NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.553 |
2.460 |
-0.093 |
-3.6% |
2.489 |
| High |
2.593 |
2.484 |
-0.109 |
-4.2% |
2.588 |
| Low |
2.482 |
2.418 |
-0.064 |
-2.6% |
2.396 |
| Close |
2.506 |
2.427 |
-0.079 |
-3.2% |
2.581 |
| Range |
0.111 |
0.066 |
-0.045 |
-40.5% |
0.192 |
| ATR |
0.082 |
0.082 |
0.000 |
0.5% |
0.000 |
| Volume |
14,217 |
14,773 |
556 |
3.9% |
50,994 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.641 |
2.600 |
2.463 |
|
| R3 |
2.575 |
2.534 |
2.445 |
|
| R2 |
2.509 |
2.509 |
2.439 |
|
| R1 |
2.468 |
2.468 |
2.433 |
2.456 |
| PP |
2.443 |
2.443 |
2.443 |
2.437 |
| S1 |
2.402 |
2.402 |
2.421 |
2.390 |
| S2 |
2.377 |
2.377 |
2.415 |
|
| S3 |
2.311 |
2.336 |
2.409 |
|
| S4 |
2.245 |
2.270 |
2.391 |
|
|
| 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 |
2.418 |
0.175 |
7.2% |
0.084 |
3.5% |
5% |
False |
True |
12,592 |
| 10 |
2.593 |
2.362 |
0.231 |
9.5% |
0.084 |
3.5% |
28% |
False |
False |
10,933 |
| 20 |
2.593 |
2.147 |
0.446 |
18.4% |
0.078 |
3.2% |
63% |
False |
False |
9,084 |
| 40 |
2.642 |
2.147 |
0.495 |
20.4% |
0.066 |
2.7% |
57% |
False |
False |
7,127 |
| 60 |
2.741 |
2.147 |
0.594 |
24.5% |
0.062 |
2.6% |
47% |
False |
False |
5,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.765 |
|
2.618 |
2.657 |
|
1.618 |
2.591 |
|
1.000 |
2.550 |
|
0.618 |
2.525 |
|
HIGH |
2.484 |
|
0.618 |
2.459 |
|
0.500 |
2.451 |
|
0.382 |
2.443 |
|
LOW |
2.418 |
|
0.618 |
2.377 |
|
1.000 |
2.352 |
|
1.618 |
2.311 |
|
2.618 |
2.245 |
|
4.250 |
2.138 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.451 |
2.506 |
| PP |
2.443 |
2.479 |
| S1 |
2.435 |
2.453 |
|