NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.055 |
2.114 |
0.059 |
2.9% |
1.922 |
| High |
2.100 |
2.272 |
0.172 |
8.2% |
2.100 |
| Low |
2.032 |
2.111 |
0.079 |
3.9% |
1.877 |
| Close |
2.079 |
2.256 |
0.177 |
8.5% |
2.079 |
| Range |
0.068 |
0.161 |
0.093 |
136.8% |
0.223 |
| ATR |
0.089 |
0.096 |
0.007 |
8.4% |
0.000 |
| Volume |
63,166 |
178,146 |
114,980 |
182.0% |
350,988 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.696 |
2.637 |
2.345 |
|
| R3 |
2.535 |
2.476 |
2.300 |
|
| R2 |
2.374 |
2.374 |
2.286 |
|
| R1 |
2.315 |
2.315 |
2.271 |
2.345 |
| PP |
2.213 |
2.213 |
2.213 |
2.228 |
| S1 |
2.154 |
2.154 |
2.241 |
2.184 |
| S2 |
2.052 |
2.052 |
2.226 |
|
| S3 |
1.891 |
1.993 |
2.212 |
|
| S4 |
1.730 |
1.832 |
2.167 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.688 |
2.606 |
2.202 |
|
| R3 |
2.465 |
2.383 |
2.140 |
|
| R2 |
2.242 |
2.242 |
2.120 |
|
| R1 |
2.160 |
2.160 |
2.099 |
2.201 |
| PP |
2.019 |
2.019 |
2.019 |
2.039 |
| S1 |
1.937 |
1.937 |
2.059 |
1.978 |
| S2 |
1.796 |
1.796 |
2.038 |
|
| S3 |
1.573 |
1.714 |
2.018 |
|
| S4 |
1.350 |
1.491 |
1.956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.272 |
1.877 |
0.395 |
17.5% |
0.113 |
5.0% |
96% |
True |
False |
105,826 |
| 10 |
2.272 |
1.802 |
0.470 |
20.8% |
0.099 |
4.4% |
97% |
True |
False |
98,007 |
| 20 |
2.310 |
1.802 |
0.508 |
22.5% |
0.084 |
3.7% |
89% |
False |
False |
76,022 |
| 40 |
2.637 |
1.802 |
0.835 |
37.0% |
0.085 |
3.8% |
54% |
False |
False |
49,830 |
| 60 |
2.920 |
1.802 |
1.118 |
49.6% |
0.079 |
3.5% |
41% |
False |
False |
38,019 |
| 80 |
3.097 |
1.802 |
1.295 |
57.4% |
0.073 |
3.3% |
35% |
False |
False |
30,914 |
| 100 |
3.282 |
1.802 |
1.480 |
65.6% |
0.069 |
3.1% |
31% |
False |
False |
25,695 |
| 120 |
3.333 |
1.802 |
1.531 |
67.9% |
0.067 |
3.0% |
30% |
False |
False |
22,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.956 |
|
2.618 |
2.693 |
|
1.618 |
2.532 |
|
1.000 |
2.433 |
|
0.618 |
2.371 |
|
HIGH |
2.272 |
|
0.618 |
2.210 |
|
0.500 |
2.192 |
|
0.382 |
2.173 |
|
LOW |
2.111 |
|
0.618 |
2.012 |
|
1.000 |
1.950 |
|
1.618 |
1.851 |
|
2.618 |
1.690 |
|
4.250 |
1.427 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.235 |
2.205 |
| PP |
2.213 |
2.154 |
| S1 |
2.192 |
2.103 |
|