NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.965 |
2.017 |
0.052 |
2.6% |
2.038 |
| High |
2.010 |
2.091 |
0.081 |
4.0% |
2.041 |
| Low |
1.910 |
1.973 |
0.063 |
3.3% |
1.910 |
| Close |
1.972 |
2.065 |
0.093 |
4.7% |
1.972 |
| Range |
0.100 |
0.118 |
0.018 |
18.0% |
0.131 |
| ATR |
0.081 |
0.084 |
0.003 |
3.3% |
0.000 |
| Volume |
55,822 |
61,269 |
5,447 |
9.8% |
305,653 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.397 |
2.349 |
2.130 |
|
| R3 |
2.279 |
2.231 |
2.097 |
|
| R2 |
2.161 |
2.161 |
2.087 |
|
| R1 |
2.113 |
2.113 |
2.076 |
2.137 |
| PP |
2.043 |
2.043 |
2.043 |
2.055 |
| S1 |
1.995 |
1.995 |
2.054 |
2.019 |
| S2 |
1.925 |
1.925 |
2.043 |
|
| S3 |
1.807 |
1.877 |
2.033 |
|
| S4 |
1.689 |
1.759 |
2.000 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.367 |
2.301 |
2.044 |
|
| R3 |
2.236 |
2.170 |
2.008 |
|
| R2 |
2.105 |
2.105 |
1.996 |
|
| R1 |
2.039 |
2.039 |
1.984 |
2.007 |
| PP |
1.974 |
1.974 |
1.974 |
1.958 |
| S1 |
1.908 |
1.908 |
1.960 |
1.876 |
| S2 |
1.843 |
1.843 |
1.948 |
|
| S3 |
1.712 |
1.777 |
1.936 |
|
| S4 |
1.581 |
1.646 |
1.900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.091 |
1.910 |
0.181 |
8.8% |
0.094 |
4.6% |
86% |
True |
False |
64,715 |
| 10 |
2.212 |
1.910 |
0.302 |
14.6% |
0.077 |
3.7% |
51% |
False |
False |
65,037 |
| 20 |
2.412 |
1.910 |
0.502 |
24.3% |
0.075 |
3.6% |
31% |
False |
False |
51,924 |
| 40 |
2.631 |
1.910 |
0.721 |
34.9% |
0.081 |
3.9% |
21% |
False |
False |
41,768 |
| 60 |
2.956 |
1.910 |
1.046 |
50.7% |
0.073 |
3.5% |
15% |
False |
False |
35,070 |
| 80 |
3.062 |
1.910 |
1.152 |
55.8% |
0.067 |
3.2% |
13% |
False |
False |
28,946 |
| 100 |
3.238 |
1.910 |
1.328 |
64.3% |
0.064 |
3.1% |
12% |
False |
False |
24,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.593 |
|
2.618 |
2.400 |
|
1.618 |
2.282 |
|
1.000 |
2.209 |
|
0.618 |
2.164 |
|
HIGH |
2.091 |
|
0.618 |
2.046 |
|
0.500 |
2.032 |
|
0.382 |
2.018 |
|
LOW |
1.973 |
|
0.618 |
1.900 |
|
1.000 |
1.855 |
|
1.618 |
1.782 |
|
2.618 |
1.664 |
|
4.250 |
1.472 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.054 |
2.044 |
| PP |
2.043 |
2.022 |
| S1 |
2.032 |
2.001 |
|