NYMEX Natural Gas Future May 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 |
2.150 |
2.215 |
0.065 |
3.0% |
2.194 |
| High |
2.197 |
2.248 |
0.051 |
2.3% |
2.213 |
| Low |
2.149 |
2.173 |
0.024 |
1.1% |
2.087 |
| Close |
2.180 |
2.224 |
0.044 |
2.0% |
2.180 |
| Range |
0.048 |
0.075 |
0.027 |
56.3% |
0.126 |
| ATR |
0.065 |
0.066 |
0.001 |
1.1% |
0.000 |
| Volume |
16,096 |
15,503 |
-593 |
-3.7% |
91,295 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.440 |
2.407 |
2.265 |
|
| R3 |
2.365 |
2.332 |
2.245 |
|
| R2 |
2.290 |
2.290 |
2.238 |
|
| R1 |
2.257 |
2.257 |
2.231 |
2.274 |
| PP |
2.215 |
2.215 |
2.215 |
2.223 |
| S1 |
2.182 |
2.182 |
2.217 |
2.199 |
| S2 |
2.140 |
2.140 |
2.210 |
|
| S3 |
2.065 |
2.107 |
2.203 |
|
| S4 |
1.990 |
2.032 |
2.183 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.538 |
2.485 |
2.249 |
|
| R3 |
2.412 |
2.359 |
2.215 |
|
| R2 |
2.286 |
2.286 |
2.203 |
|
| R1 |
2.233 |
2.233 |
2.192 |
2.197 |
| PP |
2.160 |
2.160 |
2.160 |
2.142 |
| S1 |
2.107 |
2.107 |
2.168 |
2.071 |
| S2 |
2.034 |
2.034 |
2.157 |
|
| S3 |
1.908 |
1.981 |
2.145 |
|
| S4 |
1.782 |
1.855 |
2.111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.248 |
2.087 |
0.161 |
7.2% |
0.073 |
3.3% |
85% |
True |
False |
18,487 |
| 10 |
2.329 |
2.087 |
0.242 |
10.9% |
0.061 |
2.8% |
57% |
False |
False |
18,937 |
| 20 |
2.451 |
2.087 |
0.364 |
16.4% |
0.057 |
2.6% |
38% |
False |
False |
14,495 |
| 40 |
2.602 |
2.087 |
0.515 |
23.2% |
0.062 |
2.8% |
27% |
False |
False |
10,883 |
| 60 |
2.809 |
2.087 |
0.722 |
32.5% |
0.056 |
2.5% |
19% |
False |
False |
8,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.567 |
|
2.618 |
2.444 |
|
1.618 |
2.369 |
|
1.000 |
2.323 |
|
0.618 |
2.294 |
|
HIGH |
2.248 |
|
0.618 |
2.219 |
|
0.500 |
2.211 |
|
0.382 |
2.202 |
|
LOW |
2.173 |
|
0.618 |
2.127 |
|
1.000 |
2.098 |
|
1.618 |
2.052 |
|
2.618 |
1.977 |
|
4.250 |
1.854 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.220 |
2.216 |
| PP |
2.215 |
2.207 |
| S1 |
2.211 |
2.199 |
|