NYMEX Natural Gas Future March 2016
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
2.180 |
2.165 |
-0.015 |
-0.7% |
2.260 |
High |
2.212 |
2.197 |
-0.015 |
-0.7% |
2.338 |
Low |
2.146 |
2.118 |
-0.028 |
-1.3% |
2.217 |
Close |
2.162 |
2.129 |
-0.033 |
-1.5% |
2.273 |
Range |
0.066 |
0.079 |
0.013 |
19.7% |
0.121 |
ATR |
0.077 |
0.077 |
0.000 |
0.2% |
0.000 |
Volume |
67,842 |
79,820 |
11,978 |
17.7% |
209,862 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.385 |
2.336 |
2.172 |
|
R3 |
2.306 |
2.257 |
2.151 |
|
R2 |
2.227 |
2.227 |
2.143 |
|
R1 |
2.178 |
2.178 |
2.136 |
2.163 |
PP |
2.148 |
2.148 |
2.148 |
2.141 |
S1 |
2.099 |
2.099 |
2.122 |
2.084 |
S2 |
2.069 |
2.069 |
2.115 |
|
S3 |
1.990 |
2.020 |
2.107 |
|
S4 |
1.911 |
1.941 |
2.086 |
|
|
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 |
2.289 |
2.118 |
0.171 |
8.0% |
0.067 |
3.1% |
6% |
False |
True |
65,343 |
10 |
2.363 |
2.118 |
0.245 |
11.5% |
0.068 |
3.2% |
4% |
False |
True |
52,074 |
20 |
2.631 |
2.118 |
0.513 |
24.1% |
0.077 |
3.6% |
2% |
False |
True |
40,947 |
40 |
2.887 |
2.118 |
0.769 |
36.1% |
0.078 |
3.6% |
1% |
False |
True |
35,114 |
60 |
2.976 |
2.118 |
0.858 |
40.3% |
0.069 |
3.3% |
1% |
False |
True |
29,088 |
80 |
3.099 |
2.118 |
0.981 |
46.1% |
0.064 |
3.0% |
1% |
False |
True |
24,134 |
100 |
3.290 |
2.118 |
1.172 |
55.0% |
0.063 |
3.0% |
1% |
False |
True |
20,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.533 |
2.618 |
2.404 |
1.618 |
2.325 |
1.000 |
2.276 |
0.618 |
2.246 |
HIGH |
2.197 |
0.618 |
2.167 |
0.500 |
2.158 |
0.382 |
2.148 |
LOW |
2.118 |
0.618 |
2.069 |
1.000 |
2.039 |
1.618 |
1.990 |
2.618 |
1.911 |
4.250 |
1.782 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
2.158 |
2.165 |
PP |
2.148 |
2.153 |
S1 |
2.139 |
2.141 |
|