NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.267 |
2.322 |
0.055 |
2.4% |
1.922 |
| High |
2.386 |
2.335 |
-0.051 |
-2.1% |
2.100 |
| Low |
2.257 |
2.188 |
-0.069 |
-3.1% |
1.877 |
| Close |
2.370 |
2.214 |
-0.156 |
-6.6% |
2.079 |
| Range |
0.129 |
0.147 |
0.018 |
14.0% |
0.223 |
| ATR |
0.099 |
0.105 |
0.006 |
6.0% |
0.000 |
| Volume |
169,579 |
134,926 |
-34,653 |
-20.4% |
350,988 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.687 |
2.597 |
2.295 |
|
| R3 |
2.540 |
2.450 |
2.254 |
|
| R2 |
2.393 |
2.393 |
2.241 |
|
| R1 |
2.303 |
2.303 |
2.227 |
2.275 |
| PP |
2.246 |
2.246 |
2.246 |
2.231 |
| S1 |
2.156 |
2.156 |
2.201 |
2.128 |
| S2 |
2.099 |
2.099 |
2.187 |
|
| S3 |
1.952 |
2.009 |
2.174 |
|
| S4 |
1.805 |
1.862 |
2.133 |
|
|
| 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 |
2.386 |
1.933 |
0.453 |
20.5% |
0.127 |
5.7% |
62% |
False |
False |
128,195 |
| 10 |
2.386 |
1.802 |
0.584 |
26.4% |
0.110 |
5.0% |
71% |
False |
False |
113,353 |
| 20 |
2.386 |
1.802 |
0.584 |
26.4% |
0.091 |
4.1% |
71% |
False |
False |
88,296 |
| 40 |
2.637 |
1.802 |
0.835 |
37.7% |
0.088 |
4.0% |
49% |
False |
False |
56,056 |
| 60 |
2.920 |
1.802 |
1.118 |
50.5% |
0.082 |
3.7% |
37% |
False |
False |
42,732 |
| 80 |
3.097 |
1.802 |
1.295 |
58.5% |
0.075 |
3.4% |
32% |
False |
False |
34,459 |
| 100 |
3.282 |
1.802 |
1.480 |
66.8% |
0.070 |
3.2% |
28% |
False |
False |
28,647 |
| 120 |
3.333 |
1.802 |
1.531 |
69.2% |
0.069 |
3.1% |
27% |
False |
False |
24,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.960 |
|
2.618 |
2.720 |
|
1.618 |
2.573 |
|
1.000 |
2.482 |
|
0.618 |
2.426 |
|
HIGH |
2.335 |
|
0.618 |
2.279 |
|
0.500 |
2.262 |
|
0.382 |
2.244 |
|
LOW |
2.188 |
|
0.618 |
2.097 |
|
1.000 |
2.041 |
|
1.618 |
1.950 |
|
2.618 |
1.803 |
|
4.250 |
1.563 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.262 |
2.249 |
| PP |
2.246 |
2.237 |
| S1 |
2.230 |
2.226 |
|