NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.129 |
2.169 |
0.040 |
1.9% |
2.121 |
| High |
2.176 |
2.211 |
0.035 |
1.6% |
2.134 |
| Low |
2.096 |
2.148 |
0.052 |
2.5% |
2.017 |
| Close |
2.158 |
2.201 |
0.043 |
2.0% |
2.097 |
| Range |
0.080 |
0.063 |
-0.017 |
-21.3% |
0.117 |
| ATR |
0.071 |
0.071 |
-0.001 |
-0.8% |
0.000 |
| Volume |
30,824 |
17,929 |
-12,895 |
-41.8% |
200,321 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.376 |
2.351 |
2.236 |
|
| R3 |
2.313 |
2.288 |
2.218 |
|
| R2 |
2.250 |
2.250 |
2.213 |
|
| R1 |
2.225 |
2.225 |
2.207 |
2.238 |
| PP |
2.187 |
2.187 |
2.187 |
2.193 |
| S1 |
2.162 |
2.162 |
2.195 |
2.175 |
| S2 |
2.124 |
2.124 |
2.189 |
|
| S3 |
2.061 |
2.099 |
2.184 |
|
| S4 |
1.998 |
2.036 |
2.166 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.434 |
2.382 |
2.161 |
|
| R3 |
2.317 |
2.265 |
2.129 |
|
| R2 |
2.200 |
2.200 |
2.118 |
|
| R1 |
2.148 |
2.148 |
2.108 |
2.116 |
| PP |
2.083 |
2.083 |
2.083 |
2.066 |
| S1 |
2.031 |
2.031 |
2.086 |
1.999 |
| S2 |
1.966 |
1.966 |
2.076 |
|
| S3 |
1.849 |
1.914 |
2.065 |
|
| S4 |
1.732 |
1.797 |
2.033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.211 |
2.045 |
0.166 |
7.5% |
0.073 |
3.3% |
94% |
True |
False |
29,731 |
| 10 |
2.211 |
2.017 |
0.194 |
8.8% |
0.068 |
3.1% |
95% |
True |
False |
34,933 |
| 20 |
2.365 |
2.017 |
0.348 |
15.8% |
0.061 |
2.8% |
53% |
False |
False |
34,221 |
| 40 |
2.581 |
2.017 |
0.564 |
25.6% |
0.067 |
3.1% |
33% |
False |
False |
29,242 |
| 60 |
2.746 |
2.017 |
0.729 |
33.1% |
0.062 |
2.8% |
25% |
False |
False |
25,379 |
| 80 |
2.912 |
2.017 |
0.895 |
40.7% |
0.057 |
2.6% |
21% |
False |
False |
21,943 |
| 100 |
3.056 |
2.017 |
1.039 |
47.2% |
0.055 |
2.5% |
18% |
False |
False |
19,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.479 |
|
2.618 |
2.376 |
|
1.618 |
2.313 |
|
1.000 |
2.274 |
|
0.618 |
2.250 |
|
HIGH |
2.211 |
|
0.618 |
2.187 |
|
0.500 |
2.180 |
|
0.382 |
2.172 |
|
LOW |
2.148 |
|
0.618 |
2.109 |
|
1.000 |
2.085 |
|
1.618 |
2.046 |
|
2.618 |
1.983 |
|
4.250 |
1.880 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.194 |
2.185 |
| PP |
2.187 |
2.169 |
| S1 |
2.180 |
2.154 |
|