NYMEX Natural Gas Future April 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 |
2.235 |
2.342 |
0.107 |
4.8% |
2.140 |
| High |
2.347 |
2.426 |
0.079 |
3.4% |
2.211 |
| Low |
2.220 |
2.339 |
0.119 |
5.4% |
2.089 |
| Close |
2.336 |
2.411 |
0.075 |
3.2% |
2.201 |
| Range |
0.127 |
0.087 |
-0.040 |
-31.5% |
0.122 |
| ATR |
0.076 |
0.077 |
0.001 |
1.3% |
0.000 |
| Volume |
35,852 |
43,603 |
7,751 |
21.6% |
106,543 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.653 |
2.619 |
2.459 |
|
| R3 |
2.566 |
2.532 |
2.435 |
|
| R2 |
2.479 |
2.479 |
2.427 |
|
| R1 |
2.445 |
2.445 |
2.419 |
2.462 |
| PP |
2.392 |
2.392 |
2.392 |
2.401 |
| S1 |
2.358 |
2.358 |
2.403 |
2.375 |
| S2 |
2.305 |
2.305 |
2.395 |
|
| S3 |
2.218 |
2.271 |
2.387 |
|
| S4 |
2.131 |
2.184 |
2.363 |
|
|
| 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 |
2.426 |
2.096 |
0.330 |
13.7% |
0.084 |
3.5% |
95% |
True |
False |
29,583 |
| 10 |
2.426 |
2.017 |
0.409 |
17.0% |
0.081 |
3.4% |
96% |
True |
False |
35,694 |
| 20 |
2.426 |
2.017 |
0.409 |
17.0% |
0.065 |
2.7% |
96% |
True |
False |
36,818 |
| 40 |
2.581 |
2.017 |
0.564 |
23.4% |
0.067 |
2.8% |
70% |
False |
False |
29,900 |
| 60 |
2.746 |
2.017 |
0.729 |
30.2% |
0.064 |
2.6% |
54% |
False |
False |
26,112 |
| 80 |
2.912 |
2.017 |
0.895 |
37.1% |
0.059 |
2.4% |
44% |
False |
False |
22,627 |
| 100 |
3.056 |
2.017 |
1.039 |
43.1% |
0.056 |
2.3% |
38% |
False |
False |
19,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.796 |
|
2.618 |
2.654 |
|
1.618 |
2.567 |
|
1.000 |
2.513 |
|
0.618 |
2.480 |
|
HIGH |
2.426 |
|
0.618 |
2.393 |
|
0.500 |
2.383 |
|
0.382 |
2.372 |
|
LOW |
2.339 |
|
0.618 |
2.285 |
|
1.000 |
2.252 |
|
1.618 |
2.198 |
|
2.618 |
2.111 |
|
4.250 |
1.969 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.402 |
2.370 |
| PP |
2.392 |
2.328 |
| S1 |
2.383 |
2.287 |
|