NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.428 |
2.489 |
0.061 |
2.5% |
2.335 |
| High |
2.499 |
2.489 |
-0.010 |
-0.4% |
2.510 |
| Low |
2.424 |
2.396 |
-0.028 |
-1.2% |
2.327 |
| Close |
2.468 |
2.453 |
-0.015 |
-0.6% |
2.468 |
| Range |
0.075 |
0.093 |
0.018 |
24.0% |
0.183 |
| ATR |
0.078 |
0.079 |
0.001 |
1.4% |
0.000 |
| Volume |
6,825 |
8,490 |
1,665 |
24.4% |
38,909 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.725 |
2.682 |
2.504 |
|
| R3 |
2.632 |
2.589 |
2.479 |
|
| R2 |
2.539 |
2.539 |
2.470 |
|
| R1 |
2.496 |
2.496 |
2.462 |
2.471 |
| PP |
2.446 |
2.446 |
2.446 |
2.434 |
| S1 |
2.403 |
2.403 |
2.444 |
2.378 |
| S2 |
2.353 |
2.353 |
2.436 |
|
| S3 |
2.260 |
2.310 |
2.427 |
|
| S4 |
2.167 |
2.217 |
2.402 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.984 |
2.909 |
2.569 |
|
| R3 |
2.801 |
2.726 |
2.518 |
|
| R2 |
2.618 |
2.618 |
2.502 |
|
| R1 |
2.543 |
2.543 |
2.485 |
2.581 |
| PP |
2.435 |
2.435 |
2.435 |
2.454 |
| S1 |
2.360 |
2.360 |
2.451 |
2.398 |
| S2 |
2.252 |
2.252 |
2.434 |
|
| S3 |
2.069 |
2.177 |
2.418 |
|
| S4 |
1.886 |
1.994 |
2.367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.510 |
2.327 |
0.183 |
7.5% |
0.093 |
3.8% |
69% |
False |
False |
9,479 |
| 10 |
2.510 |
2.185 |
0.325 |
13.2% |
0.079 |
3.2% |
82% |
False |
False |
7,220 |
| 20 |
2.510 |
2.147 |
0.363 |
14.8% |
0.067 |
2.7% |
84% |
False |
False |
8,282 |
| 40 |
2.642 |
2.147 |
0.495 |
20.2% |
0.062 |
2.5% |
62% |
False |
False |
5,846 |
| 60 |
2.787 |
2.147 |
0.640 |
26.1% |
0.058 |
2.4% |
48% |
False |
False |
4,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.884 |
|
2.618 |
2.732 |
|
1.618 |
2.639 |
|
1.000 |
2.582 |
|
0.618 |
2.546 |
|
HIGH |
2.489 |
|
0.618 |
2.453 |
|
0.500 |
2.443 |
|
0.382 |
2.432 |
|
LOW |
2.396 |
|
0.618 |
2.339 |
|
1.000 |
2.303 |
|
1.618 |
2.246 |
|
2.618 |
2.153 |
|
4.250 |
2.001 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.450 |
2.446 |
| PP |
2.446 |
2.438 |
| S1 |
2.443 |
2.431 |
|