NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.291 |
2.273 |
-0.018 |
-0.8% |
2.262 |
| High |
2.303 |
2.286 |
-0.017 |
-0.7% |
2.279 |
| Low |
2.237 |
2.225 |
-0.012 |
-0.5% |
2.147 |
| Close |
2.250 |
2.277 |
0.027 |
1.2% |
2.248 |
| Range |
0.066 |
0.061 |
-0.005 |
-7.6% |
0.132 |
| ATR |
0.065 |
0.065 |
0.000 |
-0.5% |
0.000 |
| Volume |
4,142 |
5,869 |
1,727 |
41.7% |
43,906 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.446 |
2.422 |
2.311 |
|
| R3 |
2.385 |
2.361 |
2.294 |
|
| R2 |
2.324 |
2.324 |
2.288 |
|
| R1 |
2.300 |
2.300 |
2.283 |
2.312 |
| PP |
2.263 |
2.263 |
2.263 |
2.269 |
| S1 |
2.239 |
2.239 |
2.271 |
2.251 |
| S2 |
2.202 |
2.202 |
2.266 |
|
| S3 |
2.141 |
2.178 |
2.260 |
|
| S4 |
2.080 |
2.117 |
2.243 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.621 |
2.566 |
2.321 |
|
| R3 |
2.489 |
2.434 |
2.284 |
|
| R2 |
2.357 |
2.357 |
2.272 |
|
| R1 |
2.302 |
2.302 |
2.260 |
2.264 |
| PP |
2.225 |
2.225 |
2.225 |
2.205 |
| S1 |
2.170 |
2.170 |
2.236 |
2.132 |
| S2 |
2.093 |
2.093 |
2.224 |
|
| S3 |
1.961 |
2.038 |
2.212 |
|
| S4 |
1.829 |
1.906 |
2.175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.306 |
2.185 |
0.121 |
5.3% |
0.066 |
2.9% |
76% |
False |
False |
7,100 |
| 10 |
2.367 |
2.147 |
0.220 |
9.7% |
0.064 |
2.8% |
59% |
False |
False |
7,924 |
| 20 |
2.498 |
2.147 |
0.351 |
15.4% |
0.054 |
2.4% |
37% |
False |
False |
6,850 |
| 40 |
2.642 |
2.147 |
0.495 |
21.7% |
0.060 |
2.6% |
26% |
False |
False |
5,205 |
| 60 |
2.787 |
2.147 |
0.640 |
28.1% |
0.053 |
2.3% |
20% |
False |
False |
4,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.545 |
|
2.618 |
2.446 |
|
1.618 |
2.385 |
|
1.000 |
2.347 |
|
0.618 |
2.324 |
|
HIGH |
2.286 |
|
0.618 |
2.263 |
|
0.500 |
2.256 |
|
0.382 |
2.248 |
|
LOW |
2.225 |
|
0.618 |
2.187 |
|
1.000 |
2.164 |
|
1.618 |
2.126 |
|
2.618 |
2.065 |
|
4.250 |
1.966 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.270 |
2.273 |
| PP |
2.263 |
2.269 |
| S1 |
2.256 |
2.266 |
|