NYMEX Natural Gas Future June 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 |
2.335 |
2.429 |
0.094 |
4.0% |
2.275 |
| High |
2.438 |
2.510 |
0.072 |
3.0% |
2.321 |
| Low |
2.327 |
2.422 |
0.095 |
4.1% |
2.225 |
| Close |
2.430 |
2.491 |
0.061 |
2.5% |
2.310 |
| Range |
0.111 |
0.088 |
-0.023 |
-20.7% |
0.096 |
| ATR |
0.069 |
0.070 |
0.001 |
2.0% |
0.000 |
| Volume |
9,555 |
12,378 |
2,823 |
29.5% |
18,886 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.738 |
2.703 |
2.539 |
|
| R3 |
2.650 |
2.615 |
2.515 |
|
| R2 |
2.562 |
2.562 |
2.507 |
|
| R1 |
2.527 |
2.527 |
2.499 |
2.545 |
| PP |
2.474 |
2.474 |
2.474 |
2.483 |
| S1 |
2.439 |
2.439 |
2.483 |
2.457 |
| S2 |
2.386 |
2.386 |
2.475 |
|
| S3 |
2.298 |
2.351 |
2.467 |
|
| S4 |
2.210 |
2.263 |
2.443 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.573 |
2.538 |
2.363 |
|
| R3 |
2.477 |
2.442 |
2.336 |
|
| R2 |
2.381 |
2.381 |
2.328 |
|
| R1 |
2.346 |
2.346 |
2.319 |
2.364 |
| PP |
2.285 |
2.285 |
2.285 |
2.294 |
| S1 |
2.250 |
2.250 |
2.301 |
2.268 |
| S2 |
2.189 |
2.189 |
2.292 |
|
| S3 |
2.093 |
2.154 |
2.284 |
|
| S4 |
1.997 |
2.058 |
2.257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.510 |
2.225 |
0.285 |
11.4% |
0.076 |
3.1% |
93% |
True |
False |
6,848 |
| 10 |
2.510 |
2.147 |
0.363 |
14.6% |
0.076 |
3.0% |
95% |
True |
False |
7,825 |
| 20 |
2.510 |
2.147 |
0.363 |
14.6% |
0.060 |
2.4% |
95% |
True |
False |
7,748 |
| 40 |
2.642 |
2.147 |
0.495 |
19.9% |
0.059 |
2.4% |
69% |
False |
False |
5,493 |
| 60 |
2.787 |
2.147 |
0.640 |
25.7% |
0.055 |
2.2% |
54% |
False |
False |
4,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.884 |
|
2.618 |
2.740 |
|
1.618 |
2.652 |
|
1.000 |
2.598 |
|
0.618 |
2.564 |
|
HIGH |
2.510 |
|
0.618 |
2.476 |
|
0.500 |
2.466 |
|
0.382 |
2.456 |
|
LOW |
2.422 |
|
0.618 |
2.368 |
|
1.000 |
2.334 |
|
1.618 |
2.280 |
|
2.618 |
2.192 |
|
4.250 |
2.048 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.483 |
2.457 |
| PP |
2.474 |
2.423 |
| S1 |
2.466 |
2.389 |
|