NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.176 |
2.103 |
-0.073 |
-3.4% |
2.331 |
| High |
2.177 |
2.200 |
0.023 |
1.1% |
2.332 |
| Low |
2.107 |
2.087 |
-0.020 |
-0.9% |
2.227 |
| Close |
2.119 |
2.139 |
0.020 |
0.9% |
2.254 |
| Range |
0.070 |
0.113 |
0.043 |
61.4% |
0.105 |
| ATR |
0.062 |
0.066 |
0.004 |
5.9% |
0.000 |
| Volume |
15,315 |
22,871 |
7,556 |
49.3% |
100,833 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.481 |
2.423 |
2.201 |
|
| R3 |
2.368 |
2.310 |
2.170 |
|
| R2 |
2.255 |
2.255 |
2.160 |
|
| R1 |
2.197 |
2.197 |
2.149 |
2.226 |
| PP |
2.142 |
2.142 |
2.142 |
2.157 |
| S1 |
2.084 |
2.084 |
2.129 |
2.113 |
| S2 |
2.029 |
2.029 |
2.118 |
|
| S3 |
1.916 |
1.971 |
2.108 |
|
| S4 |
1.803 |
1.858 |
2.077 |
|
|
| 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 |
2.318 |
2.087 |
0.231 |
10.8% |
0.064 |
3.0% |
23% |
False |
True |
18,273 |
| 10 |
2.374 |
2.087 |
0.287 |
13.4% |
0.055 |
2.6% |
18% |
False |
True |
17,266 |
| 20 |
2.584 |
2.087 |
0.497 |
23.2% |
0.060 |
2.8% |
10% |
False |
True |
13,121 |
| 40 |
2.692 |
2.087 |
0.605 |
28.3% |
0.062 |
2.9% |
9% |
False |
True |
9,834 |
| 60 |
2.809 |
2.087 |
0.722 |
33.8% |
0.055 |
2.6% |
7% |
False |
True |
7,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.680 |
|
2.618 |
2.496 |
|
1.618 |
2.383 |
|
1.000 |
2.313 |
|
0.618 |
2.270 |
|
HIGH |
2.200 |
|
0.618 |
2.157 |
|
0.500 |
2.144 |
|
0.382 |
2.130 |
|
LOW |
2.087 |
|
0.618 |
2.017 |
|
1.000 |
1.974 |
|
1.618 |
1.904 |
|
2.618 |
1.791 |
|
4.250 |
1.607 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.144 |
2.144 |
| PP |
2.142 |
2.142 |
| S1 |
2.141 |
2.141 |
|