NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.091 |
2.140 |
0.049 |
2.3% |
2.121 |
| High |
2.120 |
2.173 |
0.053 |
2.5% |
2.134 |
| Low |
2.045 |
2.089 |
0.044 |
2.2% |
2.017 |
| Close |
2.097 |
2.153 |
0.056 |
2.7% |
2.097 |
| Range |
0.075 |
0.084 |
0.009 |
12.0% |
0.117 |
| ATR |
0.070 |
0.071 |
0.001 |
1.4% |
0.000 |
| Volume |
42,112 |
38,082 |
-4,030 |
-9.6% |
200,321 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.390 |
2.356 |
2.199 |
|
| R3 |
2.306 |
2.272 |
2.176 |
|
| R2 |
2.222 |
2.222 |
2.168 |
|
| R1 |
2.188 |
2.188 |
2.161 |
2.205 |
| PP |
2.138 |
2.138 |
2.138 |
2.147 |
| S1 |
2.104 |
2.104 |
2.145 |
2.121 |
| S2 |
2.054 |
2.054 |
2.138 |
|
| S3 |
1.970 |
2.020 |
2.130 |
|
| S4 |
1.886 |
1.936 |
2.107 |
|
|
| 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 |
2.173 |
2.017 |
0.156 |
7.2% |
0.079 |
3.7% |
87% |
True |
False |
41,805 |
| 10 |
2.274 |
2.017 |
0.257 |
11.9% |
0.066 |
3.1% |
53% |
False |
False |
41,014 |
| 20 |
2.412 |
2.017 |
0.395 |
18.3% |
0.063 |
2.9% |
34% |
False |
False |
34,107 |
| 40 |
2.581 |
2.017 |
0.564 |
26.2% |
0.069 |
3.2% |
24% |
False |
False |
29,502 |
| 60 |
2.811 |
2.017 |
0.794 |
36.9% |
0.061 |
2.9% |
17% |
False |
False |
25,195 |
| 80 |
2.912 |
2.017 |
0.895 |
41.6% |
0.056 |
2.6% |
15% |
False |
False |
21,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.530 |
|
2.618 |
2.393 |
|
1.618 |
2.309 |
|
1.000 |
2.257 |
|
0.618 |
2.225 |
|
HIGH |
2.173 |
|
0.618 |
2.141 |
|
0.500 |
2.131 |
|
0.382 |
2.121 |
|
LOW |
2.089 |
|
0.618 |
2.037 |
|
1.000 |
2.005 |
|
1.618 |
1.953 |
|
2.618 |
1.869 |
|
4.250 |
1.732 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.146 |
2.138 |
| PP |
2.138 |
2.124 |
| S1 |
2.131 |
2.109 |
|