NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.322 |
2.273 |
-0.049 |
-2.1% |
1.922 |
| High |
2.335 |
2.378 |
0.043 |
1.8% |
2.100 |
| Low |
2.188 |
2.270 |
0.082 |
3.7% |
1.877 |
| Close |
2.214 |
2.337 |
0.123 |
5.6% |
2.079 |
| Range |
0.147 |
0.108 |
-0.039 |
-26.5% |
0.223 |
| ATR |
0.105 |
0.109 |
0.004 |
4.0% |
0.000 |
| Volume |
134,926 |
144,665 |
9,739 |
7.2% |
350,988 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.652 |
2.603 |
2.396 |
|
| R3 |
2.544 |
2.495 |
2.367 |
|
| R2 |
2.436 |
2.436 |
2.357 |
|
| R1 |
2.387 |
2.387 |
2.347 |
2.412 |
| PP |
2.328 |
2.328 |
2.328 |
2.341 |
| S1 |
2.279 |
2.279 |
2.327 |
2.304 |
| S2 |
2.220 |
2.220 |
2.317 |
|
| S3 |
2.112 |
2.171 |
2.307 |
|
| S4 |
2.004 |
2.063 |
2.278 |
|
|
| 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 |
2.032 |
0.354 |
15.1% |
0.123 |
5.2% |
86% |
False |
False |
138,096 |
| 10 |
2.386 |
1.802 |
0.584 |
25.0% |
0.113 |
4.8% |
92% |
False |
False |
118,507 |
| 20 |
2.386 |
1.802 |
0.584 |
25.0% |
0.093 |
4.0% |
92% |
False |
False |
93,636 |
| 40 |
2.637 |
1.802 |
0.835 |
35.7% |
0.089 |
3.8% |
64% |
False |
False |
59,250 |
| 60 |
2.920 |
1.802 |
1.118 |
47.8% |
0.083 |
3.5% |
48% |
False |
False |
44,958 |
| 80 |
3.097 |
1.802 |
1.295 |
55.4% |
0.076 |
3.2% |
41% |
False |
False |
36,162 |
| 100 |
3.282 |
1.802 |
1.480 |
63.3% |
0.071 |
3.0% |
36% |
False |
False |
30,040 |
| 120 |
3.333 |
1.802 |
1.531 |
65.5% |
0.069 |
3.0% |
35% |
False |
False |
25,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.837 |
|
2.618 |
2.661 |
|
1.618 |
2.553 |
|
1.000 |
2.486 |
|
0.618 |
2.445 |
|
HIGH |
2.378 |
|
0.618 |
2.337 |
|
0.500 |
2.324 |
|
0.382 |
2.311 |
|
LOW |
2.270 |
|
0.618 |
2.203 |
|
1.000 |
2.162 |
|
1.618 |
2.095 |
|
2.618 |
1.987 |
|
4.250 |
1.811 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.333 |
2.320 |
| PP |
2.328 |
2.304 |
| S1 |
2.324 |
2.287 |
|