NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.225 |
2.253 |
0.028 |
1.3% |
2.228 |
| High |
2.252 |
2.264 |
0.012 |
0.5% |
2.310 |
| Low |
2.186 |
2.226 |
0.040 |
1.8% |
2.186 |
| Close |
2.232 |
2.247 |
0.015 |
0.7% |
2.247 |
| Range |
0.066 |
0.038 |
-0.028 |
-42.4% |
0.124 |
| ATR |
0.082 |
0.079 |
-0.003 |
-3.9% |
0.000 |
| Volume |
32,733 |
34,272 |
1,539 |
4.7% |
163,895 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.360 |
2.341 |
2.268 |
|
| R3 |
2.322 |
2.303 |
2.257 |
|
| R2 |
2.284 |
2.284 |
2.254 |
|
| R1 |
2.265 |
2.265 |
2.250 |
2.256 |
| PP |
2.246 |
2.246 |
2.246 |
2.241 |
| S1 |
2.227 |
2.227 |
2.244 |
2.218 |
| S2 |
2.208 |
2.208 |
2.240 |
|
| S3 |
2.170 |
2.189 |
2.237 |
|
| S4 |
2.132 |
2.151 |
2.226 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.620 |
2.557 |
2.315 |
|
| R3 |
2.496 |
2.433 |
2.281 |
|
| R2 |
2.372 |
2.372 |
2.270 |
|
| R1 |
2.309 |
2.309 |
2.258 |
2.341 |
| PP |
2.248 |
2.248 |
2.248 |
2.263 |
| S1 |
2.185 |
2.185 |
2.236 |
2.217 |
| S2 |
2.124 |
2.124 |
2.224 |
|
| S3 |
2.000 |
2.061 |
2.213 |
|
| S4 |
1.876 |
1.937 |
2.179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.310 |
2.186 |
0.124 |
5.5% |
0.062 |
2.8% |
49% |
False |
False |
32,779 |
| 10 |
2.456 |
2.186 |
0.270 |
12.0% |
0.080 |
3.6% |
23% |
False |
False |
26,981 |
| 20 |
2.637 |
2.186 |
0.451 |
20.1% |
0.081 |
3.6% |
14% |
False |
False |
25,916 |
| 40 |
2.920 |
2.186 |
0.734 |
32.7% |
0.077 |
3.4% |
8% |
False |
False |
21,576 |
| 60 |
3.097 |
2.186 |
0.911 |
40.5% |
0.070 |
3.1% |
7% |
False |
False |
17,846 |
| 80 |
3.282 |
2.186 |
1.096 |
48.8% |
0.066 |
2.9% |
6% |
False |
False |
14,866 |
| 100 |
3.333 |
2.186 |
1.147 |
51.0% |
0.064 |
2.9% |
5% |
False |
False |
12,642 |
| 120 |
3.370 |
2.186 |
1.184 |
52.7% |
0.063 |
2.8% |
5% |
False |
False |
11,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.426 |
|
2.618 |
2.363 |
|
1.618 |
2.325 |
|
1.000 |
2.302 |
|
0.618 |
2.287 |
|
HIGH |
2.264 |
|
0.618 |
2.249 |
|
0.500 |
2.245 |
|
0.382 |
2.241 |
|
LOW |
2.226 |
|
0.618 |
2.203 |
|
1.000 |
2.188 |
|
1.618 |
2.165 |
|
2.618 |
2.127 |
|
4.250 |
2.065 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.246 |
2.242 |
| PP |
2.246 |
2.236 |
| S1 |
2.245 |
2.231 |
|