NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.366 |
2.290 |
-0.076 |
-3.2% |
2.114 |
| High |
2.375 |
2.346 |
-0.029 |
-1.2% |
2.386 |
| Low |
2.239 |
2.255 |
0.016 |
0.7% |
2.111 |
| Close |
2.334 |
2.325 |
-0.009 |
-0.4% |
2.337 |
| Range |
0.136 |
0.091 |
-0.045 |
-33.1% |
0.275 |
| ATR |
0.111 |
0.109 |
-0.001 |
-1.3% |
0.000 |
| Volume |
135,238 |
123,923 |
-11,315 |
-8.4% |
627,316 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.582 |
2.544 |
2.375 |
|
| R3 |
2.491 |
2.453 |
2.350 |
|
| R2 |
2.400 |
2.400 |
2.342 |
|
| R1 |
2.362 |
2.362 |
2.333 |
2.381 |
| PP |
2.309 |
2.309 |
2.309 |
2.318 |
| S1 |
2.271 |
2.271 |
2.317 |
2.290 |
| S2 |
2.218 |
2.218 |
2.308 |
|
| S3 |
2.127 |
2.180 |
2.300 |
|
| S4 |
2.036 |
2.089 |
2.275 |
|
|
| 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 |
2.188 |
0.198 |
8.5% |
0.122 |
5.3% |
69% |
False |
False |
141,666 |
| 10 |
2.386 |
1.877 |
0.509 |
21.9% |
0.118 |
5.1% |
88% |
False |
False |
123,746 |
| 20 |
2.386 |
1.802 |
0.584 |
25.1% |
0.099 |
4.3% |
90% |
False |
False |
103,244 |
| 40 |
2.637 |
1.802 |
0.835 |
35.9% |
0.090 |
3.9% |
63% |
False |
False |
64,580 |
| 60 |
2.920 |
1.802 |
1.118 |
48.1% |
0.085 |
3.6% |
47% |
False |
False |
48,799 |
| 80 |
3.097 |
1.802 |
1.295 |
55.7% |
0.078 |
3.3% |
40% |
False |
False |
39,196 |
| 100 |
3.282 |
1.802 |
1.480 |
63.7% |
0.073 |
3.1% |
35% |
False |
False |
32,542 |
| 120 |
3.333 |
1.802 |
1.531 |
65.8% |
0.070 |
3.0% |
34% |
False |
False |
27,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.733 |
|
2.618 |
2.584 |
|
1.618 |
2.493 |
|
1.000 |
2.437 |
|
0.618 |
2.402 |
|
HIGH |
2.346 |
|
0.618 |
2.311 |
|
0.500 |
2.301 |
|
0.382 |
2.290 |
|
LOW |
2.255 |
|
0.618 |
2.199 |
|
1.000 |
2.164 |
|
1.618 |
2.108 |
|
2.618 |
2.017 |
|
4.250 |
1.868 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.317 |
2.320 |
| PP |
2.309 |
2.314 |
| S1 |
2.301 |
2.309 |
|