NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.238 |
2.127 |
-0.111 |
-5.0% |
2.228 |
| High |
2.238 |
2.147 |
-0.091 |
-4.1% |
2.310 |
| Low |
2.128 |
2.076 |
-0.052 |
-2.4% |
2.186 |
| Close |
2.132 |
2.127 |
-0.005 |
-0.2% |
2.247 |
| Range |
0.110 |
0.071 |
-0.039 |
-35.5% |
0.124 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.0% |
0.000 |
| Volume |
79,578 |
66,979 |
-12,599 |
-15.8% |
163,895 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.330 |
2.299 |
2.166 |
|
| R3 |
2.259 |
2.228 |
2.147 |
|
| R2 |
2.188 |
2.188 |
2.140 |
|
| R1 |
2.157 |
2.157 |
2.134 |
2.163 |
| PP |
2.117 |
2.117 |
2.117 |
2.119 |
| S1 |
2.086 |
2.086 |
2.120 |
2.092 |
| S2 |
2.046 |
2.046 |
2.114 |
|
| S3 |
1.975 |
2.015 |
2.107 |
|
| S4 |
1.904 |
1.944 |
2.088 |
|
|
| 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 |
2.276 |
2.076 |
0.200 |
9.4% |
0.071 |
3.3% |
26% |
False |
True |
50,285 |
| 10 |
2.395 |
2.076 |
0.319 |
15.0% |
0.073 |
3.4% |
16% |
False |
True |
36,677 |
| 20 |
2.637 |
2.076 |
0.561 |
26.4% |
0.080 |
3.8% |
9% |
False |
True |
31,031 |
| 40 |
2.920 |
2.076 |
0.844 |
39.7% |
0.079 |
3.7% |
6% |
False |
True |
24,656 |
| 60 |
3.097 |
2.076 |
1.021 |
48.0% |
0.072 |
3.4% |
5% |
False |
True |
20,005 |
| 80 |
3.178 |
2.076 |
1.102 |
51.8% |
0.066 |
3.1% |
5% |
False |
True |
16,580 |
| 100 |
3.333 |
2.076 |
1.257 |
59.1% |
0.065 |
3.0% |
4% |
False |
True |
14,051 |
| 120 |
3.333 |
2.076 |
1.257 |
59.1% |
0.064 |
3.0% |
4% |
False |
True |
12,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.449 |
|
2.618 |
2.333 |
|
1.618 |
2.262 |
|
1.000 |
2.218 |
|
0.618 |
2.191 |
|
HIGH |
2.147 |
|
0.618 |
2.120 |
|
0.500 |
2.112 |
|
0.382 |
2.103 |
|
LOW |
2.076 |
|
0.618 |
2.032 |
|
1.000 |
2.005 |
|
1.618 |
1.961 |
|
2.618 |
1.890 |
|
4.250 |
1.774 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.122 |
2.170 |
| PP |
2.117 |
2.156 |
| S1 |
2.112 |
2.141 |
|