NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.103 |
2.167 |
0.064 |
3.0% |
2.331 |
| High |
2.200 |
2.213 |
0.013 |
0.6% |
2.332 |
| Low |
2.087 |
2.153 |
0.066 |
3.2% |
2.227 |
| Close |
2.139 |
2.171 |
0.032 |
1.5% |
2.254 |
| Range |
0.113 |
0.060 |
-0.053 |
-46.9% |
0.105 |
| ATR |
0.066 |
0.066 |
0.001 |
0.9% |
0.000 |
| Volume |
22,871 |
22,651 |
-220 |
-1.0% |
100,833 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.359 |
2.325 |
2.204 |
|
| R3 |
2.299 |
2.265 |
2.188 |
|
| R2 |
2.239 |
2.239 |
2.182 |
|
| R1 |
2.205 |
2.205 |
2.177 |
2.222 |
| PP |
2.179 |
2.179 |
2.179 |
2.188 |
| S1 |
2.145 |
2.145 |
2.166 |
2.162 |
| S2 |
2.119 |
2.119 |
2.160 |
|
| S3 |
2.059 |
2.085 |
2.155 |
|
| S4 |
1.999 |
2.025 |
2.138 |
|
|
| 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 |
2.263 |
2.087 |
0.176 |
8.1% |
0.064 |
3.0% |
48% |
False |
False |
19,410 |
| 10 |
2.374 |
2.087 |
0.287 |
13.2% |
0.057 |
2.6% |
29% |
False |
False |
18,396 |
| 20 |
2.548 |
2.087 |
0.461 |
21.2% |
0.060 |
2.7% |
18% |
False |
False |
13,891 |
| 40 |
2.660 |
2.087 |
0.573 |
26.4% |
0.062 |
2.8% |
15% |
False |
False |
10,298 |
| 60 |
2.809 |
2.087 |
0.722 |
33.3% |
0.056 |
2.6% |
12% |
False |
False |
7,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.468 |
|
2.618 |
2.370 |
|
1.618 |
2.310 |
|
1.000 |
2.273 |
|
0.618 |
2.250 |
|
HIGH |
2.213 |
|
0.618 |
2.190 |
|
0.500 |
2.183 |
|
0.382 |
2.176 |
|
LOW |
2.153 |
|
0.618 |
2.116 |
|
1.000 |
2.093 |
|
1.618 |
2.056 |
|
2.618 |
1.996 |
|
4.250 |
1.898 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.183 |
2.164 |
| PP |
2.179 |
2.157 |
| S1 |
2.175 |
2.150 |
|