NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.038 |
2.025 |
-0.013 |
-0.6% |
2.252 |
| High |
2.041 |
2.026 |
-0.015 |
-0.7% |
2.252 |
| Low |
1.992 |
1.931 |
-0.061 |
-3.1% |
2.081 |
| Close |
2.018 |
1.950 |
-0.068 |
-3.4% |
2.107 |
| Range |
0.049 |
0.095 |
0.046 |
93.9% |
0.171 |
| ATR |
0.078 |
0.079 |
0.001 |
1.6% |
0.000 |
| Volume |
43,343 |
55,084 |
11,741 |
27.1% |
362,872 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.254 |
2.197 |
2.002 |
|
| R3 |
2.159 |
2.102 |
1.976 |
|
| R2 |
2.064 |
2.064 |
1.967 |
|
| R1 |
2.007 |
2.007 |
1.959 |
1.988 |
| PP |
1.969 |
1.969 |
1.969 |
1.960 |
| S1 |
1.912 |
1.912 |
1.941 |
1.893 |
| S2 |
1.874 |
1.874 |
1.933 |
|
| S3 |
1.779 |
1.817 |
1.924 |
|
| S4 |
1.684 |
1.722 |
1.898 |
|
|
| 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 |
2.212 |
1.931 |
0.281 |
14.4% |
0.065 |
3.4% |
7% |
False |
True |
62,289 |
| 10 |
2.304 |
1.931 |
0.373 |
19.1% |
0.064 |
3.3% |
5% |
False |
True |
59,821 |
| 20 |
2.605 |
1.931 |
0.674 |
34.6% |
0.076 |
3.9% |
3% |
False |
True |
44,659 |
| 40 |
2.820 |
1.931 |
0.889 |
45.6% |
0.078 |
4.0% |
2% |
False |
True |
37,600 |
| 60 |
2.956 |
1.931 |
1.025 |
52.6% |
0.070 |
3.6% |
2% |
False |
True |
31,319 |
| 80 |
3.062 |
1.931 |
1.131 |
58.0% |
0.064 |
3.3% |
2% |
False |
True |
25,916 |
| 100 |
3.238 |
1.931 |
1.307 |
67.0% |
0.063 |
3.2% |
1% |
False |
True |
22,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.430 |
|
2.618 |
2.275 |
|
1.618 |
2.180 |
|
1.000 |
2.121 |
|
0.618 |
2.085 |
|
HIGH |
2.026 |
|
0.618 |
1.990 |
|
0.500 |
1.979 |
|
0.382 |
1.967 |
|
LOW |
1.931 |
|
0.618 |
1.872 |
|
1.000 |
1.836 |
|
1.618 |
1.777 |
|
2.618 |
1.682 |
|
4.250 |
1.527 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.979 |
2.025 |
| PP |
1.969 |
2.000 |
| S1 |
1.960 |
1.975 |
|