NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.429 |
2.456 |
0.027 |
1.1% |
2.275 |
| High |
2.510 |
2.460 |
-0.050 |
-2.0% |
2.321 |
| Low |
2.422 |
2.362 |
-0.060 |
-2.5% |
2.225 |
| Close |
2.491 |
2.381 |
-0.110 |
-4.4% |
2.310 |
| Range |
0.088 |
0.098 |
0.010 |
11.4% |
0.096 |
| ATR |
0.070 |
0.074 |
0.004 |
6.0% |
0.000 |
| Volume |
12,378 |
10,151 |
-2,227 |
-18.0% |
18,886 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.695 |
2.636 |
2.435 |
|
| R3 |
2.597 |
2.538 |
2.408 |
|
| R2 |
2.499 |
2.499 |
2.399 |
|
| R1 |
2.440 |
2.440 |
2.390 |
2.421 |
| PP |
2.401 |
2.401 |
2.401 |
2.391 |
| S1 |
2.342 |
2.342 |
2.372 |
2.323 |
| S2 |
2.303 |
2.303 |
2.363 |
|
| S3 |
2.205 |
2.244 |
2.354 |
|
| S4 |
2.107 |
2.146 |
2.327 |
|
|
| 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 |
12.0% |
0.082 |
3.5% |
55% |
False |
False |
8,050 |
| 10 |
2.510 |
2.147 |
0.363 |
15.2% |
0.080 |
3.4% |
64% |
False |
False |
7,976 |
| 20 |
2.510 |
2.147 |
0.363 |
15.2% |
0.063 |
2.6% |
64% |
False |
False |
8,029 |
| 40 |
2.642 |
2.147 |
0.495 |
20.8% |
0.060 |
2.5% |
47% |
False |
False |
5,603 |
| 60 |
2.787 |
2.147 |
0.640 |
26.9% |
0.056 |
2.4% |
37% |
False |
False |
4,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.877 |
|
2.618 |
2.717 |
|
1.618 |
2.619 |
|
1.000 |
2.558 |
|
0.618 |
2.521 |
|
HIGH |
2.460 |
|
0.618 |
2.423 |
|
0.500 |
2.411 |
|
0.382 |
2.399 |
|
LOW |
2.362 |
|
0.618 |
2.301 |
|
1.000 |
2.264 |
|
1.618 |
2.203 |
|
2.618 |
2.105 |
|
4.250 |
1.946 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.411 |
2.419 |
| PP |
2.401 |
2.406 |
| S1 |
2.391 |
2.394 |
|