NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.290 |
2.303 |
0.013 |
0.6% |
2.343 |
| High |
2.308 |
2.329 |
0.021 |
0.9% |
2.404 |
| Low |
2.252 |
2.278 |
0.026 |
1.2% |
2.324 |
| Close |
2.297 |
2.292 |
-0.005 |
-0.2% |
2.360 |
| Range |
0.056 |
0.051 |
-0.005 |
-8.9% |
0.080 |
| ATR |
0.060 |
0.060 |
-0.001 |
-1.1% |
0.000 |
| Volume |
26,906 |
16,851 |
-10,055 |
-37.4% |
54,842 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.453 |
2.423 |
2.320 |
|
| R3 |
2.402 |
2.372 |
2.306 |
|
| R2 |
2.351 |
2.351 |
2.301 |
|
| R1 |
2.321 |
2.321 |
2.297 |
2.311 |
| PP |
2.300 |
2.300 |
2.300 |
2.294 |
| S1 |
2.270 |
2.270 |
2.287 |
2.260 |
| S2 |
2.249 |
2.249 |
2.283 |
|
| S3 |
2.198 |
2.219 |
2.278 |
|
| S4 |
2.147 |
2.168 |
2.264 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.603 |
2.561 |
2.404 |
|
| R3 |
2.523 |
2.481 |
2.382 |
|
| R2 |
2.443 |
2.443 |
2.375 |
|
| R1 |
2.401 |
2.401 |
2.367 |
2.422 |
| PP |
2.363 |
2.363 |
2.363 |
2.373 |
| S1 |
2.321 |
2.321 |
2.353 |
2.342 |
| S2 |
2.283 |
2.283 |
2.345 |
|
| S3 |
2.203 |
2.241 |
2.338 |
|
| S4 |
2.123 |
2.161 |
2.316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.374 |
2.252 |
0.122 |
5.3% |
0.045 |
2.0% |
33% |
False |
False |
16,259 |
| 10 |
2.451 |
2.252 |
0.199 |
8.7% |
0.046 |
2.0% |
20% |
False |
False |
12,664 |
| 20 |
2.602 |
2.252 |
0.350 |
15.3% |
0.057 |
2.5% |
11% |
False |
False |
10,295 |
| 40 |
2.753 |
2.252 |
0.501 |
21.9% |
0.058 |
2.5% |
8% |
False |
False |
7,908 |
| 60 |
2.871 |
2.252 |
0.619 |
27.0% |
0.053 |
2.3% |
6% |
False |
False |
6,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.546 |
|
2.618 |
2.463 |
|
1.618 |
2.412 |
|
1.000 |
2.380 |
|
0.618 |
2.361 |
|
HIGH |
2.329 |
|
0.618 |
2.310 |
|
0.500 |
2.304 |
|
0.382 |
2.297 |
|
LOW |
2.278 |
|
0.618 |
2.246 |
|
1.000 |
2.227 |
|
1.618 |
2.195 |
|
2.618 |
2.144 |
|
4.250 |
2.061 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.304 |
2.292 |
| PP |
2.300 |
2.292 |
| S1 |
2.296 |
2.292 |
|