NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.108 |
2.217 |
0.109 |
5.2% |
2.017 |
| High |
2.164 |
2.315 |
0.151 |
7.0% |
2.164 |
| Low |
2.094 |
2.169 |
0.075 |
3.6% |
1.973 |
| Close |
2.143 |
2.301 |
0.158 |
7.4% |
2.143 |
| Range |
0.070 |
0.146 |
0.076 |
108.6% |
0.191 |
| ATR |
0.084 |
0.090 |
0.006 |
7.5% |
0.000 |
| Volume |
22,055 |
61,310 |
39,255 |
178.0% |
155,329 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.700 |
2.646 |
2.381 |
|
| R3 |
2.554 |
2.500 |
2.341 |
|
| R2 |
2.408 |
2.408 |
2.328 |
|
| R1 |
2.354 |
2.354 |
2.314 |
2.381 |
| PP |
2.262 |
2.262 |
2.262 |
2.275 |
| S1 |
2.208 |
2.208 |
2.288 |
2.235 |
| S2 |
2.116 |
2.116 |
2.274 |
|
| S3 |
1.970 |
2.062 |
2.261 |
|
| S4 |
1.824 |
1.916 |
2.221 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.666 |
2.596 |
2.248 |
|
| R3 |
2.475 |
2.405 |
2.196 |
|
| R2 |
2.284 |
2.284 |
2.178 |
|
| R1 |
2.214 |
2.214 |
2.161 |
2.249 |
| PP |
2.093 |
2.093 |
2.093 |
2.111 |
| S1 |
2.023 |
2.023 |
2.125 |
2.058 |
| S2 |
1.902 |
1.902 |
2.108 |
|
| S3 |
1.711 |
1.832 |
2.090 |
|
| S4 |
1.520 |
1.641 |
2.038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.315 |
1.973 |
0.342 |
14.9% |
0.103 |
4.5% |
96% |
True |
False |
43,327 |
| 10 |
2.315 |
1.910 |
0.405 |
17.6% |
0.092 |
4.0% |
97% |
True |
False |
52,229 |
| 20 |
2.338 |
1.910 |
0.428 |
18.6% |
0.077 |
3.4% |
91% |
False |
False |
54,751 |
| 40 |
2.631 |
1.910 |
0.721 |
31.3% |
0.081 |
3.5% |
54% |
False |
False |
42,620 |
| 60 |
2.887 |
1.910 |
0.977 |
42.5% |
0.075 |
3.3% |
40% |
False |
False |
36,201 |
| 80 |
3.062 |
1.910 |
1.152 |
50.1% |
0.070 |
3.0% |
34% |
False |
False |
30,518 |
| 100 |
3.238 |
1.910 |
1.328 |
57.7% |
0.066 |
2.9% |
29% |
False |
False |
25,921 |
| 120 |
3.290 |
1.910 |
1.380 |
60.0% |
0.065 |
2.8% |
28% |
False |
False |
22,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.936 |
|
2.618 |
2.697 |
|
1.618 |
2.551 |
|
1.000 |
2.461 |
|
0.618 |
2.405 |
|
HIGH |
2.315 |
|
0.618 |
2.259 |
|
0.500 |
2.242 |
|
0.382 |
2.225 |
|
LOW |
2.169 |
|
0.618 |
2.079 |
|
1.000 |
2.023 |
|
1.618 |
1.933 |
|
2.618 |
1.787 |
|
4.250 |
1.549 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.281 |
2.255 |
| PP |
2.262 |
2.210 |
| S1 |
2.242 |
2.164 |
|