NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.825 |
1.738 |
-0.087 |
-4.8% |
1.913 |
| High |
1.854 |
1.805 |
-0.049 |
-2.6% |
1.923 |
| Low |
1.734 |
1.684 |
-0.050 |
-2.9% |
1.684 |
| Close |
1.755 |
1.767 |
0.012 |
0.7% |
1.767 |
| Range |
0.120 |
0.121 |
0.001 |
0.8% |
0.239 |
| ATR |
0.090 |
0.092 |
0.002 |
2.5% |
0.000 |
| Volume |
213,109 |
150,915 |
-62,194 |
-29.2% |
834,502 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.115 |
2.062 |
1.834 |
|
| R3 |
1.994 |
1.941 |
1.800 |
|
| R2 |
1.873 |
1.873 |
1.789 |
|
| R1 |
1.820 |
1.820 |
1.778 |
1.847 |
| PP |
1.752 |
1.752 |
1.752 |
1.765 |
| S1 |
1.699 |
1.699 |
1.756 |
1.726 |
| S2 |
1.631 |
1.631 |
1.745 |
|
| S3 |
1.510 |
1.578 |
1.734 |
|
| S4 |
1.389 |
1.457 |
1.700 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.508 |
2.377 |
1.898 |
|
| R3 |
2.269 |
2.138 |
1.833 |
|
| R2 |
2.030 |
2.030 |
1.811 |
|
| R1 |
1.899 |
1.899 |
1.789 |
1.845 |
| PP |
1.791 |
1.791 |
1.791 |
1.765 |
| S1 |
1.660 |
1.660 |
1.745 |
1.606 |
| S2 |
1.552 |
1.552 |
1.723 |
|
| S3 |
1.313 |
1.421 |
1.701 |
|
| S4 |
1.074 |
1.182 |
1.636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.923 |
1.684 |
0.239 |
13.5% |
0.097 |
5.5% |
35% |
False |
True |
166,900 |
| 10 |
2.162 |
1.684 |
0.478 |
27.1% |
0.089 |
5.0% |
17% |
False |
True |
170,383 |
| 20 |
2.412 |
1.684 |
0.728 |
41.2% |
0.087 |
4.9% |
11% |
False |
True |
142,949 |
| 40 |
2.708 |
1.684 |
1.024 |
58.0% |
0.089 |
5.0% |
8% |
False |
True |
111,023 |
| 60 |
2.987 |
1.684 |
1.303 |
73.7% |
0.080 |
4.5% |
6% |
False |
True |
89,469 |
| 80 |
3.103 |
1.684 |
1.419 |
80.3% |
0.074 |
4.2% |
6% |
False |
True |
72,660 |
| 100 |
3.293 |
1.684 |
1.609 |
91.1% |
0.071 |
4.0% |
5% |
False |
True |
62,735 |
| 120 |
3.343 |
1.684 |
1.659 |
93.9% |
0.071 |
4.0% |
5% |
False |
True |
54,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.319 |
|
2.618 |
2.122 |
|
1.618 |
2.001 |
|
1.000 |
1.926 |
|
0.618 |
1.880 |
|
HIGH |
1.805 |
|
0.618 |
1.759 |
|
0.500 |
1.745 |
|
0.382 |
1.730 |
|
LOW |
1.684 |
|
0.618 |
1.609 |
|
1.000 |
1.563 |
|
1.618 |
1.488 |
|
2.618 |
1.367 |
|
4.250 |
1.170 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.760 |
1.769 |
| PP |
1.752 |
1.768 |
| S1 |
1.745 |
1.768 |
|