NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.252 |
2.175 |
-0.077 |
-3.4% |
2.260 |
| High |
2.252 |
2.190 |
-0.062 |
-2.8% |
2.338 |
| Low |
2.170 |
2.121 |
-0.049 |
-2.3% |
2.217 |
| Close |
2.174 |
2.171 |
-0.003 |
-0.1% |
2.273 |
| Range |
0.082 |
0.069 |
-0.013 |
-15.9% |
0.121 |
| ATR |
0.079 |
0.078 |
-0.001 |
-0.9% |
0.000 |
| Volume |
79,421 |
70,433 |
-8,988 |
-11.3% |
209,862 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.368 |
2.338 |
2.209 |
|
| R3 |
2.299 |
2.269 |
2.190 |
|
| R2 |
2.230 |
2.230 |
2.184 |
|
| R1 |
2.200 |
2.200 |
2.177 |
2.181 |
| PP |
2.161 |
2.161 |
2.161 |
2.151 |
| S1 |
2.131 |
2.131 |
2.165 |
2.112 |
| S2 |
2.092 |
2.092 |
2.158 |
|
| S3 |
2.023 |
2.062 |
2.152 |
|
| S4 |
1.954 |
1.993 |
2.133 |
|
|
| 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 |
2.304 |
2.121 |
0.183 |
8.4% |
0.063 |
2.9% |
27% |
False |
True |
57,354 |
| 10 |
2.412 |
2.121 |
0.291 |
13.4% |
0.068 |
3.1% |
17% |
False |
True |
43,267 |
| 20 |
2.631 |
2.121 |
0.510 |
23.5% |
0.076 |
3.5% |
10% |
False |
True |
37,532 |
| 40 |
2.887 |
2.121 |
0.766 |
35.3% |
0.076 |
3.5% |
7% |
False |
True |
32,408 |
| 60 |
3.062 |
2.121 |
0.941 |
43.3% |
0.069 |
3.2% |
5% |
False |
True |
26,967 |
| 80 |
3.131 |
2.121 |
1.010 |
46.5% |
0.064 |
2.9% |
5% |
False |
True |
22,497 |
| 100 |
3.290 |
2.121 |
1.169 |
53.8% |
0.063 |
2.9% |
4% |
False |
True |
19,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.483 |
|
2.618 |
2.371 |
|
1.618 |
2.302 |
|
1.000 |
2.259 |
|
0.618 |
2.233 |
|
HIGH |
2.190 |
|
0.618 |
2.164 |
|
0.500 |
2.156 |
|
0.382 |
2.147 |
|
LOW |
2.121 |
|
0.618 |
2.078 |
|
1.000 |
2.052 |
|
1.618 |
2.009 |
|
2.618 |
1.940 |
|
4.250 |
1.828 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.166 |
2.205 |
| PP |
2.161 |
2.194 |
| S1 |
2.156 |
2.182 |
|