NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.995 |
1.973 |
-0.022 |
-1.1% |
1.977 |
| High |
2.006 |
2.061 |
0.055 |
2.7% |
1.985 |
| Low |
1.933 |
1.933 |
0.000 |
0.0% |
1.802 |
| Close |
1.955 |
2.036 |
0.081 |
4.1% |
1.869 |
| Range |
0.073 |
0.128 |
0.055 |
75.3% |
0.183 |
| ATR |
0.088 |
0.091 |
0.003 |
3.3% |
0.000 |
| Volume |
79,355 |
95,158 |
15,803 |
19.9% |
450,936 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.394 |
2.343 |
2.106 |
|
| R3 |
2.266 |
2.215 |
2.071 |
|
| R2 |
2.138 |
2.138 |
2.059 |
|
| R1 |
2.087 |
2.087 |
2.048 |
2.113 |
| PP |
2.010 |
2.010 |
2.010 |
2.023 |
| S1 |
1.959 |
1.959 |
2.024 |
1.985 |
| S2 |
1.882 |
1.882 |
2.013 |
|
| S3 |
1.754 |
1.831 |
2.001 |
|
| S4 |
1.626 |
1.703 |
1.966 |
|
|
| 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 |
2.061 |
1.802 |
0.259 |
12.7% |
0.103 |
5.0% |
90% |
True |
False |
98,919 |
| 10 |
2.150 |
1.802 |
0.348 |
17.1% |
0.089 |
4.4% |
67% |
False |
False |
89,340 |
| 20 |
2.395 |
1.802 |
0.593 |
29.1% |
0.081 |
4.0% |
39% |
False |
False |
65,558 |
| 40 |
2.637 |
1.802 |
0.835 |
41.0% |
0.086 |
4.2% |
28% |
False |
False |
44,741 |
| 60 |
2.920 |
1.802 |
1.118 |
54.9% |
0.078 |
3.8% |
21% |
False |
False |
34,465 |
| 80 |
3.097 |
1.802 |
1.295 |
63.6% |
0.072 |
3.5% |
18% |
False |
False |
28,023 |
| 100 |
3.282 |
1.802 |
1.480 |
72.7% |
0.068 |
3.3% |
16% |
False |
False |
23,390 |
| 120 |
3.333 |
1.802 |
1.531 |
75.2% |
0.066 |
3.3% |
15% |
False |
False |
20,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.605 |
|
2.618 |
2.396 |
|
1.618 |
2.268 |
|
1.000 |
2.189 |
|
0.618 |
2.140 |
|
HIGH |
2.061 |
|
0.618 |
2.012 |
|
0.500 |
1.997 |
|
0.382 |
1.982 |
|
LOW |
1.933 |
|
0.618 |
1.854 |
|
1.000 |
1.805 |
|
1.618 |
1.726 |
|
2.618 |
1.598 |
|
4.250 |
1.389 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.023 |
2.014 |
| PP |
2.010 |
1.991 |
| S1 |
1.997 |
1.969 |
|