NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.169 |
2.235 |
0.066 |
3.0% |
2.140 |
| High |
2.211 |
2.347 |
0.136 |
6.2% |
2.211 |
| Low |
2.148 |
2.220 |
0.072 |
3.4% |
2.089 |
| Close |
2.201 |
2.336 |
0.135 |
6.1% |
2.201 |
| Range |
0.063 |
0.127 |
0.064 |
101.6% |
0.122 |
| ATR |
0.071 |
0.076 |
0.005 |
7.6% |
0.000 |
| Volume |
17,929 |
35,852 |
17,923 |
100.0% |
106,543 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.682 |
2.636 |
2.406 |
|
| R3 |
2.555 |
2.509 |
2.371 |
|
| R2 |
2.428 |
2.428 |
2.359 |
|
| R1 |
2.382 |
2.382 |
2.348 |
2.405 |
| PP |
2.301 |
2.301 |
2.301 |
2.313 |
| S1 |
2.255 |
2.255 |
2.324 |
2.278 |
| S2 |
2.174 |
2.174 |
2.313 |
|
| S3 |
2.047 |
2.128 |
2.301 |
|
| S4 |
1.920 |
2.001 |
2.266 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.533 |
2.489 |
2.268 |
|
| R3 |
2.411 |
2.367 |
2.235 |
|
| R2 |
2.289 |
2.289 |
2.223 |
|
| R1 |
2.245 |
2.245 |
2.212 |
2.267 |
| PP |
2.167 |
2.167 |
2.167 |
2.178 |
| S1 |
2.123 |
2.123 |
2.190 |
2.145 |
| S2 |
2.045 |
2.045 |
2.179 |
|
| S3 |
1.923 |
2.001 |
2.167 |
|
| S4 |
1.801 |
1.879 |
2.134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.347 |
2.089 |
0.258 |
11.0% |
0.083 |
3.6% |
96% |
True |
False |
28,479 |
| 10 |
2.347 |
2.017 |
0.330 |
14.1% |
0.077 |
3.3% |
97% |
True |
False |
34,271 |
| 20 |
2.364 |
2.017 |
0.347 |
14.9% |
0.064 |
2.7% |
92% |
False |
False |
35,524 |
| 40 |
2.581 |
2.017 |
0.564 |
24.1% |
0.068 |
2.9% |
57% |
False |
False |
29,548 |
| 60 |
2.746 |
2.017 |
0.729 |
31.2% |
0.063 |
2.7% |
44% |
False |
False |
25,635 |
| 80 |
2.912 |
2.017 |
0.895 |
38.3% |
0.059 |
2.5% |
36% |
False |
False |
22,291 |
| 100 |
3.056 |
2.017 |
1.039 |
44.5% |
0.056 |
2.4% |
31% |
False |
False |
19,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.887 |
|
2.618 |
2.679 |
|
1.618 |
2.552 |
|
1.000 |
2.474 |
|
0.618 |
2.425 |
|
HIGH |
2.347 |
|
0.618 |
2.298 |
|
0.500 |
2.284 |
|
0.382 |
2.269 |
|
LOW |
2.220 |
|
0.618 |
2.142 |
|
1.000 |
2.093 |
|
1.618 |
2.015 |
|
2.618 |
1.888 |
|
4.250 |
1.680 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.319 |
2.298 |
| PP |
2.301 |
2.260 |
| S1 |
2.284 |
2.222 |
|