NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.061 |
1.977 |
-0.084 |
-4.1% |
2.238 |
| High |
2.066 |
1.985 |
-0.081 |
-3.9% |
2.238 |
| Low |
2.022 |
1.929 |
-0.093 |
-4.6% |
2.022 |
| Close |
2.050 |
1.959 |
-0.091 |
-4.4% |
2.050 |
| Range |
0.044 |
0.056 |
0.012 |
27.3% |
0.216 |
| ATR |
0.079 |
0.082 |
0.003 |
3.8% |
0.000 |
| Volume |
71,483 |
58,027 |
-13,456 |
-18.8% |
376,479 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.126 |
2.098 |
1.990 |
|
| R3 |
2.070 |
2.042 |
1.974 |
|
| R2 |
2.014 |
2.014 |
1.969 |
|
| R1 |
1.986 |
1.986 |
1.964 |
1.972 |
| PP |
1.958 |
1.958 |
1.958 |
1.951 |
| S1 |
1.930 |
1.930 |
1.954 |
1.916 |
| S2 |
1.902 |
1.902 |
1.949 |
|
| S3 |
1.846 |
1.874 |
1.944 |
|
| S4 |
1.790 |
1.818 |
1.928 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.751 |
2.617 |
2.169 |
|
| R3 |
2.535 |
2.401 |
2.109 |
|
| R2 |
2.319 |
2.319 |
2.090 |
|
| R1 |
2.185 |
2.185 |
2.070 |
2.144 |
| PP |
2.103 |
2.103 |
2.103 |
2.083 |
| S1 |
1.969 |
1.969 |
2.030 |
1.928 |
| S2 |
1.887 |
1.887 |
2.010 |
|
| S3 |
1.671 |
1.753 |
1.991 |
|
| S4 |
1.455 |
1.537 |
1.931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.171 |
1.929 |
0.242 |
12.4% |
0.066 |
3.4% |
12% |
False |
True |
70,985 |
| 10 |
2.310 |
1.929 |
0.381 |
19.4% |
0.068 |
3.5% |
8% |
False |
True |
57,747 |
| 20 |
2.637 |
1.929 |
0.708 |
36.1% |
0.080 |
4.1% |
4% |
False |
True |
39,697 |
| 40 |
2.851 |
1.929 |
0.922 |
47.1% |
0.080 |
4.1% |
3% |
False |
True |
30,478 |
| 60 |
2.989 |
1.929 |
1.060 |
54.1% |
0.072 |
3.7% |
3% |
False |
True |
24,328 |
| 80 |
3.123 |
1.929 |
1.194 |
60.9% |
0.067 |
3.4% |
3% |
False |
True |
19,918 |
| 100 |
3.282 |
1.929 |
1.353 |
69.1% |
0.065 |
3.3% |
2% |
False |
True |
16,798 |
| 120 |
3.333 |
1.929 |
1.404 |
71.7% |
0.064 |
3.3% |
2% |
False |
True |
14,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.223 |
|
2.618 |
2.132 |
|
1.618 |
2.076 |
|
1.000 |
2.041 |
|
0.618 |
2.020 |
|
HIGH |
1.985 |
|
0.618 |
1.964 |
|
0.500 |
1.957 |
|
0.382 |
1.950 |
|
LOW |
1.929 |
|
0.618 |
1.894 |
|
1.000 |
1.873 |
|
1.618 |
1.838 |
|
2.618 |
1.782 |
|
4.250 |
1.691 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.958 |
2.040 |
| PP |
1.958 |
2.013 |
| S1 |
1.957 |
1.986 |
|