NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.297 |
2.299 |
0.002 |
0.1% |
2.553 |
| High |
2.376 |
2.350 |
-0.026 |
-1.1% |
2.593 |
| Low |
2.275 |
2.286 |
0.011 |
0.5% |
2.308 |
| Close |
2.309 |
2.333 |
0.024 |
1.0% |
2.316 |
| Range |
0.101 |
0.064 |
-0.037 |
-36.6% |
0.285 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.6% |
0.000 |
| Volume |
8,097 |
9,844 |
1,747 |
21.6% |
64,870 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.515 |
2.488 |
2.368 |
|
| R3 |
2.451 |
2.424 |
2.351 |
|
| R2 |
2.387 |
2.387 |
2.345 |
|
| R1 |
2.360 |
2.360 |
2.339 |
2.374 |
| PP |
2.323 |
2.323 |
2.323 |
2.330 |
| S1 |
2.296 |
2.296 |
2.327 |
2.310 |
| S2 |
2.259 |
2.259 |
2.321 |
|
| S3 |
2.195 |
2.232 |
2.315 |
|
| S4 |
2.131 |
2.168 |
2.298 |
|
|
| 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 |
2.465 |
2.275 |
0.190 |
8.1% |
0.076 |
3.2% |
31% |
False |
False |
10,764 |
| 10 |
2.593 |
2.275 |
0.318 |
13.6% |
0.080 |
3.4% |
18% |
False |
False |
11,678 |
| 20 |
2.593 |
2.225 |
0.368 |
15.8% |
0.079 |
3.4% |
29% |
False |
False |
9,580 |
| 40 |
2.593 |
2.147 |
0.446 |
19.1% |
0.068 |
2.9% |
42% |
False |
False |
8,118 |
| 60 |
2.655 |
2.147 |
0.508 |
21.8% |
0.066 |
2.8% |
37% |
False |
False |
6,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.622 |
|
2.618 |
2.518 |
|
1.618 |
2.454 |
|
1.000 |
2.414 |
|
0.618 |
2.390 |
|
HIGH |
2.350 |
|
0.618 |
2.326 |
|
0.500 |
2.318 |
|
0.382 |
2.310 |
|
LOW |
2.286 |
|
0.618 |
2.246 |
|
1.000 |
2.222 |
|
1.618 |
2.182 |
|
2.618 |
2.118 |
|
4.250 |
2.014 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.328 |
2.331 |
| PP |
2.323 |
2.328 |
| S1 |
2.318 |
2.326 |
|