NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.345 |
2.290 |
-0.055 |
-2.3% |
2.114 |
| High |
2.360 |
2.429 |
0.069 |
2.9% |
2.386 |
| Low |
2.241 |
2.271 |
0.030 |
1.3% |
2.111 |
| Close |
2.267 |
2.382 |
0.115 |
5.1% |
2.337 |
| Range |
0.119 |
0.158 |
0.039 |
32.8% |
0.275 |
| ATR |
0.110 |
0.114 |
0.004 |
3.4% |
0.000 |
| Volume |
166,278 |
214,462 |
48,184 |
29.0% |
627,316 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.835 |
2.766 |
2.469 |
|
| R3 |
2.677 |
2.608 |
2.425 |
|
| R2 |
2.519 |
2.519 |
2.411 |
|
| R1 |
2.450 |
2.450 |
2.396 |
2.485 |
| PP |
2.361 |
2.361 |
2.361 |
2.378 |
| S1 |
2.292 |
2.292 |
2.368 |
2.327 |
| S2 |
2.203 |
2.203 |
2.353 |
|
| S3 |
2.045 |
2.134 |
2.339 |
|
| S4 |
1.887 |
1.976 |
2.295 |
|
|
| 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 |
2.429 |
2.239 |
0.190 |
8.0% |
0.122 |
5.1% |
75% |
True |
False |
156,913 |
| 10 |
2.429 |
1.933 |
0.496 |
20.8% |
0.125 |
5.2% |
91% |
True |
False |
142,554 |
| 20 |
2.429 |
1.802 |
0.627 |
26.3% |
0.104 |
4.4% |
93% |
True |
False |
114,953 |
| 40 |
2.637 |
1.802 |
0.835 |
35.1% |
0.092 |
3.9% |
69% |
False |
False |
72,992 |
| 60 |
2.920 |
1.802 |
1.118 |
46.9% |
0.087 |
3.7% |
52% |
False |
False |
54,755 |
| 80 |
3.097 |
1.802 |
1.295 |
54.4% |
0.080 |
3.3% |
45% |
False |
False |
43,742 |
| 100 |
3.178 |
1.802 |
1.376 |
57.8% |
0.074 |
3.1% |
42% |
False |
False |
36,255 |
| 120 |
3.333 |
1.802 |
1.531 |
64.3% |
0.071 |
3.0% |
38% |
False |
False |
30,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
2.843 |
|
1.618 |
2.685 |
|
1.000 |
2.587 |
|
0.618 |
2.527 |
|
HIGH |
2.429 |
|
0.618 |
2.369 |
|
0.500 |
2.350 |
|
0.382 |
2.331 |
|
LOW |
2.271 |
|
0.618 |
2.173 |
|
1.000 |
2.113 |
|
1.618 |
2.015 |
|
2.618 |
1.857 |
|
4.250 |
1.600 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.371 |
2.366 |
| PP |
2.361 |
2.351 |
| S1 |
2.350 |
2.335 |
|