NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.383 |
2.418 |
0.035 |
1.5% |
2.215 |
| High |
2.466 |
2.423 |
-0.043 |
-1.7% |
2.270 |
| Low |
2.383 |
2.320 |
-0.063 |
-2.6% |
2.164 |
| Close |
2.451 |
2.338 |
-0.113 |
-4.6% |
2.258 |
| Range |
0.083 |
0.103 |
0.020 |
24.1% |
0.106 |
| ATR |
0.071 |
0.076 |
0.004 |
6.0% |
0.000 |
| Volume |
17,233 |
14,077 |
-3,156 |
-18.3% |
46,097 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.669 |
2.607 |
2.395 |
|
| R3 |
2.566 |
2.504 |
2.366 |
|
| R2 |
2.463 |
2.463 |
2.357 |
|
| R1 |
2.401 |
2.401 |
2.347 |
2.381 |
| PP |
2.360 |
2.360 |
2.360 |
2.350 |
| S1 |
2.298 |
2.298 |
2.329 |
2.278 |
| S2 |
2.257 |
2.257 |
2.319 |
|
| S3 |
2.154 |
2.195 |
2.310 |
|
| S4 |
2.051 |
2.092 |
2.281 |
|
|
| 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 |
2.466 |
2.164 |
0.302 |
12.9% |
0.087 |
3.7% |
58% |
False |
False |
13,091 |
| 10 |
2.466 |
2.087 |
0.379 |
16.2% |
0.080 |
3.4% |
66% |
False |
False |
15,382 |
| 20 |
2.466 |
2.087 |
0.379 |
16.2% |
0.064 |
2.7% |
66% |
False |
False |
15,948 |
| 40 |
2.602 |
2.087 |
0.515 |
22.0% |
0.063 |
2.7% |
49% |
False |
False |
11,720 |
| 60 |
2.760 |
2.087 |
0.673 |
28.8% |
0.059 |
2.5% |
37% |
False |
False |
9,340 |
| 80 |
2.907 |
2.087 |
0.820 |
35.1% |
0.055 |
2.3% |
31% |
False |
False |
7,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.861 |
|
2.618 |
2.693 |
|
1.618 |
2.590 |
|
1.000 |
2.526 |
|
0.618 |
2.487 |
|
HIGH |
2.423 |
|
0.618 |
2.384 |
|
0.500 |
2.372 |
|
0.382 |
2.359 |
|
LOW |
2.320 |
|
0.618 |
2.256 |
|
1.000 |
2.217 |
|
1.618 |
2.153 |
|
2.618 |
2.050 |
|
4.250 |
1.882 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.372 |
2.371 |
| PP |
2.360 |
2.360 |
| S1 |
2.349 |
2.349 |
|