NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.092 |
2.091 |
-0.001 |
0.0% |
2.121 |
| High |
2.133 |
2.120 |
-0.013 |
-0.6% |
2.134 |
| Low |
2.074 |
2.045 |
-0.029 |
-1.4% |
2.017 |
| Close |
2.091 |
2.097 |
0.006 |
0.3% |
2.097 |
| Range |
0.059 |
0.075 |
0.016 |
27.1% |
0.117 |
| ATR |
0.070 |
0.070 |
0.000 |
0.5% |
0.000 |
| Volume |
54,743 |
42,112 |
-12,631 |
-23.1% |
200,321 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.312 |
2.280 |
2.138 |
|
| R3 |
2.237 |
2.205 |
2.118 |
|
| R2 |
2.162 |
2.162 |
2.111 |
|
| R1 |
2.130 |
2.130 |
2.104 |
2.146 |
| PP |
2.087 |
2.087 |
2.087 |
2.096 |
| S1 |
2.055 |
2.055 |
2.090 |
2.071 |
| S2 |
2.012 |
2.012 |
2.083 |
|
| S3 |
1.937 |
1.980 |
2.076 |
|
| S4 |
1.862 |
1.905 |
2.056 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.434 |
2.382 |
2.161 |
|
| R3 |
2.317 |
2.265 |
2.129 |
|
| R2 |
2.200 |
2.200 |
2.118 |
|
| R1 |
2.148 |
2.148 |
2.108 |
2.116 |
| PP |
2.083 |
2.083 |
2.083 |
2.066 |
| S1 |
2.031 |
2.031 |
2.086 |
1.999 |
| S2 |
1.966 |
1.966 |
2.076 |
|
| S3 |
1.849 |
1.914 |
2.065 |
|
| S4 |
1.732 |
1.797 |
2.033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.134 |
2.017 |
0.117 |
5.6% |
0.071 |
3.4% |
68% |
False |
False |
40,064 |
| 10 |
2.287 |
2.017 |
0.270 |
12.9% |
0.063 |
3.0% |
30% |
False |
False |
41,843 |
| 20 |
2.444 |
2.017 |
0.427 |
20.4% |
0.064 |
3.1% |
19% |
False |
False |
33,836 |
| 40 |
2.619 |
2.017 |
0.602 |
28.7% |
0.068 |
3.3% |
13% |
False |
False |
29,089 |
| 60 |
2.811 |
2.017 |
0.794 |
37.9% |
0.061 |
2.9% |
10% |
False |
False |
24,751 |
| 80 |
2.912 |
2.017 |
0.895 |
42.7% |
0.056 |
2.7% |
9% |
False |
False |
20,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.439 |
|
2.618 |
2.316 |
|
1.618 |
2.241 |
|
1.000 |
2.195 |
|
0.618 |
2.166 |
|
HIGH |
2.120 |
|
0.618 |
2.091 |
|
0.500 |
2.083 |
|
0.382 |
2.074 |
|
LOW |
2.045 |
|
0.618 |
1.999 |
|
1.000 |
1.970 |
|
1.618 |
1.924 |
|
2.618 |
1.849 |
|
4.250 |
1.726 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.092 |
2.090 |
| PP |
2.087 |
2.082 |
| S1 |
2.083 |
2.075 |
|