NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.516 |
2.553 |
0.037 |
1.5% |
2.489 |
| High |
2.588 |
2.593 |
0.005 |
0.2% |
2.588 |
| Low |
2.508 |
2.482 |
-0.026 |
-1.0% |
2.396 |
| Close |
2.581 |
2.506 |
-0.075 |
-2.9% |
2.581 |
| Range |
0.080 |
0.111 |
0.031 |
38.8% |
0.192 |
| ATR |
0.080 |
0.082 |
0.002 |
2.8% |
0.000 |
| Volume |
11,970 |
14,217 |
2,247 |
18.8% |
50,994 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.860 |
2.794 |
2.567 |
|
| R3 |
2.749 |
2.683 |
2.537 |
|
| R2 |
2.638 |
2.638 |
2.526 |
|
| R1 |
2.572 |
2.572 |
2.516 |
2.550 |
| PP |
2.527 |
2.527 |
2.527 |
2.516 |
| S1 |
2.461 |
2.461 |
2.496 |
2.439 |
| S2 |
2.416 |
2.416 |
2.486 |
|
| S3 |
2.305 |
2.350 |
2.475 |
|
| S4 |
2.194 |
2.239 |
2.445 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.098 |
3.031 |
2.687 |
|
| R3 |
2.906 |
2.839 |
2.634 |
|
| R2 |
2.714 |
2.714 |
2.616 |
|
| R1 |
2.647 |
2.647 |
2.599 |
2.681 |
| PP |
2.522 |
2.522 |
2.522 |
2.538 |
| S1 |
2.455 |
2.455 |
2.563 |
2.489 |
| S2 |
2.330 |
2.330 |
2.546 |
|
| S3 |
2.138 |
2.263 |
2.528 |
|
| S4 |
1.946 |
2.071 |
2.475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.593 |
2.407 |
0.186 |
7.4% |
0.085 |
3.4% |
53% |
True |
False |
11,344 |
| 10 |
2.593 |
2.327 |
0.266 |
10.6% |
0.089 |
3.5% |
67% |
True |
False |
10,412 |
| 20 |
2.593 |
2.147 |
0.446 |
17.8% |
0.076 |
3.0% |
80% |
True |
False |
8,808 |
| 40 |
2.642 |
2.147 |
0.495 |
19.8% |
0.065 |
2.6% |
73% |
False |
False |
6,828 |
| 60 |
2.787 |
2.147 |
0.640 |
25.5% |
0.062 |
2.5% |
56% |
False |
False |
5,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.065 |
|
2.618 |
2.884 |
|
1.618 |
2.773 |
|
1.000 |
2.704 |
|
0.618 |
2.662 |
|
HIGH |
2.593 |
|
0.618 |
2.551 |
|
0.500 |
2.538 |
|
0.382 |
2.524 |
|
LOW |
2.482 |
|
0.618 |
2.413 |
|
1.000 |
2.371 |
|
1.618 |
2.302 |
|
2.618 |
2.191 |
|
4.250 |
2.010 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.538 |
2.524 |
| PP |
2.527 |
2.518 |
| S1 |
2.517 |
2.512 |
|