NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.397 |
2.446 |
0.049 |
2.0% |
2.366 |
| High |
2.495 |
2.480 |
-0.015 |
-0.6% |
2.495 |
| Low |
2.377 |
2.355 |
-0.022 |
-0.9% |
2.239 |
| Close |
2.472 |
2.396 |
-0.076 |
-3.1% |
2.472 |
| Range |
0.118 |
0.125 |
0.007 |
5.9% |
0.256 |
| ATR |
0.114 |
0.115 |
0.001 |
0.7% |
0.000 |
| Volume |
163,907 |
146,842 |
-17,065 |
-10.4% |
803,808 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.785 |
2.716 |
2.465 |
|
| R3 |
2.660 |
2.591 |
2.430 |
|
| R2 |
2.535 |
2.535 |
2.419 |
|
| R1 |
2.466 |
2.466 |
2.407 |
2.438 |
| PP |
2.410 |
2.410 |
2.410 |
2.397 |
| S1 |
2.341 |
2.341 |
2.385 |
2.313 |
| S2 |
2.285 |
2.285 |
2.373 |
|
| S3 |
2.160 |
2.216 |
2.362 |
|
| S4 |
2.035 |
2.091 |
2.327 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.170 |
3.077 |
2.613 |
|
| R3 |
2.914 |
2.821 |
2.542 |
|
| R2 |
2.658 |
2.658 |
2.519 |
|
| R1 |
2.565 |
2.565 |
2.495 |
2.612 |
| PP |
2.402 |
2.402 |
2.402 |
2.425 |
| S1 |
2.309 |
2.309 |
2.449 |
2.356 |
| S2 |
2.146 |
2.146 |
2.425 |
|
| S3 |
1.890 |
2.053 |
2.402 |
|
| S4 |
1.634 |
1.797 |
2.331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.495 |
2.241 |
0.254 |
10.6% |
0.122 |
5.1% |
61% |
False |
False |
163,082 |
| 10 |
2.495 |
2.111 |
0.384 |
16.0% |
0.129 |
5.4% |
74% |
False |
False |
157,796 |
| 20 |
2.495 |
1.802 |
0.693 |
28.9% |
0.108 |
4.5% |
86% |
False |
False |
122,568 |
| 40 |
2.637 |
1.802 |
0.835 |
34.8% |
0.095 |
4.0% |
71% |
False |
False |
79,330 |
| 60 |
2.920 |
1.802 |
1.118 |
46.7% |
0.090 |
3.7% |
53% |
False |
False |
59,466 |
| 80 |
3.013 |
1.802 |
1.211 |
50.5% |
0.081 |
3.4% |
49% |
False |
False |
47,422 |
| 100 |
3.141 |
1.802 |
1.339 |
55.9% |
0.075 |
3.1% |
44% |
False |
False |
39,259 |
| 120 |
3.333 |
1.802 |
1.531 |
63.9% |
0.072 |
3.0% |
39% |
False |
False |
33,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.011 |
|
2.618 |
2.807 |
|
1.618 |
2.682 |
|
1.000 |
2.605 |
|
0.618 |
2.557 |
|
HIGH |
2.480 |
|
0.618 |
2.432 |
|
0.500 |
2.418 |
|
0.382 |
2.403 |
|
LOW |
2.355 |
|
0.618 |
2.278 |
|
1.000 |
2.230 |
|
1.618 |
2.153 |
|
2.618 |
2.028 |
|
4.250 |
1.824 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.418 |
2.392 |
| PP |
2.410 |
2.387 |
| S1 |
2.403 |
2.383 |
|