NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.961 |
1.870 |
-0.091 |
-4.6% |
2.238 |
| High |
1.969 |
1.925 |
-0.044 |
-2.2% |
2.238 |
| Low |
1.864 |
1.842 |
-0.022 |
-1.2% |
2.022 |
| Close |
1.886 |
1.866 |
-0.020 |
-1.1% |
2.050 |
| Range |
0.105 |
0.083 |
-0.022 |
-21.0% |
0.216 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.1% |
0.000 |
| Volume |
93,013 |
93,122 |
109 |
0.1% |
376,479 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.127 |
2.079 |
1.912 |
|
| R3 |
2.044 |
1.996 |
1.889 |
|
| R2 |
1.961 |
1.961 |
1.881 |
|
| R1 |
1.913 |
1.913 |
1.874 |
1.896 |
| PP |
1.878 |
1.878 |
1.878 |
1.869 |
| S1 |
1.830 |
1.830 |
1.858 |
1.813 |
| S2 |
1.795 |
1.795 |
1.851 |
|
| S3 |
1.712 |
1.747 |
1.843 |
|
| S4 |
1.629 |
1.664 |
1.820 |
|
|
| 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 |
2.150 |
1.842 |
0.308 |
16.5% |
0.075 |
4.0% |
8% |
False |
True |
79,762 |
| 10 |
2.264 |
1.842 |
0.422 |
22.6% |
0.073 |
3.9% |
6% |
False |
True |
68,764 |
| 20 |
2.605 |
1.842 |
0.763 |
40.9% |
0.081 |
4.3% |
3% |
False |
True |
46,710 |
| 40 |
2.836 |
1.842 |
0.994 |
53.3% |
0.083 |
4.4% |
2% |
False |
True |
34,579 |
| 60 |
2.989 |
1.842 |
1.147 |
61.5% |
0.074 |
4.0% |
2% |
False |
True |
27,206 |
| 80 |
3.097 |
1.842 |
1.255 |
67.3% |
0.068 |
3.6% |
2% |
False |
True |
22,097 |
| 100 |
3.282 |
1.842 |
1.440 |
77.2% |
0.066 |
3.5% |
2% |
False |
True |
18,614 |
| 120 |
3.333 |
1.842 |
1.491 |
79.9% |
0.065 |
3.5% |
2% |
False |
True |
16,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.278 |
|
2.618 |
2.142 |
|
1.618 |
2.059 |
|
1.000 |
2.008 |
|
0.618 |
1.976 |
|
HIGH |
1.925 |
|
0.618 |
1.893 |
|
0.500 |
1.884 |
|
0.382 |
1.874 |
|
LOW |
1.842 |
|
0.618 |
1.791 |
|
1.000 |
1.759 |
|
1.618 |
1.708 |
|
2.618 |
1.625 |
|
4.250 |
1.489 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.884 |
1.914 |
| PP |
1.878 |
1.898 |
| S1 |
1.872 |
1.882 |
|