NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.282 |
2.262 |
-0.020 |
-0.9% |
2.331 |
| High |
2.318 |
2.263 |
-0.055 |
-2.4% |
2.332 |
| Low |
2.258 |
2.227 |
-0.031 |
-1.4% |
2.227 |
| Close |
2.270 |
2.254 |
-0.016 |
-0.7% |
2.254 |
| Range |
0.060 |
0.036 |
-0.024 |
-40.0% |
0.105 |
| ATR |
0.060 |
0.059 |
-0.001 |
-2.0% |
0.000 |
| Volume |
16,969 |
21,851 |
4,882 |
28.8% |
100,833 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.356 |
2.341 |
2.274 |
|
| R3 |
2.320 |
2.305 |
2.264 |
|
| R2 |
2.284 |
2.284 |
2.261 |
|
| R1 |
2.269 |
2.269 |
2.257 |
2.259 |
| PP |
2.248 |
2.248 |
2.248 |
2.243 |
| S1 |
2.233 |
2.233 |
2.251 |
2.223 |
| S2 |
2.212 |
2.212 |
2.247 |
|
| S3 |
2.176 |
2.197 |
2.244 |
|
| S4 |
2.140 |
2.161 |
2.234 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.586 |
2.525 |
2.312 |
|
| R3 |
2.481 |
2.420 |
2.283 |
|
| R2 |
2.376 |
2.376 |
2.273 |
|
| R1 |
2.315 |
2.315 |
2.264 |
2.293 |
| PP |
2.271 |
2.271 |
2.271 |
2.260 |
| S1 |
2.210 |
2.210 |
2.244 |
2.188 |
| S2 |
2.166 |
2.166 |
2.235 |
|
| S3 |
2.061 |
2.105 |
2.225 |
|
| S4 |
1.956 |
2.000 |
2.196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.332 |
2.227 |
0.105 |
4.7% |
0.050 |
2.2% |
26% |
False |
True |
20,166 |
| 10 |
2.404 |
2.227 |
0.177 |
7.9% |
0.046 |
2.0% |
15% |
False |
True |
15,567 |
| 20 |
2.602 |
2.227 |
0.375 |
16.6% |
0.057 |
2.5% |
7% |
False |
True |
11,397 |
| 40 |
2.704 |
2.227 |
0.477 |
21.2% |
0.058 |
2.6% |
6% |
False |
True |
8,698 |
| 60 |
2.831 |
2.227 |
0.604 |
26.8% |
0.053 |
2.4% |
4% |
False |
True |
6,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.416 |
|
2.618 |
2.357 |
|
1.618 |
2.321 |
|
1.000 |
2.299 |
|
0.618 |
2.285 |
|
HIGH |
2.263 |
|
0.618 |
2.249 |
|
0.500 |
2.245 |
|
0.382 |
2.241 |
|
LOW |
2.227 |
|
0.618 |
2.205 |
|
1.000 |
2.191 |
|
1.618 |
2.169 |
|
2.618 |
2.133 |
|
4.250 |
2.074 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.251 |
2.278 |
| PP |
2.248 |
2.270 |
| S1 |
2.245 |
2.262 |
|