NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.144 |
2.122 |
-0.022 |
-1.0% |
2.228 |
| High |
2.171 |
2.150 |
-0.021 |
-1.0% |
2.310 |
| Low |
2.098 |
2.062 |
-0.036 |
-1.7% |
2.186 |
| Close |
2.117 |
2.075 |
-0.042 |
-2.0% |
2.247 |
| Range |
0.073 |
0.088 |
0.015 |
20.5% |
0.124 |
| ATR |
0.081 |
0.081 |
0.001 |
0.6% |
0.000 |
| Volume |
75,272 |
83,167 |
7,895 |
10.5% |
163,895 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.360 |
2.305 |
2.123 |
|
| R3 |
2.272 |
2.217 |
2.099 |
|
| R2 |
2.184 |
2.184 |
2.091 |
|
| R1 |
2.129 |
2.129 |
2.083 |
2.113 |
| PP |
2.096 |
2.096 |
2.096 |
2.087 |
| S1 |
2.041 |
2.041 |
2.067 |
2.025 |
| S2 |
2.008 |
2.008 |
2.059 |
|
| S3 |
1.920 |
1.953 |
2.051 |
|
| S4 |
1.832 |
1.865 |
2.027 |
|
|
| 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 |
2.264 |
2.062 |
0.202 |
9.7% |
0.076 |
3.7% |
6% |
False |
True |
67,853 |
| 10 |
2.348 |
2.062 |
0.286 |
13.8% |
0.074 |
3.6% |
5% |
False |
True |
48,084 |
| 20 |
2.637 |
2.062 |
0.575 |
27.7% |
0.082 |
4.0% |
2% |
False |
True |
36,093 |
| 40 |
2.920 |
2.062 |
0.858 |
41.3% |
0.081 |
3.9% |
2% |
False |
True |
27,915 |
| 60 |
3.013 |
2.062 |
0.951 |
45.8% |
0.072 |
3.5% |
1% |
False |
True |
22,373 |
| 80 |
3.141 |
2.062 |
1.079 |
52.0% |
0.067 |
3.2% |
1% |
False |
True |
18,432 |
| 100 |
3.333 |
2.062 |
1.271 |
61.3% |
0.065 |
3.1% |
1% |
False |
True |
15,581 |
| 120 |
3.333 |
2.062 |
1.271 |
61.3% |
0.064 |
3.1% |
1% |
False |
True |
13,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.524 |
|
2.618 |
2.380 |
|
1.618 |
2.292 |
|
1.000 |
2.238 |
|
0.618 |
2.204 |
|
HIGH |
2.150 |
|
0.618 |
2.116 |
|
0.500 |
2.106 |
|
0.382 |
2.096 |
|
LOW |
2.062 |
|
0.618 |
2.008 |
|
1.000 |
1.974 |
|
1.618 |
1.920 |
|
2.618 |
1.832 |
|
4.250 |
1.688 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.106 |
2.117 |
| PP |
2.096 |
2.103 |
| S1 |
2.085 |
2.089 |
|