NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.262 |
2.194 |
-0.068 |
-3.0% |
2.331 |
| High |
2.263 |
2.201 |
-0.062 |
-2.7% |
2.332 |
| Low |
2.227 |
2.158 |
-0.069 |
-3.1% |
2.227 |
| Close |
2.254 |
2.174 |
-0.080 |
-3.5% |
2.254 |
| Range |
0.036 |
0.043 |
0.007 |
19.4% |
0.105 |
| ATR |
0.059 |
0.061 |
0.003 |
4.6% |
0.000 |
| Volume |
21,851 |
14,362 |
-7,489 |
-34.3% |
100,833 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.307 |
2.283 |
2.198 |
|
| R3 |
2.264 |
2.240 |
2.186 |
|
| R2 |
2.221 |
2.221 |
2.182 |
|
| R1 |
2.197 |
2.197 |
2.178 |
2.188 |
| PP |
2.178 |
2.178 |
2.178 |
2.173 |
| S1 |
2.154 |
2.154 |
2.170 |
2.145 |
| S2 |
2.135 |
2.135 |
2.166 |
|
| S3 |
2.092 |
2.111 |
2.162 |
|
| S4 |
2.049 |
2.068 |
2.150 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.586 |
2.525 |
2.312 |
|
| R3 |
2.481 |
2.420 |
2.283 |
|
| R2 |
2.376 |
2.376 |
2.273 |
|
| R1 |
2.315 |
2.315 |
2.264 |
2.293 |
| PP |
2.271 |
2.271 |
2.271 |
2.260 |
| S1 |
2.210 |
2.210 |
2.244 |
2.188 |
| S2 |
2.166 |
2.166 |
2.235 |
|
| S3 |
2.061 |
2.105 |
2.225 |
|
| S4 |
1.956 |
2.000 |
2.196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.329 |
2.158 |
0.171 |
7.9% |
0.049 |
2.3% |
9% |
False |
True |
19,387 |
| 10 |
2.404 |
2.158 |
0.246 |
11.3% |
0.045 |
2.1% |
7% |
False |
True |
16,347 |
| 20 |
2.602 |
2.158 |
0.444 |
20.4% |
0.057 |
2.6% |
4% |
False |
True |
11,820 |
| 40 |
2.704 |
2.158 |
0.546 |
25.1% |
0.058 |
2.7% |
3% |
False |
True |
9,004 |
| 60 |
2.809 |
2.158 |
0.651 |
29.9% |
0.053 |
2.4% |
2% |
False |
True |
7,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.384 |
|
2.618 |
2.314 |
|
1.618 |
2.271 |
|
1.000 |
2.244 |
|
0.618 |
2.228 |
|
HIGH |
2.201 |
|
0.618 |
2.185 |
|
0.500 |
2.180 |
|
0.382 |
2.174 |
|
LOW |
2.158 |
|
0.618 |
2.131 |
|
1.000 |
2.115 |
|
1.618 |
2.088 |
|
2.618 |
2.045 |
|
4.250 |
1.975 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.180 |
2.238 |
| PP |
2.178 |
2.217 |
| S1 |
2.176 |
2.195 |
|