NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.049 |
2.108 |
0.059 |
2.9% |
2.038 |
| High |
2.124 |
2.164 |
0.040 |
1.9% |
2.041 |
| Low |
2.013 |
2.094 |
0.081 |
4.0% |
1.910 |
| Close |
2.101 |
2.143 |
0.042 |
2.0% |
1.972 |
| Range |
0.111 |
0.070 |
-0.041 |
-36.9% |
0.131 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.3% |
0.000 |
| Volume |
39,298 |
22,055 |
-17,243 |
-43.9% |
305,653 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.344 |
2.313 |
2.182 |
|
| R3 |
2.274 |
2.243 |
2.162 |
|
| R2 |
2.204 |
2.204 |
2.156 |
|
| R1 |
2.173 |
2.173 |
2.149 |
2.189 |
| PP |
2.134 |
2.134 |
2.134 |
2.141 |
| S1 |
2.103 |
2.103 |
2.137 |
2.119 |
| S2 |
2.064 |
2.064 |
2.130 |
|
| S3 |
1.994 |
2.033 |
2.124 |
|
| S4 |
1.924 |
1.963 |
2.105 |
|
|
| 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 |
2.164 |
1.910 |
0.254 |
11.9% |
0.094 |
4.4% |
92% |
True |
False |
42,230 |
| 10 |
2.164 |
1.910 |
0.254 |
11.9% |
0.081 |
3.8% |
92% |
True |
False |
52,633 |
| 20 |
2.363 |
1.910 |
0.453 |
21.1% |
0.075 |
3.5% |
51% |
False |
False |
52,354 |
| 40 |
2.631 |
1.910 |
0.721 |
33.6% |
0.080 |
3.7% |
32% |
False |
False |
41,733 |
| 60 |
2.887 |
1.910 |
0.977 |
45.6% |
0.074 |
3.4% |
24% |
False |
False |
35,613 |
| 80 |
3.062 |
1.910 |
1.152 |
53.8% |
0.068 |
3.2% |
20% |
False |
False |
29,846 |
| 100 |
3.238 |
1.910 |
1.328 |
62.0% |
0.065 |
3.0% |
18% |
False |
False |
25,436 |
| 120 |
3.290 |
1.910 |
1.380 |
64.4% |
0.064 |
3.0% |
17% |
False |
False |
22,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.462 |
|
2.618 |
2.347 |
|
1.618 |
2.277 |
|
1.000 |
2.234 |
|
0.618 |
2.207 |
|
HIGH |
2.164 |
|
0.618 |
2.137 |
|
0.500 |
2.129 |
|
0.382 |
2.121 |
|
LOW |
2.094 |
|
0.618 |
2.051 |
|
1.000 |
2.024 |
|
1.618 |
1.981 |
|
2.618 |
1.911 |
|
4.250 |
1.797 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.138 |
2.125 |
| PP |
2.134 |
2.107 |
| S1 |
2.129 |
2.089 |
|