NYMEX Natural Gas Future May 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 |
2.215 |
2.219 |
0.004 |
0.2% |
2.194 |
| High |
2.248 |
2.240 |
-0.008 |
-0.4% |
2.213 |
| Low |
2.173 |
2.176 |
0.003 |
0.1% |
2.087 |
| Close |
2.224 |
2.188 |
-0.036 |
-1.6% |
2.180 |
| Range |
0.075 |
0.064 |
-0.011 |
-14.7% |
0.126 |
| ATR |
0.066 |
0.065 |
0.000 |
-0.2% |
0.000 |
| Volume |
15,503 |
11,246 |
-4,257 |
-27.5% |
91,295 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.393 |
2.355 |
2.223 |
|
| R3 |
2.329 |
2.291 |
2.206 |
|
| R2 |
2.265 |
2.265 |
2.200 |
|
| R1 |
2.227 |
2.227 |
2.194 |
2.214 |
| PP |
2.201 |
2.201 |
2.201 |
2.195 |
| S1 |
2.163 |
2.163 |
2.182 |
2.150 |
| S2 |
2.137 |
2.137 |
2.176 |
|
| S3 |
2.073 |
2.099 |
2.170 |
|
| S4 |
2.009 |
2.035 |
2.153 |
|
|
| 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 |
7.4% |
0.072 |
3.3% |
63% |
False |
False |
17,673 |
| 10 |
2.329 |
2.087 |
0.242 |
11.1% |
0.062 |
2.8% |
42% |
False |
False |
17,371 |
| 20 |
2.451 |
2.087 |
0.364 |
16.6% |
0.055 |
2.5% |
28% |
False |
False |
14,696 |
| 40 |
2.602 |
2.087 |
0.515 |
23.5% |
0.062 |
2.8% |
20% |
False |
False |
10,965 |
| 60 |
2.790 |
2.087 |
0.703 |
32.1% |
0.056 |
2.6% |
14% |
False |
False |
8,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.512 |
|
2.618 |
2.408 |
|
1.618 |
2.344 |
|
1.000 |
2.304 |
|
0.618 |
2.280 |
|
HIGH |
2.240 |
|
0.618 |
2.216 |
|
0.500 |
2.208 |
|
0.382 |
2.200 |
|
LOW |
2.176 |
|
0.618 |
2.136 |
|
1.000 |
2.112 |
|
1.618 |
2.072 |
|
2.618 |
2.008 |
|
4.250 |
1.904 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.208 |
2.199 |
| PP |
2.201 |
2.195 |
| S1 |
2.195 |
2.192 |
|