NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.973 |
2.055 |
0.082 |
4.2% |
1.977 |
| High |
2.061 |
2.100 |
0.039 |
1.9% |
1.985 |
| Low |
1.933 |
2.032 |
0.099 |
5.1% |
1.802 |
| Close |
2.036 |
2.079 |
0.043 |
2.1% |
1.869 |
| Range |
0.128 |
0.068 |
-0.060 |
-46.9% |
0.183 |
| ATR |
0.091 |
0.089 |
-0.002 |
-1.8% |
0.000 |
| Volume |
95,158 |
63,166 |
-31,992 |
-33.6% |
450,936 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.274 |
2.245 |
2.116 |
|
| R3 |
2.206 |
2.177 |
2.098 |
|
| R2 |
2.138 |
2.138 |
2.091 |
|
| R1 |
2.109 |
2.109 |
2.085 |
2.124 |
| PP |
2.070 |
2.070 |
2.070 |
2.078 |
| S1 |
2.041 |
2.041 |
2.073 |
2.056 |
| S2 |
2.002 |
2.002 |
2.067 |
|
| S3 |
1.934 |
1.973 |
2.060 |
|
| S4 |
1.866 |
1.905 |
2.042 |
|
|
| 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 |
2.100 |
1.802 |
0.298 |
14.3% |
0.102 |
4.9% |
93% |
True |
False |
89,220 |
| 10 |
2.100 |
1.802 |
0.298 |
14.3% |
0.087 |
4.2% |
93% |
True |
False |
87,340 |
| 20 |
2.348 |
1.802 |
0.546 |
26.3% |
0.081 |
3.9% |
51% |
False |
False |
67,712 |
| 40 |
2.637 |
1.802 |
0.835 |
40.2% |
0.084 |
4.1% |
33% |
False |
False |
45,755 |
| 60 |
2.920 |
1.802 |
1.118 |
53.8% |
0.077 |
3.7% |
25% |
False |
False |
35,313 |
| 80 |
3.097 |
1.802 |
1.295 |
62.3% |
0.072 |
3.5% |
21% |
False |
False |
28,759 |
| 100 |
3.282 |
1.802 |
1.480 |
71.2% |
0.068 |
3.3% |
19% |
False |
False |
23,978 |
| 120 |
3.333 |
1.802 |
1.531 |
73.6% |
0.066 |
3.2% |
18% |
False |
False |
20,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.389 |
|
2.618 |
2.278 |
|
1.618 |
2.210 |
|
1.000 |
2.168 |
|
0.618 |
2.142 |
|
HIGH |
2.100 |
|
0.618 |
2.074 |
|
0.500 |
2.066 |
|
0.382 |
2.058 |
|
LOW |
2.032 |
|
0.618 |
1.990 |
|
1.000 |
1.964 |
|
1.618 |
1.922 |
|
2.618 |
1.854 |
|
4.250 |
1.743 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.075 |
2.058 |
| PP |
2.070 |
2.037 |
| S1 |
2.066 |
2.017 |
|