0.794 |
38.6% |
0.060 |
2.9% |
5% |
False |
True |
23,483 |
| 80 |
2.912 |
2.017 |
0.895 |
43.5% |
0.055 |
2.7% |
4% |
False |
True |
19,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.532 |
|
2.618 |
2.372 |
|
1.618 |
2.274 |
|
1.000 |
2.213 |
|
0.618 |
2.176 |
|
HIGH |
2.115 |
|
0.618 |
2.078 |
|
0.500 |
2.066 |
|
0.382 |
2.054 |
|
LOW |
2.017 |
|
0.618 |
1.956 |
|
1.000 |
1.919 |
|
1.618 |
1.858 |
|
2.618 |
1.760 |
|
4.250 |
1.601 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.066 |
2.076 |
| PP |
2.063 |
2.069 |
| S1 |
2.060 |
2.063 |
|