NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.273 |
2.366 |
0.093 |
4.1% |
2.114 |
| High |
2.378 |
2.375 |
-0.003 |
-0.1% |
2.386 |
| Low |
2.270 |
2.239 |
-0.031 |
-1.4% |
2.111 |
| Close |
2.337 |
2.334 |
-0.003 |
-0.1% |
2.337 |
| Range |
0.108 |
0.136 |
0.028 |
25.9% |
0.275 |
| ATR |
0.109 |
0.111 |
0.002 |
1.8% |
0.000 |
| Volume |
144,665 |
135,238 |
-9,427 |
-6.5% |
627,316 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.724 |
2.665 |
2.409 |
|
| R3 |
2.588 |
2.529 |
2.371 |
|
| R2 |
2.452 |
2.452 |
2.359 |
|
| R1 |
2.393 |
2.393 |
2.346 |
2.355 |
| PP |
2.316 |
2.316 |
2.316 |
2.297 |
| S1 |
2.257 |
2.257 |
2.322 |
2.219 |
| S2 |
2.180 |
2.180 |
2.309 |
|
| S3 |
2.044 |
2.121 |
2.297 |
|
| S4 |
1.908 |
1.985 |
2.259 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
2.995 |
2.488 |
|
| R3 |
2.828 |
2.720 |
2.413 |
|
| R2 |
2.553 |
2.553 |
2.387 |
|
| R1 |
2.445 |
2.445 |
2.362 |
2.499 |
| PP |
2.278 |
2.278 |
2.278 |
2.305 |
| S1 |
2.170 |
2.170 |
2.312 |
2.224 |
| S2 |
2.003 |
2.003 |
2.287 |
|
| S3 |
1.728 |
1.895 |
2.261 |
|
| S4 |
1.453 |
1.620 |
2.186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.386 |
2.111 |
0.275 |
11.8% |
0.136 |
5.8% |
81% |
False |
False |
152,510 |
| 10 |
2.386 |
1.802 |
0.584 |
25.0% |
0.119 |
5.1% |
91% |
False |
False |
120,865 |
| 20 |
2.386 |
1.802 |
0.584 |
25.0% |
0.097 |
4.1% |
91% |
False |
False |
98,761 |
| 40 |
2.637 |
1.802 |
0.835 |
35.8% |
0.091 |
3.9% |
64% |
False |
False |
62,134 |
| 60 |
2.920 |
1.802 |
1.118 |
47.9% |
0.084 |
3.6% |
48% |
False |
False |
46,920 |
| 80 |
3.097 |
1.802 |
1.295 |
55.5% |
0.077 |
3.3% |
41% |
False |
False |
37,758 |
| 100 |
3.282 |
1.802 |
1.480 |
63.4% |
0.072 |
3.1% |
36% |
False |
False |
31,362 |
| 120 |
3.333 |
1.802 |
1.531 |
65.6% |
0.070 |
3.0% |
35% |
False |
False |
26,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.953 |
|
2.618 |
2.731 |
|
1.618 |
2.595 |
|
1.000 |
2.511 |
|
0.618 |
2.459 |
|
HIGH |
2.375 |
|
0.618 |
2.323 |
|
0.500 |
2.307 |
|
0.382 |
2.291 |
|
LOW |
2.239 |
|
0.618 |
2.155 |
|
1.000 |
2.103 |
|
1.618 |
2.019 |
|
2.618 |
1.883 |
|
4.250 |
1.661 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.325 |
2.317 |
| PP |
2.316 |
2.300 |
| S1 |
2.307 |
2.283 |
|