NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.342 |
2.381 |
0.039 |
1.7% |
2.140 |
| High |
2.426 |
2.382 |
-0.044 |
-1.8% |
2.211 |
| Low |
2.339 |
2.276 |
-0.063 |
-2.7% |
2.089 |
| Close |
2.411 |
2.296 |
-0.115 |
-4.8% |
2.201 |
| Range |
0.087 |
0.106 |
0.019 |
21.8% |
0.122 |
| ATR |
0.077 |
0.081 |
0.004 |
5.4% |
0.000 |
| Volume |
43,603 |
39,388 |
-4,215 |
-9.7% |
106,543 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.636 |
2.572 |
2.354 |
|
| R3 |
2.530 |
2.466 |
2.325 |
|
| R2 |
2.424 |
2.424 |
2.315 |
|
| R1 |
2.360 |
2.360 |
2.306 |
2.339 |
| PP |
2.318 |
2.318 |
2.318 |
2.308 |
| S1 |
2.254 |
2.254 |
2.286 |
2.233 |
| S2 |
2.212 |
2.212 |
2.277 |
|
| S3 |
2.106 |
2.148 |
2.267 |
|
| S4 |
2.000 |
2.042 |
2.238 |
|
|
| 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 |
14.4% |
0.093 |
4.0% |
61% |
False |
False |
33,519 |
| 10 |
2.426 |
2.017 |
0.409 |
17.8% |
0.084 |
3.7% |
68% |
False |
False |
36,729 |
| 20 |
2.426 |
2.017 |
0.409 |
17.8% |
0.068 |
3.0% |
68% |
False |
False |
36,918 |
| 40 |
2.581 |
2.017 |
0.564 |
24.6% |
0.069 |
3.0% |
49% |
False |
False |
30,464 |
| 60 |
2.746 |
2.017 |
0.729 |
31.8% |
0.065 |
2.8% |
38% |
False |
False |
26,613 |
| 80 |
2.912 |
2.017 |
0.895 |
39.0% |
0.060 |
2.6% |
31% |
False |
False |
23,017 |
| 100 |
3.056 |
2.017 |
1.039 |
45.3% |
0.057 |
2.5% |
27% |
False |
False |
20,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.833 |
|
2.618 |
2.660 |
|
1.618 |
2.554 |
|
1.000 |
2.488 |
|
0.618 |
2.448 |
|
HIGH |
2.382 |
|
0.618 |
2.342 |
|
0.500 |
2.329 |
|
0.382 |
2.316 |
|
LOW |
2.276 |
|
0.618 |
2.210 |
|
1.000 |
2.170 |
|
1.618 |
2.104 |
|
2.618 |
1.998 |
|
4.250 |
1.826 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.329 |
2.323 |
| PP |
2.318 |
2.314 |
| S1 |
2.307 |
2.305 |
|