NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.140 |
2.149 |
0.009 |
0.4% |
2.121 |
| High |
2.173 |
2.167 |
-0.006 |
-0.3% |
2.134 |
| Low |
2.089 |
2.106 |
0.017 |
0.8% |
2.017 |
| Close |
2.153 |
2.118 |
-0.035 |
-1.6% |
2.097 |
| Range |
0.084 |
0.061 |
-0.023 |
-27.4% |
0.117 |
| ATR |
0.071 |
0.071 |
-0.001 |
-1.0% |
0.000 |
| Volume |
38,082 |
19,708 |
-18,374 |
-48.2% |
200,321 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.313 |
2.277 |
2.152 |
|
| R3 |
2.252 |
2.216 |
2.135 |
|
| R2 |
2.191 |
2.191 |
2.129 |
|
| R1 |
2.155 |
2.155 |
2.124 |
2.143 |
| PP |
2.130 |
2.130 |
2.130 |
2.124 |
| S1 |
2.094 |
2.094 |
2.112 |
2.082 |
| S2 |
2.069 |
2.069 |
2.107 |
|
| S3 |
2.008 |
2.033 |
2.101 |
|
| S4 |
1.947 |
1.972 |
2.084 |
|
|
| 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 |
7.4% |
0.075 |
3.6% |
65% |
False |
False |
39,940 |
| 10 |
2.274 |
2.017 |
0.257 |
12.1% |
0.066 |
3.1% |
39% |
False |
False |
38,274 |
| 20 |
2.412 |
2.017 |
0.395 |
18.6% |
0.061 |
2.9% |
26% |
False |
False |
34,134 |
| 40 |
2.581 |
2.017 |
0.564 |
26.6% |
0.068 |
3.2% |
18% |
False |
False |
29,283 |
| 60 |
2.790 |
2.017 |
0.773 |
36.5% |
0.062 |
2.9% |
13% |
False |
False |
25,182 |
| 80 |
2.912 |
2.017 |
0.895 |
42.3% |
0.057 |
2.7% |
11% |
False |
False |
21,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.426 |
|
2.618 |
2.327 |
|
1.618 |
2.266 |
|
1.000 |
2.228 |
|
0.618 |
2.205 |
|
HIGH |
2.167 |
|
0.618 |
2.144 |
|
0.500 |
2.137 |
|
0.382 |
2.129 |
|
LOW |
2.106 |
|
0.618 |
2.068 |
|
1.000 |
2.045 |
|
1.618 |
2.007 |
|
2.618 |
1.946 |
|
4.250 |
1.847 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.137 |
2.115 |
| PP |
2.130 |
2.112 |
| S1 |
2.124 |
2.109 |
|