NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.445 |
2.449 |
0.004 |
0.2% |
2.489 |
| High |
2.465 |
2.463 |
-0.002 |
-0.1% |
2.588 |
| Low |
2.427 |
2.350 |
-0.077 |
-3.2% |
2.396 |
| Close |
2.439 |
2.364 |
-0.075 |
-3.1% |
2.581 |
| Range |
0.038 |
0.113 |
0.075 |
197.4% |
0.192 |
| ATR |
0.079 |
0.082 |
0.002 |
3.0% |
0.000 |
| Volume |
13,432 |
15,091 |
1,659 |
12.4% |
50,994 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.731 |
2.661 |
2.426 |
|
| R3 |
2.618 |
2.548 |
2.395 |
|
| R2 |
2.505 |
2.505 |
2.385 |
|
| R1 |
2.435 |
2.435 |
2.374 |
2.414 |
| PP |
2.392 |
2.392 |
2.392 |
2.382 |
| S1 |
2.322 |
2.322 |
2.354 |
2.301 |
| S2 |
2.279 |
2.279 |
2.343 |
|
| S3 |
2.166 |
2.209 |
2.333 |
|
| S4 |
2.053 |
2.096 |
2.302 |
|
|
| 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 |
2.350 |
0.243 |
10.3% |
0.082 |
3.5% |
6% |
False |
True |
13,896 |
| 10 |
2.593 |
2.350 |
0.243 |
10.3% |
0.081 |
3.4% |
6% |
False |
True |
11,533 |
| 20 |
2.593 |
2.147 |
0.446 |
18.9% |
0.080 |
3.4% |
49% |
False |
False |
9,755 |
| 40 |
2.626 |
2.147 |
0.479 |
20.3% |
0.067 |
2.8% |
45% |
False |
False |
7,703 |
| 60 |
2.741 |
2.147 |
0.594 |
25.1% |
0.064 |
2.7% |
37% |
False |
False |
6,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.943 |
|
2.618 |
2.759 |
|
1.618 |
2.646 |
|
1.000 |
2.576 |
|
0.618 |
2.533 |
|
HIGH |
2.463 |
|
0.618 |
2.420 |
|
0.500 |
2.407 |
|
0.382 |
2.393 |
|
LOW |
2.350 |
|
0.618 |
2.280 |
|
1.000 |
2.237 |
|
1.618 |
2.167 |
|
2.618 |
2.054 |
|
4.250 |
1.870 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.407 |
2.417 |
| PP |
2.392 |
2.399 |
| S1 |
2.378 |
2.382 |
|