NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.036 |
2.092 |
0.056 |
2.8% |
2.287 |
| High |
2.115 |
2.133 |
0.018 |
0.9% |
2.287 |
| Low |
2.017 |
2.074 |
0.057 |
2.8% |
2.163 |
| Close |
2.057 |
2.091 |
0.034 |
1.7% |
2.192 |
| Range |
0.098 |
0.059 |
-0.039 |
-39.8% |
0.124 |
| ATR |
0.070 |
0.070 |
0.000 |
0.7% |
0.000 |
| Volume |
45,055 |
54,743 |
9,688 |
21.5% |
218,112 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.276 |
2.243 |
2.123 |
|
| R3 |
2.217 |
2.184 |
2.107 |
|
| R2 |
2.158 |
2.158 |
2.102 |
|
| R1 |
2.125 |
2.125 |
2.096 |
2.112 |
| PP |
2.099 |
2.099 |
2.099 |
2.093 |
| S1 |
2.066 |
2.066 |
2.086 |
2.053 |
| S2 |
2.040 |
2.040 |
2.080 |
|
| S3 |
1.981 |
2.007 |
2.075 |
|
| S4 |
1.922 |
1.948 |
2.059 |
|
|
| 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 |
2.200 |
2.017 |
0.183 |
8.8% |
0.064 |
3.0% |
40% |
False |
False |
40,135 |
| 10 |
2.330 |
2.017 |
0.313 |
15.0% |
0.059 |
2.8% |
24% |
False |
False |
39,649 |
| 20 |
2.519 |
2.017 |
0.502 |
24.0% |
0.065 |
3.1% |
15% |
False |
False |
33,121 |
| 40 |
2.644 |
2.017 |
0.627 |
30.0% |
0.067 |
3.2% |
12% |
False |
False |
28,557 |
| 60 |
2.811 |
2.017 |
0.794 |
38.0% |
0.061 |
2.9% |
9% |
False |
False |
24,283 |
| 80 |
2.912 |
2.017 |
0.895 |
42.8% |
0.055 |
2.6% |
8% |
False |
False |
20,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.384 |
|
2.618 |
2.287 |
|
1.618 |
2.228 |
|
1.000 |
2.192 |
|
0.618 |
2.169 |
|
HIGH |
2.133 |
|
0.618 |
2.110 |
|
0.500 |
2.104 |
|
0.382 |
2.097 |
|
LOW |
2.074 |
|
0.618 |
2.038 |
|
1.000 |
2.015 |
|
1.618 |
1.979 |
|
2.618 |
1.920 |
|
4.250 |
1.823 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.104 |
2.086 |
| PP |
2.099 |
2.080 |
| S1 |
2.095 |
2.075 |
|