NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.460 |
2.445 |
-0.015 |
-0.6% |
2.489 |
| High |
2.484 |
2.465 |
-0.019 |
-0.8% |
2.588 |
| Low |
2.418 |
2.427 |
0.009 |
0.4% |
2.396 |
| Close |
2.427 |
2.439 |
0.012 |
0.5% |
2.581 |
| Range |
0.066 |
0.038 |
-0.028 |
-42.4% |
0.192 |
| ATR |
0.082 |
0.079 |
-0.003 |
-3.9% |
0.000 |
| Volume |
14,773 |
13,432 |
-1,341 |
-9.1% |
50,994 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.558 |
2.536 |
2.460 |
|
| R3 |
2.520 |
2.498 |
2.449 |
|
| R2 |
2.482 |
2.482 |
2.446 |
|
| R1 |
2.460 |
2.460 |
2.442 |
2.452 |
| PP |
2.444 |
2.444 |
2.444 |
2.440 |
| S1 |
2.422 |
2.422 |
2.436 |
2.414 |
| S2 |
2.406 |
2.406 |
2.432 |
|
| S3 |
2.368 |
2.384 |
2.429 |
|
| S4 |
2.330 |
2.346 |
2.418 |
|
|
| 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% |
0.075 |
3.1% |
12% |
False |
False |
13,626 |
| 10 |
2.593 |
2.362 |
0.231 |
9.5% |
0.079 |
3.3% |
33% |
False |
False |
11,039 |
| 20 |
2.593 |
2.147 |
0.446 |
18.3% |
0.078 |
3.2% |
65% |
False |
False |
9,432 |
| 40 |
2.642 |
2.147 |
0.495 |
20.3% |
0.066 |
2.7% |
59% |
False |
False |
7,397 |
| 60 |
2.741 |
2.147 |
0.594 |
24.4% |
0.062 |
2.6% |
49% |
False |
False |
6,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.627 |
|
2.618 |
2.564 |
|
1.618 |
2.526 |
|
1.000 |
2.503 |
|
0.618 |
2.488 |
|
HIGH |
2.465 |
|
0.618 |
2.450 |
|
0.500 |
2.446 |
|
0.382 |
2.442 |
|
LOW |
2.427 |
|
0.618 |
2.404 |
|
1.000 |
2.389 |
|
1.618 |
2.366 |
|
2.618 |
2.328 |
|
4.250 |
2.266 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.446 |
2.506 |
| PP |
2.444 |
2.483 |
| S1 |
2.441 |
2.461 |
|