NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.362 |
2.263 |
-0.099 |
-4.2% |
2.366 |
| High |
2.366 |
2.323 |
-0.043 |
-1.8% |
2.495 |
| Low |
2.241 |
2.256 |
0.015 |
0.7% |
2.239 |
| Close |
2.257 |
2.269 |
0.012 |
0.5% |
2.472 |
| Range |
0.125 |
0.067 |
-0.058 |
-46.4% |
0.256 |
| ATR |
0.118 |
0.114 |
-0.004 |
-3.1% |
0.000 |
| Volume |
157,603 |
137,810 |
-19,793 |
-12.6% |
803,808 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.484 |
2.443 |
2.306 |
|
| R3 |
2.417 |
2.376 |
2.287 |
|
| R2 |
2.350 |
2.350 |
2.281 |
|
| R1 |
2.309 |
2.309 |
2.275 |
2.330 |
| PP |
2.283 |
2.283 |
2.283 |
2.293 |
| S1 |
2.242 |
2.242 |
2.263 |
2.263 |
| S2 |
2.216 |
2.216 |
2.257 |
|
| S3 |
2.149 |
2.175 |
2.251 |
|
| S4 |
2.082 |
2.108 |
2.232 |
|
|
| 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 |
11.2% |
0.119 |
5.2% |
11% |
False |
False |
164,124 |
| 10 |
2.495 |
2.188 |
0.307 |
13.5% |
0.119 |
5.3% |
26% |
False |
False |
152,565 |
| 20 |
2.495 |
1.802 |
0.693 |
30.5% |
0.113 |
5.0% |
67% |
False |
False |
130,863 |
| 40 |
2.637 |
1.802 |
0.835 |
36.8% |
0.096 |
4.3% |
56% |
False |
False |
85,280 |
| 60 |
2.851 |
1.802 |
1.049 |
46.2% |
0.091 |
4.0% |
45% |
False |
False |
63,940 |
| 80 |
2.989 |
1.802 |
1.187 |
52.3% |
0.082 |
3.6% |
39% |
False |
False |
50,962 |
| 100 |
3.123 |
1.802 |
1.321 |
58.2% |
0.076 |
3.4% |
35% |
False |
False |
42,107 |
| 120 |
3.282 |
1.802 |
1.480 |
65.2% |
0.073 |
3.2% |
32% |
False |
False |
35,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.608 |
|
2.618 |
2.498 |
|
1.618 |
2.431 |
|
1.000 |
2.390 |
|
0.618 |
2.364 |
|
HIGH |
2.323 |
|
0.618 |
2.297 |
|
0.500 |
2.290 |
|
0.382 |
2.282 |
|
LOW |
2.256 |
|
0.618 |
2.215 |
|
1.000 |
2.189 |
|
1.618 |
2.148 |
|
2.618 |
2.081 |
|
4.250 |
1.971 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.290 |
2.361 |
| PP |
2.283 |
2.330 |
| S1 |
2.276 |
2.300 |
|