NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.271 |
2.252 |
-0.019 |
-0.8% |
2.260 |
| High |
2.289 |
2.252 |
-0.037 |
-1.6% |
2.338 |
| Low |
2.251 |
2.170 |
-0.081 |
-3.6% |
2.217 |
| Close |
2.273 |
2.174 |
-0.099 |
-4.4% |
2.273 |
| Range |
0.038 |
0.082 |
0.044 |
115.8% |
0.121 |
| ATR |
0.077 |
0.079 |
0.002 |
2.4% |
0.000 |
| Volume |
29,202 |
79,421 |
50,219 |
172.0% |
209,862 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.445 |
2.391 |
2.219 |
|
| R3 |
2.363 |
2.309 |
2.197 |
|
| R2 |
2.281 |
2.281 |
2.189 |
|
| R1 |
2.227 |
2.227 |
2.182 |
2.213 |
| PP |
2.199 |
2.199 |
2.199 |
2.192 |
| S1 |
2.145 |
2.145 |
2.166 |
2.131 |
| S2 |
2.117 |
2.117 |
2.159 |
|
| S3 |
2.035 |
2.063 |
2.151 |
|
| S4 |
1.953 |
1.981 |
2.129 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.639 |
2.577 |
2.340 |
|
| R3 |
2.518 |
2.456 |
2.306 |
|
| R2 |
2.397 |
2.397 |
2.295 |
|
| R1 |
2.335 |
2.335 |
2.284 |
2.366 |
| PP |
2.276 |
2.276 |
2.276 |
2.292 |
| S1 |
2.214 |
2.214 |
2.262 |
2.245 |
| S2 |
2.155 |
2.155 |
2.251 |
|
| S3 |
2.034 |
2.093 |
2.240 |
|
| S4 |
1.913 |
1.972 |
2.206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.338 |
2.170 |
0.168 |
7.7% |
0.061 |
2.8% |
2% |
False |
True |
52,771 |
| 10 |
2.412 |
2.170 |
0.242 |
11.1% |
0.073 |
3.3% |
2% |
False |
True |
38,810 |
| 20 |
2.631 |
2.170 |
0.461 |
21.2% |
0.078 |
3.6% |
1% |
False |
True |
35,399 |
| 40 |
2.887 |
2.170 |
0.717 |
33.0% |
0.076 |
3.5% |
1% |
False |
True |
31,110 |
| 60 |
3.062 |
2.170 |
0.892 |
41.0% |
0.069 |
3.2% |
0% |
False |
True |
26,057 |
| 80 |
3.166 |
2.170 |
0.996 |
45.8% |
0.063 |
2.9% |
0% |
False |
True |
21,660 |
| 100 |
3.290 |
2.170 |
1.120 |
51.5% |
0.063 |
2.9% |
0% |
False |
True |
18,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.601 |
|
2.618 |
2.467 |
|
1.618 |
2.385 |
|
1.000 |
2.334 |
|
0.618 |
2.303 |
|
HIGH |
2.252 |
|
0.618 |
2.221 |
|
0.500 |
2.211 |
|
0.382 |
2.201 |
|
LOW |
2.170 |
|
0.618 |
2.119 |
|
1.000 |
2.088 |
|
1.618 |
2.037 |
|
2.618 |
1.955 |
|
4.250 |
1.822 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.211 |
2.230 |
| PP |
2.199 |
2.211 |
| S1 |
2.186 |
2.193 |
|