NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.080 |
2.065 |
-0.015 |
-0.7% |
2.175 |
| High |
2.118 |
2.099 |
-0.019 |
-0.9% |
2.259 |
| Low |
2.048 |
1.999 |
-0.049 |
-2.4% |
2.131 |
| Close |
2.062 |
2.015 |
-0.047 |
-2.3% |
2.186 |
| Range |
0.070 |
0.100 |
0.030 |
42.9% |
0.128 |
| ATR |
0.085 |
0.086 |
0.001 |
1.3% |
0.000 |
| Volume |
153,581 |
186,400 |
32,819 |
21.4% |
595,442 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.338 |
2.276 |
2.070 |
|
| R3 |
2.238 |
2.176 |
2.043 |
|
| R2 |
2.138 |
2.138 |
2.033 |
|
| R1 |
2.076 |
2.076 |
2.024 |
2.057 |
| PP |
2.038 |
2.038 |
2.038 |
2.028 |
| S1 |
1.976 |
1.976 |
2.006 |
1.957 |
| S2 |
1.938 |
1.938 |
1.997 |
|
| S3 |
1.838 |
1.876 |
1.988 |
|
| S4 |
1.738 |
1.776 |
1.960 |
|
|
| 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 |
1.999 |
0.212 |
10.5% |
0.079 |
3.9% |
8% |
False |
True |
157,291 |
| 10 |
2.305 |
1.999 |
0.306 |
15.2% |
0.078 |
3.9% |
5% |
False |
True |
136,512 |
| 20 |
2.600 |
1.999 |
0.601 |
29.8% |
0.087 |
4.3% |
3% |
False |
True |
121,482 |
| 40 |
2.918 |
1.999 |
0.919 |
45.6% |
0.085 |
4.2% |
2% |
False |
True |
92,719 |
| 60 |
3.015 |
1.999 |
1.016 |
50.4% |
0.076 |
3.8% |
2% |
False |
True |
74,940 |
| 80 |
3.146 |
1.999 |
1.147 |
56.9% |
0.071 |
3.5% |
1% |
False |
True |
61,791 |
| 100 |
3.343 |
1.999 |
1.344 |
66.7% |
0.070 |
3.5% |
1% |
False |
True |
53,513 |
| 120 |
3.343 |
1.999 |
1.344 |
66.7% |
0.069 |
3.4% |
1% |
False |
True |
47,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.524 |
|
2.618 |
2.361 |
|
1.618 |
2.261 |
|
1.000 |
2.199 |
|
0.618 |
2.161 |
|
HIGH |
2.099 |
|
0.618 |
2.061 |
|
0.500 |
2.049 |
|
0.382 |
2.037 |
|
LOW |
1.999 |
|
0.618 |
1.937 |
|
1.000 |
1.899 |
|
1.618 |
1.837 |
|
2.618 |
1.737 |
|
4.250 |
1.574 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.049 |
2.059 |
| PP |
2.038 |
2.044 |
| S1 |
2.026 |
2.030 |
|