NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.198 |
2.159 |
-0.039 |
-1.8% |
2.175 |
| High |
2.211 |
2.162 |
-0.049 |
-2.2% |
2.259 |
| Low |
2.167 |
2.060 |
-0.107 |
-4.9% |
2.131 |
| Close |
2.186 |
2.067 |
-0.119 |
-5.4% |
2.186 |
| Range |
0.044 |
0.102 |
0.058 |
131.8% |
0.128 |
| ATR |
0.084 |
0.087 |
0.003 |
3.6% |
0.000 |
| Volume |
85,242 |
188,741 |
103,499 |
121.4% |
595,442 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.402 |
2.337 |
2.123 |
|
| R3 |
2.300 |
2.235 |
2.095 |
|
| R2 |
2.198 |
2.198 |
2.086 |
|
| R1 |
2.133 |
2.133 |
2.076 |
2.115 |
| PP |
2.096 |
2.096 |
2.096 |
2.087 |
| S1 |
2.031 |
2.031 |
2.058 |
2.013 |
| S2 |
1.994 |
1.994 |
2.048 |
|
| S3 |
1.892 |
1.929 |
2.039 |
|
| S4 |
1.790 |
1.827 |
2.011 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.576 |
2.509 |
2.256 |
|
| R3 |
2.448 |
2.381 |
2.221 |
|
| R2 |
2.320 |
2.320 |
2.209 |
|
| R1 |
2.253 |
2.253 |
2.198 |
2.287 |
| PP |
2.192 |
2.192 |
2.192 |
2.209 |
| S1 |
2.125 |
2.125 |
2.174 |
2.159 |
| S2 |
2.064 |
2.064 |
2.163 |
|
| S3 |
1.936 |
1.997 |
2.151 |
|
| S4 |
1.808 |
1.869 |
2.116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.259 |
2.060 |
0.199 |
9.6% |
0.071 |
3.4% |
4% |
False |
True |
138,165 |
| 10 |
2.351 |
2.060 |
0.291 |
14.1% |
0.081 |
3.9% |
2% |
False |
True |
119,973 |
| 20 |
2.600 |
2.060 |
0.540 |
26.1% |
0.087 |
4.2% |
1% |
False |
True |
111,006 |
| 40 |
2.918 |
2.060 |
0.858 |
41.5% |
0.082 |
4.0% |
1% |
False |
True |
84,118 |
| 60 |
3.103 |
2.060 |
1.043 |
50.5% |
0.075 |
3.6% |
1% |
False |
True |
67,567 |
| 80 |
3.222 |
2.060 |
1.162 |
56.2% |
0.070 |
3.4% |
1% |
False |
True |
55,989 |
| 100 |
3.343 |
2.060 |
1.283 |
62.1% |
0.069 |
3.3% |
1% |
False |
True |
48,767 |
| 120 |
3.343 |
2.060 |
1.283 |
62.1% |
0.069 |
3.3% |
1% |
False |
True |
43,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.596 |
|
2.618 |
2.429 |
|
1.618 |
2.327 |
|
1.000 |
2.264 |
|
0.618 |
2.225 |
|
HIGH |
2.162 |
|
0.618 |
2.123 |
|
0.500 |
2.111 |
|
0.382 |
2.099 |
|
LOW |
2.060 |
|
0.618 |
1.997 |
|
1.000 |
1.958 |
|
1.618 |
1.895 |
|
2.618 |
1.793 |
|
4.250 |
1.627 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.111 |
2.136 |
| PP |
2.096 |
2.113 |
| S1 |
2.082 |
2.090 |
|