NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.025 |
1.939 |
-0.086 |
-4.2% |
2.252 |
| High |
2.026 |
2.008 |
-0.018 |
-0.9% |
2.252 |
| Low |
1.931 |
1.913 |
-0.018 |
-0.9% |
2.081 |
| Close |
1.950 |
1.948 |
-0.002 |
-0.1% |
2.107 |
| Range |
0.095 |
0.095 |
0.000 |
0.0% |
0.171 |
| ATR |
0.079 |
0.080 |
0.001 |
1.4% |
0.000 |
| Volume |
55,084 |
63,276 |
8,192 |
14.9% |
362,872 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.241 |
2.190 |
2.000 |
|
| R3 |
2.146 |
2.095 |
1.974 |
|
| R2 |
2.051 |
2.051 |
1.965 |
|
| R1 |
2.000 |
2.000 |
1.957 |
2.026 |
| PP |
1.956 |
1.956 |
1.956 |
1.969 |
| S1 |
1.905 |
1.905 |
1.939 |
1.931 |
| S2 |
1.861 |
1.861 |
1.931 |
|
| S3 |
1.766 |
1.810 |
1.922 |
|
| S4 |
1.671 |
1.715 |
1.896 |
|
|
| 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 |
2.197 |
1.913 |
0.284 |
14.6% |
0.071 |
3.7% |
12% |
False |
True |
61,375 |
| 10 |
2.289 |
1.913 |
0.376 |
19.3% |
0.067 |
3.5% |
9% |
False |
True |
60,827 |
| 20 |
2.605 |
1.913 |
0.692 |
35.5% |
0.076 |
3.9% |
5% |
False |
True |
46,338 |
| 40 |
2.806 |
1.913 |
0.893 |
45.8% |
0.080 |
4.1% |
4% |
False |
True |
38,588 |
| 60 |
2.956 |
1.913 |
1.043 |
53.5% |
0.071 |
3.7% |
3% |
False |
True |
32,258 |
| 80 |
3.062 |
1.913 |
1.149 |
59.0% |
0.065 |
3.3% |
3% |
False |
True |
26,633 |
| 100 |
3.238 |
1.913 |
1.325 |
68.0% |
0.063 |
3.2% |
3% |
False |
True |
22,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.412 |
|
2.618 |
2.257 |
|
1.618 |
2.162 |
|
1.000 |
2.103 |
|
0.618 |
2.067 |
|
HIGH |
2.008 |
|
0.618 |
1.972 |
|
0.500 |
1.961 |
|
0.382 |
1.949 |
|
LOW |
1.913 |
|
0.618 |
1.854 |
|
1.000 |
1.818 |
|
1.618 |
1.759 |
|
2.618 |
1.664 |
|
4.250 |
1.509 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.961 |
1.977 |
| PP |
1.956 |
1.967 |
| S1 |
1.952 |
1.958 |
|