NYMEX Natural Gas Future June 2016
Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
2.449 |
2.371 |
-0.078 |
-3.2% |
2.553 |
High |
2.463 |
2.371 |
-0.092 |
-3.7% |
2.593 |
Low |
2.350 |
2.308 |
-0.042 |
-1.8% |
2.308 |
Close |
2.364 |
2.316 |
-0.048 |
-2.0% |
2.316 |
Range |
0.113 |
0.063 |
-0.050 |
-44.2% |
0.285 |
ATR |
0.082 |
0.080 |
-0.001 |
-1.6% |
0.000 |
Volume |
15,091 |
7,357 |
-7,734 |
-51.2% |
64,870 |
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.521 |
2.481 |
2.351 |
|
R3 |
2.458 |
2.418 |
2.333 |
|
R2 |
2.395 |
2.395 |
2.328 |
|
R1 |
2.355 |
2.355 |
2.322 |
2.344 |
PP |
2.332 |
2.332 |
2.332 |
2.326 |
S1 |
2.292 |
2.292 |
2.310 |
2.281 |
S2 |
2.269 |
2.269 |
2.304 |
|
S3 |
2.206 |
2.229 |
2.299 |
|
S4 |
2.143 |
2.166 |
2.281 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.261 |
3.073 |
2.473 |
|
R3 |
2.976 |
2.788 |
2.394 |
|
R2 |
2.691 |
2.691 |
2.368 |
|
R1 |
2.503 |
2.503 |
2.342 |
2.455 |
PP |
2.406 |
2.406 |
2.406 |
2.381 |
S1 |
2.218 |
2.218 |
2.290 |
2.170 |
S2 |
2.121 |
2.121 |
2.264 |
|
S3 |
1.836 |
1.933 |
2.238 |
|
S4 |
1.551 |
1.648 |
2.159 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.593 |
2.308 |
0.285 |
12.3% |
0.078 |
3.4% |
3% |
False |
True |
12,974 |
10 |
2.593 |
2.308 |
0.285 |
12.3% |
0.080 |
3.4% |
3% |
False |
True |
11,586 |
20 |
2.593 |
2.185 |
0.408 |
17.6% |
0.078 |
3.3% |
32% |
False |
False |
9,628 |
40 |
2.622 |
2.147 |
0.475 |
20.5% |
0.067 |
2.9% |
36% |
False |
False |
7,832 |
60 |
2.728 |
2.147 |
0.581 |
25.1% |
0.065 |
2.8% |
29% |
False |
False |
6,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.639 |
2.618 |
2.536 |
1.618 |
2.473 |
1.000 |
2.434 |
0.618 |
2.410 |
HIGH |
2.371 |
0.618 |
2.347 |
0.500 |
2.340 |
0.382 |
2.332 |
LOW |
2.308 |
0.618 |
2.269 |
1.000 |
2.245 |
1.618 |
2.206 |
2.618 |
2.143 |
4.250 |
2.040 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
2.340 |
2.387 |
PP |
2.332 |
2.363 |
S1 |
2.324 |
2.340 |
|