NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.900 |
1.804 |
-0.096 |
-5.1% |
2.159 |
| High |
1.905 |
1.849 |
-0.056 |
-2.9% |
2.162 |
| Low |
1.795 |
1.775 |
-0.020 |
-1.1% |
1.959 |
| Close |
1.822 |
1.790 |
-0.032 |
-1.8% |
1.990 |
| Range |
0.110 |
0.074 |
-0.036 |
-32.7% |
0.203 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.2% |
0.000 |
| Volume |
171,961 |
157,968 |
-13,993 |
-8.1% |
869,330 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.027 |
1.982 |
1.831 |
|
| R3 |
1.953 |
1.908 |
1.810 |
|
| R2 |
1.879 |
1.879 |
1.804 |
|
| R1 |
1.834 |
1.834 |
1.797 |
1.820 |
| PP |
1.805 |
1.805 |
1.805 |
1.797 |
| S1 |
1.760 |
1.760 |
1.783 |
1.746 |
| S2 |
1.731 |
1.731 |
1.776 |
|
| S3 |
1.657 |
1.686 |
1.770 |
|
| S4 |
1.583 |
1.612 |
1.749 |
|
|
| 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 |
2.099 |
1.775 |
0.324 |
18.1% |
0.079 |
4.4% |
5% |
False |
True |
164,998 |
| 10 |
2.211 |
1.775 |
0.436 |
24.4% |
0.076 |
4.3% |
3% |
False |
True |
156,811 |
| 20 |
2.564 |
1.775 |
0.789 |
44.1% |
0.085 |
4.7% |
2% |
False |
True |
134,764 |
| 40 |
2.832 |
1.775 |
1.057 |
59.1% |
0.087 |
4.9% |
1% |
False |
True |
104,355 |
| 60 |
2.987 |
1.775 |
1.212 |
67.7% |
0.078 |
4.4% |
1% |
False |
True |
84,402 |
| 80 |
3.103 |
1.775 |
1.328 |
74.2% |
0.072 |
4.0% |
1% |
False |
True |
68,622 |
| 100 |
3.293 |
1.775 |
1.518 |
84.8% |
0.070 |
3.9% |
1% |
False |
True |
59,369 |
| 120 |
3.343 |
1.775 |
1.568 |
87.6% |
0.070 |
3.9% |
1% |
False |
True |
52,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.164 |
|
2.618 |
2.043 |
|
1.618 |
1.969 |
|
1.000 |
1.923 |
|
0.618 |
1.895 |
|
HIGH |
1.849 |
|
0.618 |
1.821 |
|
0.500 |
1.812 |
|
0.382 |
1.803 |
|
LOW |
1.775 |
|
0.618 |
1.729 |
|
1.000 |
1.701 |
|
1.618 |
1.655 |
|
2.618 |
1.581 |
|
4.250 |
1.461 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.812 |
1.849 |
| PP |
1.805 |
1.829 |
| S1 |
1.797 |
1.810 |
|