NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.121 |
2.110 |
-0.011 |
-0.5% |
2.287 |
| High |
2.134 |
2.114 |
-0.020 |
-0.9% |
2.287 |
| Low |
2.088 |
2.036 |
-0.052 |
-2.5% |
2.163 |
| Close |
2.109 |
2.051 |
-0.058 |
-2.8% |
2.192 |
| Range |
0.046 |
0.078 |
0.032 |
69.6% |
0.124 |
| ATR |
0.067 |
0.067 |
0.001 |
1.2% |
0.000 |
| Volume |
29,378 |
29,033 |
-345 |
-1.2% |
218,112 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.301 |
2.254 |
2.094 |
|
| R3 |
2.223 |
2.176 |
2.072 |
|
| R2 |
2.145 |
2.145 |
2.065 |
|
| R1 |
2.098 |
2.098 |
2.058 |
2.083 |
| PP |
2.067 |
2.067 |
2.067 |
2.059 |
| S1 |
2.020 |
2.020 |
2.044 |
2.005 |
| S2 |
1.989 |
1.989 |
2.037 |
|
| S3 |
1.911 |
1.942 |
2.030 |
|
| S4 |
1.833 |
1.864 |
2.008 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.586 |
2.513 |
2.260 |
|
| R3 |
2.462 |
2.389 |
2.226 |
|
| R2 |
2.338 |
2.338 |
2.215 |
|
| R1 |
2.265 |
2.265 |
2.203 |
2.240 |
| PP |
2.214 |
2.214 |
2.214 |
2.201 |
| S1 |
2.141 |
2.141 |
2.181 |
2.116 |
| S2 |
2.090 |
2.090 |
2.169 |
|
| S3 |
1.966 |
2.017 |
2.158 |
|
| S4 |
1.842 |
1.893 |
2.124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.274 |
2.036 |
0.238 |
11.6% |
0.056 |
2.7% |
6% |
False |
True |
36,609 |
| 10 |
2.342 |
2.036 |
0.306 |
14.9% |
0.053 |
2.6% |
5% |
False |
True |
37,106 |
| 20 |
2.557 |
2.036 |
0.521 |
25.4% |
0.064 |
3.1% |
3% |
False |
True |
30,458 |
| 40 |
2.691 |
2.036 |
0.655 |
31.9% |
0.066 |
3.2% |
2% |
False |
True |
27,240 |
| 60 |
2.811 |
2.036 |
0.775 |
37.8% |
0.059 |
2.9% |
2% |
False |
True |
22,840 |
| 80 |
2.912 |
2.036 |
0.876 |
42.7% |
0.054 |
2.6% |
2% |
False |
True |
19,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.446 |
|
2.618 |
2.318 |
|
1.618 |
2.240 |
|
1.000 |
2.192 |
|
0.618 |
2.162 |
|
HIGH |
2.114 |
|
0.618 |
2.084 |
|
0.500 |
2.075 |
|
0.382 |
2.066 |
|
LOW |
2.036 |
|
0.618 |
1.988 |
|
1.000 |
1.958 |
|
1.618 |
1.910 |
|
2.618 |
1.832 |
|
4.250 |
1.705 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.075 |
2.118 |
| PP |
2.067 |
2.096 |
| S1 |
2.059 |
2.073 |
|