NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.994 |
2.082 |
0.088 |
4.4% |
1.836 |
| High |
2.052 |
2.248 |
0.196 |
9.6% |
2.052 |
| Low |
1.977 |
2.067 |
0.090 |
4.6% |
1.787 |
| Close |
2.029 |
2.228 |
0.199 |
9.8% |
2.029 |
| Range |
0.075 |
0.181 |
0.106 |
141.3% |
0.265 |
| ATR |
0.098 |
0.107 |
0.009 |
8.8% |
0.000 |
| Volume |
47,512 |
65,772 |
18,260 |
38.4% |
444,630 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.724 |
2.657 |
2.328 |
|
| R3 |
2.543 |
2.476 |
2.278 |
|
| R2 |
2.362 |
2.362 |
2.261 |
|
| R1 |
2.295 |
2.295 |
2.245 |
2.329 |
| PP |
2.181 |
2.181 |
2.181 |
2.198 |
| S1 |
2.114 |
2.114 |
2.211 |
2.148 |
| S2 |
2.000 |
2.000 |
2.195 |
|
| S3 |
1.819 |
1.933 |
2.178 |
|
| S4 |
1.638 |
1.752 |
2.128 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.751 |
2.655 |
2.175 |
|
| R3 |
2.486 |
2.390 |
2.102 |
|
| R2 |
2.221 |
2.221 |
2.078 |
|
| R1 |
2.125 |
2.125 |
2.053 |
2.173 |
| PP |
1.956 |
1.956 |
1.956 |
1.980 |
| S1 |
1.860 |
1.860 |
2.005 |
1.908 |
| S2 |
1.691 |
1.691 |
1.980 |
|
| S3 |
1.426 |
1.595 |
1.956 |
|
| S4 |
1.161 |
1.330 |
1.883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.248 |
1.787 |
0.461 |
20.7% |
0.126 |
5.7% |
96% |
True |
False |
102,080 |
| 10 |
2.248 |
1.684 |
0.564 |
25.3% |
0.112 |
5.0% |
96% |
True |
False |
134,490 |
| 20 |
2.259 |
1.684 |
0.575 |
25.8% |
0.092 |
4.1% |
95% |
False |
False |
140,483 |
| 40 |
2.600 |
1.684 |
0.916 |
41.1% |
0.092 |
4.1% |
59% |
False |
False |
117,013 |
| 60 |
2.918 |
1.684 |
1.234 |
55.4% |
0.084 |
3.8% |
44% |
False |
False |
95,048 |
| 80 |
3.103 |
1.684 |
1.419 |
63.7% |
0.079 |
3.5% |
38% |
False |
False |
77,922 |
| 100 |
3.293 |
1.684 |
1.609 |
72.2% |
0.074 |
3.3% |
34% |
False |
False |
66,757 |
| 120 |
3.343 |
1.684 |
1.659 |
74.5% |
0.073 |
3.3% |
33% |
False |
False |
58,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.017 |
|
2.618 |
2.722 |
|
1.618 |
2.541 |
|
1.000 |
2.429 |
|
0.618 |
2.360 |
|
HIGH |
2.248 |
|
0.618 |
2.179 |
|
0.500 |
2.158 |
|
0.382 |
2.136 |
|
LOW |
2.067 |
|
0.618 |
1.955 |
|
1.000 |
1.886 |
|
1.618 |
1.774 |
|
2.618 |
1.593 |
|
4.250 |
1.298 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.205 |
2.172 |
| PP |
2.181 |
2.116 |
| S1 |
2.158 |
2.060 |
|