NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.068 |
2.080 |
0.012 |
0.6% |
2.175 |
| High |
2.093 |
2.118 |
0.025 |
1.2% |
2.259 |
| Low |
2.014 |
2.048 |
0.034 |
1.7% |
2.131 |
| Close |
2.070 |
2.062 |
-0.008 |
-0.4% |
2.186 |
| Range |
0.079 |
0.070 |
-0.009 |
-11.4% |
0.128 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.3% |
0.000 |
| Volume |
172,495 |
153,581 |
-18,914 |
-11.0% |
595,442 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.286 |
2.244 |
2.101 |
|
| R3 |
2.216 |
2.174 |
2.081 |
|
| R2 |
2.146 |
2.146 |
2.075 |
|
| R1 |
2.104 |
2.104 |
2.068 |
2.090 |
| PP |
2.076 |
2.076 |
2.076 |
2.069 |
| S1 |
2.034 |
2.034 |
2.056 |
2.020 |
| S2 |
2.006 |
2.006 |
2.049 |
|
| S3 |
1.936 |
1.964 |
2.043 |
|
| S4 |
1.866 |
1.894 |
2.024 |
|
|
| 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 |
2.211 |
2.014 |
0.197 |
9.6% |
0.073 |
3.5% |
24% |
False |
False |
148,624 |
| 10 |
2.347 |
2.014 |
0.333 |
16.1% |
0.076 |
3.7% |
14% |
False |
False |
128,082 |
| 20 |
2.600 |
2.014 |
0.586 |
28.4% |
0.085 |
4.1% |
8% |
False |
False |
117,380 |
| 40 |
2.918 |
2.014 |
0.904 |
43.8% |
0.084 |
4.1% |
5% |
False |
False |
89,318 |
| 60 |
3.068 |
2.014 |
1.054 |
51.1% |
0.076 |
3.7% |
5% |
False |
False |
72,154 |
| 80 |
3.146 |
2.014 |
1.132 |
54.9% |
0.071 |
3.4% |
4% |
False |
False |
59,702 |
| 100 |
3.343 |
2.014 |
1.329 |
64.5% |
0.069 |
3.4% |
4% |
False |
False |
51,790 |
| 120 |
3.343 |
2.014 |
1.329 |
64.5% |
0.069 |
3.3% |
4% |
False |
False |
45,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.416 |
|
2.618 |
2.301 |
|
1.618 |
2.231 |
|
1.000 |
2.188 |
|
0.618 |
2.161 |
|
HIGH |
2.118 |
|
0.618 |
2.091 |
|
0.500 |
2.083 |
|
0.382 |
2.075 |
|
LOW |
2.048 |
|
0.618 |
2.005 |
|
1.000 |
1.978 |
|
1.618 |
1.935 |
|
2.618 |
1.865 |
|
4.250 |
1.751 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.083 |
2.088 |
| PP |
2.076 |
2.079 |
| S1 |
2.069 |
2.071 |
|