NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.355 |
2.311 |
-0.044 |
-1.9% |
2.017 |
| High |
2.364 |
2.402 |
0.038 |
1.6% |
2.164 |
| Low |
2.228 |
2.310 |
0.082 |
3.7% |
1.973 |
| Close |
2.255 |
2.363 |
0.108 |
4.8% |
2.143 |
| Range |
0.136 |
0.092 |
-0.044 |
-32.4% |
0.191 |
| ATR |
0.097 |
0.101 |
0.004 |
3.7% |
0.000 |
| Volume |
50,828 |
48,340 |
-2,488 |
-4.9% |
155,329 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.634 |
2.591 |
2.414 |
|
| R3 |
2.542 |
2.499 |
2.388 |
|
| R2 |
2.450 |
2.450 |
2.380 |
|
| R1 |
2.407 |
2.407 |
2.371 |
2.429 |
| PP |
2.358 |
2.358 |
2.358 |
2.369 |
| S1 |
2.315 |
2.315 |
2.355 |
2.337 |
| S2 |
2.266 |
2.266 |
2.346 |
|
| S3 |
2.174 |
2.223 |
2.338 |
|
| S4 |
2.082 |
2.131 |
2.312 |
|
|
| 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 |
2.414 |
2.094 |
0.320 |
13.5% |
0.111 |
4.7% |
84% |
False |
False |
49,809 |
| 10 |
2.414 |
1.910 |
0.504 |
21.3% |
0.102 |
4.3% |
90% |
False |
False |
52,627 |
| 20 |
2.414 |
1.910 |
0.504 |
21.3% |
0.085 |
3.6% |
90% |
False |
False |
56,727 |
| 40 |
2.631 |
1.910 |
0.721 |
30.5% |
0.083 |
3.5% |
63% |
False |
False |
44,487 |
| 60 |
2.887 |
1.910 |
0.977 |
41.3% |
0.078 |
3.3% |
46% |
False |
False |
38,012 |
| 80 |
3.062 |
1.910 |
1.152 |
48.8% |
0.072 |
3.0% |
39% |
False |
False |
32,093 |
| 100 |
3.238 |
1.910 |
1.328 |
56.2% |
0.068 |
2.9% |
34% |
False |
False |
27,340 |
| 120 |
3.290 |
1.910 |
1.380 |
58.4% |
0.066 |
2.8% |
33% |
False |
False |
23,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.793 |
|
2.618 |
2.643 |
|
1.618 |
2.551 |
|
1.000 |
2.494 |
|
0.618 |
2.459 |
|
HIGH |
2.402 |
|
0.618 |
2.367 |
|
0.500 |
2.356 |
|
0.382 |
2.345 |
|
LOW |
2.310 |
|
0.618 |
2.253 |
|
1.000 |
2.218 |
|
1.618 |
2.161 |
|
2.618 |
2.069 |
|
4.250 |
1.919 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.361 |
2.349 |
| PP |
2.358 |
2.335 |
| S1 |
2.356 |
2.321 |
|