NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.299 |
2.350 |
0.051 |
2.2% |
2.553 |
| High |
2.350 |
2.384 |
0.034 |
1.4% |
2.593 |
| Low |
2.286 |
2.311 |
0.025 |
1.1% |
2.308 |
| Close |
2.333 |
2.347 |
0.014 |
0.6% |
2.316 |
| Range |
0.064 |
0.073 |
0.009 |
14.1% |
0.285 |
| ATR |
0.081 |
0.080 |
-0.001 |
-0.7% |
0.000 |
| Volume |
9,844 |
11,062 |
1,218 |
12.4% |
64,870 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.566 |
2.530 |
2.387 |
|
| R3 |
2.493 |
2.457 |
2.367 |
|
| R2 |
2.420 |
2.420 |
2.360 |
|
| R1 |
2.384 |
2.384 |
2.354 |
2.366 |
| PP |
2.347 |
2.347 |
2.347 |
2.338 |
| S1 |
2.311 |
2.311 |
2.340 |
2.293 |
| S2 |
2.274 |
2.274 |
2.334 |
|
| S3 |
2.201 |
2.238 |
2.327 |
|
| S4 |
2.128 |
2.165 |
2.307 |
|
|
| 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 |
2.463 |
2.275 |
0.188 |
8.0% |
0.083 |
3.5% |
38% |
False |
False |
10,290 |
| 10 |
2.593 |
2.275 |
0.318 |
13.5% |
0.079 |
3.4% |
23% |
False |
False |
11,958 |
| 20 |
2.593 |
2.225 |
0.368 |
15.7% |
0.079 |
3.4% |
33% |
False |
False |
9,804 |
| 40 |
2.593 |
2.147 |
0.446 |
19.0% |
0.068 |
2.9% |
45% |
False |
False |
8,276 |
| 60 |
2.642 |
2.147 |
0.495 |
21.1% |
0.066 |
2.8% |
40% |
False |
False |
6,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.694 |
|
2.618 |
2.575 |
|
1.618 |
2.502 |
|
1.000 |
2.457 |
|
0.618 |
2.429 |
|
HIGH |
2.384 |
|
0.618 |
2.356 |
|
0.500 |
2.348 |
|
0.382 |
2.339 |
|
LOW |
2.311 |
|
0.618 |
2.266 |
|
1.000 |
2.238 |
|
1.618 |
2.193 |
|
2.618 |
2.120 |
|
4.250 |
2.001 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.348 |
2.341 |
| PP |
2.347 |
2.335 |
| S1 |
2.347 |
2.330 |
|