NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.082 |
2.238 |
0.156 |
7.5% |
1.836 |
| High |
2.248 |
2.387 |
0.139 |
6.2% |
2.052 |
| Low |
2.067 |
2.235 |
0.168 |
8.1% |
1.787 |
| Close |
2.228 |
2.372 |
0.144 |
6.5% |
2.029 |
| Range |
0.181 |
0.152 |
-0.029 |
-16.0% |
0.265 |
| ATR |
0.107 |
0.110 |
0.004 |
3.5% |
0.000 |
| Volume |
65,772 |
65,772 |
0 |
0.0% |
444,630 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.787 |
2.732 |
2.456 |
|
| R3 |
2.635 |
2.580 |
2.414 |
|
| R2 |
2.483 |
2.483 |
2.400 |
|
| R1 |
2.428 |
2.428 |
2.386 |
2.456 |
| PP |
2.331 |
2.331 |
2.331 |
2.345 |
| S1 |
2.276 |
2.276 |
2.358 |
2.304 |
| S2 |
2.179 |
2.179 |
2.344 |
|
| S3 |
2.027 |
2.124 |
2.330 |
|
| S4 |
1.875 |
1.972 |
2.288 |
|
|
| 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 |
2.387 |
1.863 |
0.524 |
22.1% |
0.124 |
5.2% |
97% |
True |
False |
78,711 |
| 10 |
2.387 |
1.684 |
0.703 |
29.6% |
0.121 |
5.1% |
98% |
True |
False |
127,012 |
| 20 |
2.387 |
1.684 |
0.703 |
29.6% |
0.096 |
4.1% |
98% |
True |
False |
139,104 |
| 40 |
2.600 |
1.684 |
0.916 |
38.6% |
0.092 |
3.9% |
75% |
False |
False |
116,806 |
| 60 |
2.918 |
1.684 |
1.234 |
52.0% |
0.086 |
3.6% |
56% |
False |
False |
95,409 |
| 80 |
3.103 |
1.684 |
1.419 |
59.8% |
0.079 |
3.3% |
48% |
False |
False |
78,325 |
| 100 |
3.293 |
1.684 |
1.609 |
67.8% |
0.075 |
3.1% |
43% |
False |
False |
67,163 |
| 120 |
3.343 |
1.684 |
1.659 |
69.9% |
0.074 |
3.1% |
41% |
False |
False |
58,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.033 |
|
2.618 |
2.785 |
|
1.618 |
2.633 |
|
1.000 |
2.539 |
|
0.618 |
2.481 |
|
HIGH |
2.387 |
|
0.618 |
2.329 |
|
0.500 |
2.311 |
|
0.382 |
2.293 |
|
LOW |
2.235 |
|
0.618 |
2.141 |
|
1.000 |
2.083 |
|
1.618 |
1.989 |
|
2.618 |
1.837 |
|
4.250 |
1.589 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.352 |
2.309 |
| PP |
2.331 |
2.245 |
| S1 |
2.311 |
2.182 |
|