NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
2.065 |
2.003 |
-0.062 |
-3.0% |
2.159 |
High |
2.099 |
2.011 |
-0.088 |
-4.2% |
2.162 |
Low |
1.999 |
1.959 |
-0.040 |
-2.0% |
1.959 |
Close |
2.015 |
1.990 |
-0.025 |
-1.2% |
1.990 |
Range |
0.100 |
0.052 |
-0.048 |
-48.0% |
0.203 |
ATR |
0.086 |
0.084 |
-0.002 |
-2.5% |
0.000 |
Volume |
186,400 |
168,113 |
-18,287 |
-9.8% |
869,330 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.143 |
2.118 |
2.019 |
|
R3 |
2.091 |
2.066 |
2.004 |
|
R2 |
2.039 |
2.039 |
2.000 |
|
R1 |
2.014 |
2.014 |
1.995 |
2.001 |
PP |
1.987 |
1.987 |
1.987 |
1.980 |
S1 |
1.962 |
1.962 |
1.985 |
1.949 |
S2 |
1.935 |
1.935 |
1.980 |
|
S3 |
1.883 |
1.910 |
1.976 |
|
S4 |
1.831 |
1.858 |
1.961 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.646 |
2.521 |
2.102 |
|
R3 |
2.443 |
2.318 |
2.046 |
|
R2 |
2.240 |
2.240 |
2.027 |
|
R1 |
2.115 |
2.115 |
2.009 |
2.076 |
PP |
2.037 |
2.037 |
2.037 |
2.018 |
S1 |
1.912 |
1.912 |
1.971 |
1.873 |
S2 |
1.834 |
1.834 |
1.953 |
|
S3 |
1.631 |
1.709 |
1.934 |
|
S4 |
1.428 |
1.506 |
1.878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.162 |
1.959 |
0.203 |
10.2% |
0.081 |
4.1% |
15% |
False |
True |
173,866 |
10 |
2.259 |
1.959 |
0.300 |
15.1% |
0.073 |
3.7% |
10% |
False |
True |
146,477 |
20 |
2.600 |
1.959 |
0.641 |
32.2% |
0.086 |
4.3% |
5% |
False |
True |
124,891 |
40 |
2.842 |
1.959 |
0.883 |
44.4% |
0.084 |
4.2% |
4% |
False |
True |
95,251 |
60 |
3.005 |
1.959 |
1.046 |
52.6% |
0.076 |
3.8% |
3% |
False |
True |
77,504 |
80 |
3.146 |
1.959 |
1.187 |
59.6% |
0.072 |
3.6% |
3% |
False |
True |
63,508 |
100 |
3.343 |
1.959 |
1.384 |
69.5% |
0.070 |
3.5% |
2% |
False |
True |
55,033 |
120 |
3.343 |
1.959 |
1.384 |
69.5% |
0.069 |
3.5% |
2% |
False |
True |
48,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.232 |
2.618 |
2.147 |
1.618 |
2.095 |
1.000 |
2.063 |
0.618 |
2.043 |
HIGH |
2.011 |
0.618 |
1.991 |
0.500 |
1.985 |
0.382 |
1.979 |
LOW |
1.959 |
0.618 |
1.927 |
1.000 |
1.907 |
1.618 |
1.875 |
2.618 |
1.823 |
4.250 |
1.738 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1.988 |
2.039 |
PP |
1.987 |
2.022 |
S1 |
1.985 |
2.006 |
|