NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.219 |
2.216 |
-0.003 |
-0.1% |
2.194 |
| High |
2.240 |
2.233 |
-0.007 |
-0.3% |
2.213 |
| Low |
2.176 |
2.164 |
-0.012 |
-0.6% |
2.087 |
| Close |
2.188 |
2.221 |
0.033 |
1.5% |
2.180 |
| Range |
0.064 |
0.069 |
0.005 |
7.8% |
0.126 |
| ATR |
0.065 |
0.066 |
0.000 |
0.4% |
0.000 |
| Volume |
11,246 |
12,882 |
1,636 |
14.5% |
91,295 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.413 |
2.386 |
2.259 |
|
| R3 |
2.344 |
2.317 |
2.240 |
|
| R2 |
2.275 |
2.275 |
2.234 |
|
| R1 |
2.248 |
2.248 |
2.227 |
2.262 |
| PP |
2.206 |
2.206 |
2.206 |
2.213 |
| S1 |
2.179 |
2.179 |
2.215 |
2.193 |
| S2 |
2.137 |
2.137 |
2.208 |
|
| S3 |
2.068 |
2.110 |
2.202 |
|
| S4 |
1.999 |
2.041 |
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 |
2.149 |
0.099 |
4.5% |
0.063 |
2.8% |
73% |
False |
False |
15,675 |
| 10 |
2.318 |
2.087 |
0.231 |
10.4% |
0.064 |
2.9% |
58% |
False |
False |
16,974 |
| 20 |
2.451 |
2.087 |
0.364 |
16.4% |
0.055 |
2.5% |
37% |
False |
False |
14,819 |
| 40 |
2.602 |
2.087 |
0.515 |
23.2% |
0.062 |
2.8% |
26% |
False |
False |
11,144 |
| 60 |
2.760 |
2.087 |
0.673 |
30.3% |
0.056 |
2.5% |
20% |
False |
False |
8,710 |
| 80 |
2.907 |
2.087 |
0.820 |
36.9% |
0.052 |
2.3% |
16% |
False |
False |
7,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.526 |
|
2.618 |
2.414 |
|
1.618 |
2.345 |
|
1.000 |
2.302 |
|
0.618 |
2.276 |
|
HIGH |
2.233 |
|
0.618 |
2.207 |
|
0.500 |
2.199 |
|
0.382 |
2.190 |
|
LOW |
2.164 |
|
0.618 |
2.121 |
|
1.000 |
2.095 |
|
1.618 |
2.052 |
|
2.618 |
1.983 |
|
4.250 |
1.871 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.214 |
2.216 |
| PP |
2.206 |
2.211 |
| S1 |
2.199 |
2.206 |
|