NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.165 |
2.117 |
-0.048 |
-2.2% |
2.252 |
| High |
2.197 |
2.119 |
-0.078 |
-3.6% |
2.252 |
| Low |
2.118 |
2.081 |
-0.037 |
-1.7% |
2.081 |
| Close |
2.129 |
2.107 |
-0.022 |
-1.0% |
2.107 |
| Range |
0.079 |
0.038 |
-0.041 |
-51.9% |
0.171 |
| ATR |
0.077 |
0.075 |
-0.002 |
-2.7% |
0.000 |
| Volume |
79,820 |
65,356 |
-14,464 |
-18.1% |
362,872 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.216 |
2.200 |
2.128 |
|
| R3 |
2.178 |
2.162 |
2.117 |
|
| R2 |
2.140 |
2.140 |
2.114 |
|
| R1 |
2.124 |
2.124 |
2.110 |
2.113 |
| PP |
2.102 |
2.102 |
2.102 |
2.097 |
| S1 |
2.086 |
2.086 |
2.104 |
2.075 |
| S2 |
2.064 |
2.064 |
2.100 |
|
| S3 |
2.026 |
2.048 |
2.097 |
|
| S4 |
1.988 |
2.010 |
2.086 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.660 |
2.554 |
2.201 |
|
| R3 |
2.489 |
2.383 |
2.154 |
|
| R2 |
2.318 |
2.318 |
2.138 |
|
| R1 |
2.212 |
2.212 |
2.123 |
2.180 |
| PP |
2.147 |
2.147 |
2.147 |
2.130 |
| S1 |
2.041 |
2.041 |
2.091 |
2.009 |
| S2 |
1.976 |
1.976 |
2.076 |
|
| S3 |
1.805 |
1.870 |
2.060 |
|
| S4 |
1.634 |
1.699 |
2.013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.252 |
2.081 |
0.171 |
8.1% |
0.067 |
3.2% |
15% |
False |
True |
72,574 |
| 10 |
2.338 |
2.081 |
0.257 |
12.2% |
0.063 |
3.0% |
10% |
False |
True |
57,273 |
| 20 |
2.631 |
2.081 |
0.550 |
26.1% |
0.076 |
3.6% |
5% |
False |
True |
42,635 |
| 40 |
2.820 |
2.081 |
0.739 |
35.1% |
0.076 |
3.6% |
4% |
False |
True |
35,864 |
| 60 |
2.967 |
2.081 |
0.886 |
42.1% |
0.069 |
3.3% |
3% |
False |
True |
30,059 |
| 80 |
3.099 |
2.081 |
1.018 |
48.3% |
0.064 |
3.1% |
3% |
False |
True |
24,864 |
| 100 |
3.290 |
2.081 |
1.209 |
57.4% |
0.063 |
3.0% |
2% |
False |
True |
21,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.281 |
|
2.618 |
2.218 |
|
1.618 |
2.180 |
|
1.000 |
2.157 |
|
0.618 |
2.142 |
|
HIGH |
2.119 |
|
0.618 |
2.104 |
|
0.500 |
2.100 |
|
0.382 |
2.096 |
|
LOW |
2.081 |
|
0.618 |
2.058 |
|
1.000 |
2.043 |
|
1.618 |
2.020 |
|
2.618 |
1.982 |
|
4.250 |
1.920 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.105 |
2.147 |
| PP |
2.102 |
2.133 |
| S1 |
2.100 |
2.120 |
|