NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.303 |
2.383 |
0.080 |
3.5% |
2.215 |
| High |
2.390 |
2.466 |
0.076 |
3.2% |
2.270 |
| Low |
2.275 |
2.383 |
0.108 |
4.7% |
2.164 |
| Close |
2.383 |
2.451 |
0.068 |
2.9% |
2.258 |
| Range |
0.115 |
0.083 |
-0.032 |
-27.8% |
0.106 |
| ATR |
0.070 |
0.071 |
0.001 |
1.3% |
0.000 |
| Volume |
14,798 |
17,233 |
2,435 |
16.5% |
46,097 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.682 |
2.650 |
2.497 |
|
| R3 |
2.599 |
2.567 |
2.474 |
|
| R2 |
2.516 |
2.516 |
2.466 |
|
| R1 |
2.484 |
2.484 |
2.459 |
2.500 |
| PP |
2.433 |
2.433 |
2.433 |
2.442 |
| S1 |
2.401 |
2.401 |
2.443 |
2.417 |
| S2 |
2.350 |
2.350 |
2.436 |
|
| S3 |
2.267 |
2.318 |
2.428 |
|
| S4 |
2.184 |
2.235 |
2.405 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.549 |
2.509 |
2.316 |
|
| R3 |
2.443 |
2.403 |
2.287 |
|
| R2 |
2.337 |
2.337 |
2.277 |
|
| R1 |
2.297 |
2.297 |
2.268 |
2.317 |
| PP |
2.231 |
2.231 |
2.231 |
2.241 |
| S1 |
2.191 |
2.191 |
2.248 |
2.211 |
| S2 |
2.125 |
2.125 |
2.239 |
|
| S3 |
2.019 |
2.085 |
2.229 |
|
| S4 |
1.913 |
1.979 |
2.200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.466 |
2.164 |
0.302 |
12.3% |
0.079 |
3.2% |
95% |
True |
False |
12,525 |
| 10 |
2.466 |
2.087 |
0.379 |
15.5% |
0.076 |
3.1% |
96% |
True |
False |
15,506 |
| 20 |
2.466 |
2.087 |
0.379 |
15.5% |
0.061 |
2.5% |
96% |
True |
False |
15,926 |
| 40 |
2.602 |
2.087 |
0.515 |
21.0% |
0.061 |
2.5% |
71% |
False |
False |
11,519 |
| 60 |
2.760 |
2.087 |
0.673 |
27.5% |
0.058 |
2.4% |
54% |
False |
False |
9,153 |
| 80 |
2.907 |
2.087 |
0.820 |
33.5% |
0.054 |
2.2% |
44% |
False |
False |
7,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.819 |
|
2.618 |
2.683 |
|
1.618 |
2.600 |
|
1.000 |
2.549 |
|
0.618 |
2.517 |
|
HIGH |
2.466 |
|
0.618 |
2.434 |
|
0.500 |
2.425 |
|
0.382 |
2.415 |
|
LOW |
2.383 |
|
0.618 |
2.332 |
|
1.000 |
2.300 |
|
1.618 |
2.249 |
|
2.618 |
2.166 |
|
4.250 |
2.030 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.442 |
2.412 |
| PP |
2.433 |
2.374 |
| S1 |
2.425 |
2.335 |
|