NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.359 |
2.341 |
-0.018 |
-0.8% |
2.297 |
| High |
2.400 |
2.389 |
-0.011 |
-0.5% |
2.384 |
| Low |
2.331 |
2.330 |
-0.001 |
0.0% |
2.275 |
| Close |
2.361 |
2.344 |
-0.017 |
-0.7% |
2.350 |
| Range |
0.069 |
0.059 |
-0.010 |
-14.5% |
0.109 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.7% |
0.000 |
| Volume |
11,254 |
11,737 |
483 |
4.3% |
37,043 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.531 |
2.497 |
2.376 |
|
| R3 |
2.472 |
2.438 |
2.360 |
|
| R2 |
2.413 |
2.413 |
2.355 |
|
| R1 |
2.379 |
2.379 |
2.349 |
2.396 |
| PP |
2.354 |
2.354 |
2.354 |
2.363 |
| S1 |
2.320 |
2.320 |
2.339 |
2.337 |
| S2 |
2.295 |
2.295 |
2.333 |
|
| S3 |
2.236 |
2.261 |
2.328 |
|
| S4 |
2.177 |
2.202 |
2.312 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.663 |
2.616 |
2.410 |
|
| R3 |
2.554 |
2.507 |
2.380 |
|
| R2 |
2.445 |
2.445 |
2.370 |
|
| R1 |
2.398 |
2.398 |
2.360 |
2.422 |
| PP |
2.336 |
2.336 |
2.336 |
2.348 |
| S1 |
2.289 |
2.289 |
2.340 |
2.313 |
| S2 |
2.227 |
2.227 |
2.330 |
|
| S3 |
2.118 |
2.180 |
2.320 |
|
| S4 |
2.009 |
2.071 |
2.290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.400 |
2.303 |
0.097 |
4.1% |
0.065 |
2.8% |
42% |
False |
False |
11,573 |
| 10 |
2.465 |
2.275 |
0.190 |
8.1% |
0.071 |
3.0% |
36% |
False |
False |
11,168 |
| 20 |
2.593 |
2.275 |
0.318 |
13.6% |
0.077 |
3.3% |
22% |
False |
False |
11,051 |
| 40 |
2.593 |
2.147 |
0.446 |
19.0% |
0.067 |
2.9% |
44% |
False |
False |
9,157 |
| 60 |
2.642 |
2.147 |
0.495 |
21.1% |
0.065 |
2.8% |
40% |
False |
False |
7,216 |
| 80 |
2.787 |
2.147 |
0.640 |
27.3% |
0.060 |
2.6% |
31% |
False |
False |
5,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.640 |
|
2.618 |
2.543 |
|
1.618 |
2.484 |
|
1.000 |
2.448 |
|
0.618 |
2.425 |
|
HIGH |
2.389 |
|
0.618 |
2.366 |
|
0.500 |
2.360 |
|
0.382 |
2.353 |
|
LOW |
2.330 |
|
0.618 |
2.294 |
|
1.000 |
2.271 |
|
1.618 |
2.235 |
|
2.618 |
2.176 |
|
4.250 |
2.079 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.360 |
2.352 |
| PP |
2.354 |
2.349 |
| S1 |
2.349 |
2.347 |
|