NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.194 |
2.176 |
-0.018 |
-0.8% |
2.331 |
| High |
2.201 |
2.177 |
-0.024 |
-1.1% |
2.332 |
| Low |
2.158 |
2.107 |
-0.051 |
-2.4% |
2.227 |
| Close |
2.174 |
2.119 |
-0.055 |
-2.5% |
2.254 |
| Range |
0.043 |
0.070 |
0.027 |
62.8% |
0.105 |
| ATR |
0.061 |
0.062 |
0.001 |
1.0% |
0.000 |
| Volume |
14,362 |
15,315 |
953 |
6.6% |
100,833 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.344 |
2.302 |
2.158 |
|
| R3 |
2.274 |
2.232 |
2.138 |
|
| R2 |
2.204 |
2.204 |
2.132 |
|
| R1 |
2.162 |
2.162 |
2.125 |
2.148 |
| PP |
2.134 |
2.134 |
2.134 |
2.128 |
| S1 |
2.092 |
2.092 |
2.113 |
2.078 |
| S2 |
2.064 |
2.064 |
2.106 |
|
| S3 |
1.994 |
2.022 |
2.100 |
|
| S4 |
1.924 |
1.952 |
2.081 |
|
|
| 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 |
2.107 |
0.222 |
10.5% |
0.052 |
2.5% |
5% |
False |
True |
17,069 |
| 10 |
2.386 |
2.107 |
0.279 |
13.2% |
0.048 |
2.3% |
4% |
False |
True |
16,515 |
| 20 |
2.585 |
2.107 |
0.478 |
22.6% |
0.058 |
2.7% |
3% |
False |
True |
12,241 |
| 40 |
2.704 |
2.107 |
0.597 |
28.2% |
0.060 |
2.8% |
2% |
False |
True |
9,324 |
| 60 |
2.809 |
2.107 |
0.702 |
33.1% |
0.054 |
2.5% |
2% |
False |
True |
7,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.475 |
|
2.618 |
2.360 |
|
1.618 |
2.290 |
|
1.000 |
2.247 |
|
0.618 |
2.220 |
|
HIGH |
2.177 |
|
0.618 |
2.150 |
|
0.500 |
2.142 |
|
0.382 |
2.134 |
|
LOW |
2.107 |
|
0.618 |
2.064 |
|
1.000 |
2.037 |
|
1.618 |
1.994 |
|
2.618 |
1.924 |
|
4.250 |
1.810 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.142 |
2.185 |
| PP |
2.134 |
2.163 |
| S1 |
2.127 |
2.141 |
|