NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.467 |
2.458 |
-0.009 |
-0.4% |
2.335 |
| High |
2.504 |
2.536 |
0.032 |
1.3% |
2.510 |
| Low |
2.422 |
2.454 |
0.032 |
1.3% |
2.327 |
| Close |
2.436 |
2.514 |
0.078 |
3.2% |
2.468 |
| Range |
0.082 |
0.082 |
0.000 |
0.0% |
0.183 |
| ATR |
0.078 |
0.080 |
0.002 |
2.0% |
0.000 |
| Volume |
8,261 |
13,739 |
5,478 |
66.3% |
38,909 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.747 |
2.713 |
2.559 |
|
| R3 |
2.665 |
2.631 |
2.537 |
|
| R2 |
2.583 |
2.583 |
2.529 |
|
| R1 |
2.549 |
2.549 |
2.522 |
2.566 |
| PP |
2.501 |
2.501 |
2.501 |
2.510 |
| S1 |
2.467 |
2.467 |
2.506 |
2.484 |
| S2 |
2.419 |
2.419 |
2.499 |
|
| S3 |
2.337 |
2.385 |
2.491 |
|
| S4 |
2.255 |
2.303 |
2.469 |
|
|
| 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 |
2.536 |
2.396 |
0.140 |
5.6% |
0.080 |
3.2% |
84% |
True |
False |
9,169 |
| 10 |
2.536 |
2.225 |
0.311 |
12.4% |
0.081 |
3.2% |
93% |
True |
False |
8,610 |
| 20 |
2.536 |
2.147 |
0.389 |
15.5% |
0.072 |
2.9% |
94% |
True |
False |
8,475 |
| 40 |
2.642 |
2.147 |
0.495 |
19.7% |
0.063 |
2.5% |
74% |
False |
False |
6,409 |
| 60 |
2.787 |
2.147 |
0.640 |
25.5% |
0.060 |
2.4% |
57% |
False |
False |
5,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.885 |
|
2.618 |
2.751 |
|
1.618 |
2.669 |
|
1.000 |
2.618 |
|
0.618 |
2.587 |
|
HIGH |
2.536 |
|
0.618 |
2.505 |
|
0.500 |
2.495 |
|
0.382 |
2.485 |
|
LOW |
2.454 |
|
0.618 |
2.403 |
|
1.000 |
2.372 |
|
1.618 |
2.321 |
|
2.618 |
2.239 |
|
4.250 |
2.106 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.508 |
2.500 |
| PP |
2.501 |
2.486 |
| S1 |
2.495 |
2.472 |
|