NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.381 |
2.340 |
-0.041 |
-1.7% |
2.140 |
| High |
2.382 |
2.420 |
0.038 |
1.6% |
2.211 |
| Low |
2.276 |
2.338 |
0.062 |
2.7% |
2.089 |
| Close |
2.296 |
2.387 |
0.091 |
4.0% |
2.201 |
| Range |
0.106 |
0.082 |
-0.024 |
-22.6% |
0.122 |
| ATR |
0.081 |
0.084 |
0.003 |
3.8% |
0.000 |
| Volume |
39,388 |
34,938 |
-4,450 |
-11.3% |
106,543 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.628 |
2.589 |
2.432 |
|
| R3 |
2.546 |
2.507 |
2.410 |
|
| R2 |
2.464 |
2.464 |
2.402 |
|
| R1 |
2.425 |
2.425 |
2.395 |
2.445 |
| PP |
2.382 |
2.382 |
2.382 |
2.391 |
| S1 |
2.343 |
2.343 |
2.379 |
2.363 |
| S2 |
2.300 |
2.300 |
2.372 |
|
| S3 |
2.218 |
2.261 |
2.364 |
|
| S4 |
2.136 |
2.179 |
2.342 |
|
|
| 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 |
2.148 |
0.278 |
11.6% |
0.093 |
3.9% |
86% |
False |
False |
34,342 |
| 10 |
2.426 |
2.045 |
0.381 |
16.0% |
0.082 |
3.5% |
90% |
False |
False |
35,717 |
| 20 |
2.426 |
2.017 |
0.409 |
17.1% |
0.070 |
2.9% |
90% |
False |
False |
36,508 |
| 40 |
2.581 |
2.017 |
0.564 |
23.6% |
0.070 |
2.9% |
66% |
False |
False |
30,812 |
| 60 |
2.746 |
2.017 |
0.729 |
30.5% |
0.066 |
2.7% |
51% |
False |
False |
26,969 |
| 80 |
2.912 |
2.017 |
0.895 |
37.5% |
0.060 |
2.5% |
41% |
False |
False |
23,283 |
| 100 |
3.056 |
2.017 |
1.039 |
43.5% |
0.057 |
2.4% |
36% |
False |
False |
20,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.769 |
|
2.618 |
2.635 |
|
1.618 |
2.553 |
|
1.000 |
2.502 |
|
0.618 |
2.471 |
|
HIGH |
2.420 |
|
0.618 |
2.389 |
|
0.500 |
2.379 |
|
0.382 |
2.369 |
|
LOW |
2.338 |
|
0.618 |
2.287 |
|
1.000 |
2.256 |
|
1.618 |
2.205 |
|
2.618 |
2.123 |
|
4.250 |
1.990 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.384 |
2.375 |
| PP |
2.382 |
2.363 |
| S1 |
2.379 |
2.351 |
|