NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.216 |
2.218 |
0.002 |
0.1% |
2.194 |
| High |
2.233 |
2.270 |
0.037 |
1.7% |
2.213 |
| Low |
2.164 |
2.204 |
0.040 |
1.8% |
2.087 |
| Close |
2.221 |
2.258 |
0.037 |
1.7% |
2.180 |
| Range |
0.069 |
0.066 |
-0.003 |
-4.3% |
0.126 |
| ATR |
0.066 |
0.066 |
0.000 |
0.0% |
0.000 |
| Volume |
12,882 |
6,466 |
-6,416 |
-49.8% |
91,295 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.442 |
2.416 |
2.294 |
|
| R3 |
2.376 |
2.350 |
2.276 |
|
| R2 |
2.310 |
2.310 |
2.270 |
|
| R1 |
2.284 |
2.284 |
2.264 |
2.297 |
| PP |
2.244 |
2.244 |
2.244 |
2.251 |
| S1 |
2.218 |
2.218 |
2.252 |
2.231 |
| S2 |
2.178 |
2.178 |
2.246 |
|
| S3 |
2.112 |
2.152 |
2.240 |
|
| S4 |
2.046 |
2.086 |
2.222 |
|
|
| 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 |
2.270 |
2.149 |
0.121 |
5.4% |
0.064 |
2.9% |
90% |
True |
False |
12,438 |
| 10 |
2.270 |
2.087 |
0.183 |
8.1% |
0.064 |
2.9% |
93% |
True |
False |
15,924 |
| 20 |
2.404 |
2.087 |
0.317 |
14.0% |
0.055 |
2.4% |
54% |
False |
False |
14,818 |
| 40 |
2.602 |
2.087 |
0.515 |
22.8% |
0.061 |
2.7% |
33% |
False |
False |
11,131 |
| 60 |
2.760 |
2.087 |
0.673 |
29.8% |
0.057 |
2.5% |
25% |
False |
False |
8,740 |
| 80 |
2.907 |
2.087 |
0.820 |
36.3% |
0.052 |
2.3% |
21% |
False |
False |
7,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.551 |
|
2.618 |
2.443 |
|
1.618 |
2.377 |
|
1.000 |
2.336 |
|
0.618 |
2.311 |
|
HIGH |
2.270 |
|
0.618 |
2.245 |
|
0.500 |
2.237 |
|
0.382 |
2.229 |
|
LOW |
2.204 |
|
0.618 |
2.163 |
|
1.000 |
2.138 |
|
1.618 |
2.097 |
|
2.618 |
2.031 |
|
4.250 |
1.924 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.251 |
2.244 |
| PP |
2.244 |
2.231 |
| S1 |
2.237 |
2.217 |
|