NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.456 |
2.428 |
-0.028 |
-1.1% |
2.275 |
| High |
2.460 |
2.499 |
0.039 |
1.6% |
2.321 |
| Low |
2.362 |
2.424 |
0.062 |
2.6% |
2.225 |
| Close |
2.381 |
2.468 |
0.087 |
3.7% |
2.310 |
| Range |
0.098 |
0.075 |
-0.023 |
-23.5% |
0.096 |
| ATR |
0.074 |
0.078 |
0.003 |
4.2% |
0.000 |
| Volume |
10,151 |
6,825 |
-3,326 |
-32.8% |
18,886 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.689 |
2.653 |
2.509 |
|
| R3 |
2.614 |
2.578 |
2.489 |
|
| R2 |
2.539 |
2.539 |
2.482 |
|
| R1 |
2.503 |
2.503 |
2.475 |
2.521 |
| PP |
2.464 |
2.464 |
2.464 |
2.473 |
| S1 |
2.428 |
2.428 |
2.461 |
2.446 |
| S2 |
2.389 |
2.389 |
2.454 |
|
| S3 |
2.314 |
2.353 |
2.447 |
|
| S4 |
2.239 |
2.278 |
2.427 |
|
|
| 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 |
2.267 |
0.243 |
9.8% |
0.085 |
3.5% |
83% |
False |
False |
8,241 |
| 10 |
2.510 |
2.185 |
0.325 |
13.2% |
0.075 |
3.1% |
87% |
False |
False |
7,671 |
| 20 |
2.510 |
2.147 |
0.363 |
14.7% |
0.065 |
2.6% |
88% |
False |
False |
8,053 |
| 40 |
2.642 |
2.147 |
0.495 |
20.1% |
0.061 |
2.5% |
65% |
False |
False |
5,683 |
| 60 |
2.787 |
2.147 |
0.640 |
25.9% |
0.057 |
2.3% |
50% |
False |
False |
4,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.818 |
|
2.618 |
2.695 |
|
1.618 |
2.620 |
|
1.000 |
2.574 |
|
0.618 |
2.545 |
|
HIGH |
2.499 |
|
0.618 |
2.470 |
|
0.500 |
2.462 |
|
0.382 |
2.453 |
|
LOW |
2.424 |
|
0.618 |
2.378 |
|
1.000 |
2.349 |
|
1.618 |
2.303 |
|
2.618 |
2.228 |
|
4.250 |
2.105 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.466 |
2.457 |
| PP |
2.464 |
2.447 |
| S1 |
2.462 |
2.436 |
|