NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
2.159 |
2.068 |
-0.091 |
-4.2% |
2.175 |
High |
2.162 |
2.093 |
-0.069 |
-3.2% |
2.259 |
Low |
2.060 |
2.014 |
-0.046 |
-2.2% |
2.131 |
Close |
2.067 |
2.070 |
0.003 |
0.1% |
2.186 |
Range |
0.102 |
0.079 |
-0.023 |
-22.5% |
0.128 |
ATR |
0.087 |
0.086 |
-0.001 |
-0.6% |
0.000 |
Volume |
188,741 |
172,495 |
-16,246 |
-8.6% |
595,442 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.296 |
2.262 |
2.113 |
|
R3 |
2.217 |
2.183 |
2.092 |
|
R2 |
2.138 |
2.138 |
2.084 |
|
R1 |
2.104 |
2.104 |
2.077 |
2.121 |
PP |
2.059 |
2.059 |
2.059 |
2.068 |
S1 |
2.025 |
2.025 |
2.063 |
2.042 |
S2 |
1.980 |
1.980 |
2.056 |
|
S3 |
1.901 |
1.946 |
2.048 |
|
S4 |
1.822 |
1.867 |
2.027 |
|
|
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 |
2.225 |
2.014 |
0.211 |
10.2% |
0.074 |
3.6% |
27% |
False |
True |
144,611 |
10 |
2.347 |
2.014 |
0.333 |
16.1% |
0.077 |
3.7% |
17% |
False |
True |
125,088 |
20 |
2.600 |
2.014 |
0.586 |
28.3% |
0.085 |
4.1% |
10% |
False |
True |
114,664 |
40 |
2.918 |
2.014 |
0.904 |
43.7% |
0.083 |
4.0% |
6% |
False |
True |
86,991 |
60 |
3.103 |
2.014 |
1.089 |
52.6% |
0.075 |
3.6% |
5% |
False |
True |
69,987 |
80 |
3.182 |
2.014 |
1.168 |
56.4% |
0.071 |
3.4% |
5% |
False |
True |
58,001 |
100 |
3.343 |
2.014 |
1.329 |
64.2% |
0.069 |
3.4% |
4% |
False |
True |
50,386 |
120 |
3.343 |
2.014 |
1.329 |
64.2% |
0.069 |
3.3% |
4% |
False |
True |
44,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.429 |
2.618 |
2.300 |
1.618 |
2.221 |
1.000 |
2.172 |
0.618 |
2.142 |
HIGH |
2.093 |
0.618 |
2.063 |
0.500 |
2.054 |
0.382 |
2.044 |
LOW |
2.014 |
0.618 |
1.965 |
1.000 |
1.935 |
1.618 |
1.886 |
2.618 |
1.807 |
4.250 |
1.678 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
2.065 |
2.113 |
PP |
2.059 |
2.098 |
S1 |
2.054 |
2.084 |
|