NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.418 |
2.384 |
-0.034 |
-1.4% |
2.215 |
| High |
2.423 |
2.455 |
0.032 |
1.3% |
2.270 |
| Low |
2.320 |
2.384 |
0.064 |
2.8% |
2.164 |
| Close |
2.338 |
2.424 |
0.086 |
3.7% |
2.258 |
| Range |
0.103 |
0.071 |
-0.032 |
-31.1% |
0.106 |
| ATR |
0.076 |
0.079 |
0.003 |
3.9% |
0.000 |
| Volume |
14,077 |
12,883 |
-1,194 |
-8.5% |
46,097 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.634 |
2.600 |
2.463 |
|
| R3 |
2.563 |
2.529 |
2.444 |
|
| R2 |
2.492 |
2.492 |
2.437 |
|
| R1 |
2.458 |
2.458 |
2.431 |
2.475 |
| PP |
2.421 |
2.421 |
2.421 |
2.430 |
| S1 |
2.387 |
2.387 |
2.417 |
2.404 |
| S2 |
2.350 |
2.350 |
2.411 |
|
| S3 |
2.279 |
2.316 |
2.404 |
|
| S4 |
2.208 |
2.245 |
2.385 |
|
|
| 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 |
2.204 |
0.262 |
10.8% |
0.088 |
3.6% |
84% |
False |
False |
13,091 |
| 10 |
2.466 |
2.149 |
0.317 |
13.1% |
0.075 |
3.1% |
87% |
False |
False |
14,383 |
| 20 |
2.466 |
2.087 |
0.379 |
15.6% |
0.065 |
2.7% |
89% |
False |
False |
15,824 |
| 40 |
2.602 |
2.087 |
0.515 |
21.2% |
0.064 |
2.6% |
65% |
False |
False |
11,905 |
| 60 |
2.760 |
2.087 |
0.673 |
27.8% |
0.060 |
2.5% |
50% |
False |
False |
9,477 |
| 80 |
2.907 |
2.087 |
0.820 |
33.8% |
0.055 |
2.3% |
41% |
False |
False |
7,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.757 |
|
2.618 |
2.641 |
|
1.618 |
2.570 |
|
1.000 |
2.526 |
|
0.618 |
2.499 |
|
HIGH |
2.455 |
|
0.618 |
2.428 |
|
0.500 |
2.420 |
|
0.382 |
2.411 |
|
LOW |
2.384 |
|
0.618 |
2.340 |
|
1.000 |
2.313 |
|
1.618 |
2.269 |
|
2.618 |
2.198 |
|
4.250 |
2.082 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.423 |
2.414 |
| PP |
2.421 |
2.403 |
| S1 |
2.420 |
2.393 |
|