NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.218 |
2.303 |
0.085 |
3.8% |
2.215 |
| High |
2.270 |
2.390 |
0.120 |
5.3% |
2.270 |
| Low |
2.204 |
2.275 |
0.071 |
3.2% |
2.164 |
| Close |
2.258 |
2.383 |
0.125 |
5.5% |
2.258 |
| Range |
0.066 |
0.115 |
0.049 |
74.2% |
0.106 |
| ATR |
0.066 |
0.070 |
0.005 |
7.2% |
0.000 |
| Volume |
6,466 |
14,798 |
8,332 |
128.9% |
46,097 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.694 |
2.654 |
2.446 |
|
| R3 |
2.579 |
2.539 |
2.415 |
|
| R2 |
2.464 |
2.464 |
2.404 |
|
| R1 |
2.424 |
2.424 |
2.394 |
2.444 |
| PP |
2.349 |
2.349 |
2.349 |
2.360 |
| S1 |
2.309 |
2.309 |
2.372 |
2.329 |
| S2 |
2.234 |
2.234 |
2.362 |
|
| S3 |
2.119 |
2.194 |
2.351 |
|
| S4 |
2.004 |
2.079 |
2.320 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.549 |
2.509 |
2.316 |
|
| R3 |
2.443 |
2.403 |
2.287 |
|
| R2 |
2.337 |
2.337 |
2.277 |
|
| R1 |
2.297 |
2.297 |
2.268 |
2.317 |
| PP |
2.231 |
2.231 |
2.231 |
2.241 |
| S1 |
2.191 |
2.191 |
2.248 |
2.211 |
| S2 |
2.125 |
2.125 |
2.239 |
|
| S3 |
2.019 |
2.085 |
2.229 |
|
| S4 |
1.913 |
1.979 |
2.200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.390 |
2.164 |
0.226 |
9.5% |
0.078 |
3.3% |
97% |
True |
False |
12,179 |
| 10 |
2.390 |
2.087 |
0.303 |
12.7% |
0.072 |
3.0% |
98% |
True |
False |
15,219 |
| 20 |
2.404 |
2.087 |
0.317 |
13.3% |
0.059 |
2.5% |
93% |
False |
False |
15,393 |
| 40 |
2.602 |
2.087 |
0.515 |
21.6% |
0.062 |
2.6% |
57% |
False |
False |
11,308 |
| 60 |
2.760 |
2.087 |
0.673 |
28.2% |
0.057 |
2.4% |
44% |
False |
False |
8,920 |
| 80 |
2.907 |
2.087 |
0.820 |
34.4% |
0.054 |
2.3% |
36% |
False |
False |
7,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.879 |
|
2.618 |
2.691 |
|
1.618 |
2.576 |
|
1.000 |
2.505 |
|
0.618 |
2.461 |
|
HIGH |
2.390 |
|
0.618 |
2.346 |
|
0.500 |
2.333 |
|
0.382 |
2.319 |
|
LOW |
2.275 |
|
0.618 |
2.204 |
|
1.000 |
2.160 |
|
1.618 |
2.089 |
|
2.618 |
1.974 |
|
4.250 |
1.786 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.366 |
2.348 |
| PP |
2.349 |
2.312 |
| S1 |
2.333 |
2.277 |
|