NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.902 |
1.864 |
-0.038 |
-2.0% |
1.977 |
| High |
1.930 |
1.910 |
-0.020 |
-1.0% |
1.985 |
| Low |
1.859 |
1.802 |
-0.057 |
-3.1% |
1.802 |
| Close |
1.873 |
1.869 |
-0.004 |
-0.2% |
1.869 |
| Range |
0.071 |
0.108 |
0.037 |
52.1% |
0.183 |
| ATR |
0.083 |
0.085 |
0.002 |
2.2% |
0.000 |
| Volume |
111,661 |
95,113 |
-16,548 |
-14.8% |
450,936 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.184 |
2.135 |
1.928 |
|
| R3 |
2.076 |
2.027 |
1.899 |
|
| R2 |
1.968 |
1.968 |
1.889 |
|
| R1 |
1.919 |
1.919 |
1.879 |
1.944 |
| PP |
1.860 |
1.860 |
1.860 |
1.873 |
| S1 |
1.811 |
1.811 |
1.859 |
1.836 |
| S2 |
1.752 |
1.752 |
1.849 |
|
| S3 |
1.644 |
1.703 |
1.839 |
|
| S4 |
1.536 |
1.595 |
1.810 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.434 |
2.335 |
1.970 |
|
| R3 |
2.251 |
2.152 |
1.919 |
|
| R2 |
2.068 |
2.068 |
1.903 |
|
| R1 |
1.969 |
1.969 |
1.886 |
1.927 |
| PP |
1.885 |
1.885 |
1.885 |
1.865 |
| S1 |
1.786 |
1.786 |
1.852 |
1.744 |
| S2 |
1.702 |
1.702 |
1.835 |
|
| S3 |
1.519 |
1.603 |
1.819 |
|
| S4 |
1.336 |
1.420 |
1.768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.985 |
1.802 |
0.183 |
9.8% |
0.085 |
4.5% |
37% |
False |
True |
90,187 |
| 10 |
2.238 |
1.802 |
0.436 |
23.3% |
0.081 |
4.3% |
15% |
False |
True |
82,741 |
| 20 |
2.456 |
1.802 |
0.654 |
35.0% |
0.080 |
4.3% |
10% |
False |
True |
54,861 |
| 40 |
2.718 |
1.802 |
0.916 |
49.0% |
0.083 |
4.5% |
7% |
False |
True |
38,879 |
| 60 |
2.989 |
1.802 |
1.187 |
63.5% |
0.075 |
4.0% |
6% |
False |
True |
30,294 |
| 80 |
3.097 |
1.802 |
1.295 |
69.3% |
0.069 |
3.7% |
5% |
False |
True |
24,573 |
| 100 |
3.282 |
1.802 |
1.480 |
79.2% |
0.067 |
3.6% |
5% |
False |
True |
20,605 |
| 120 |
3.333 |
1.802 |
1.531 |
81.9% |
0.065 |
3.5% |
4% |
False |
True |
17,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.369 |
|
2.618 |
2.193 |
|
1.618 |
2.085 |
|
1.000 |
2.018 |
|
0.618 |
1.977 |
|
HIGH |
1.910 |
|
0.618 |
1.869 |
|
0.500 |
1.856 |
|
0.382 |
1.843 |
|
LOW |
1.802 |
|
0.618 |
1.735 |
|
1.000 |
1.694 |
|
1.618 |
1.627 |
|
2.618 |
1.519 |
|
4.250 |
1.343 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.865 |
1.868 |
| PP |
1.860 |
1.867 |
| S1 |
1.856 |
1.866 |
|