NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.274 |
2.144 |
-0.130 |
-5.7% |
2.446 |
| High |
2.294 |
2.153 |
-0.141 |
-6.1% |
2.480 |
| Low |
2.126 |
2.086 |
-0.040 |
-1.9% |
2.086 |
| Close |
2.139 |
2.100 |
-0.039 |
-1.8% |
2.100 |
| Range |
0.168 |
0.067 |
-0.101 |
-60.1% |
0.394 |
| ATR |
0.118 |
0.114 |
-0.004 |
-3.1% |
0.000 |
| Volume |
156,658 |
103,815 |
-52,843 |
-33.7% |
702,728 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.314 |
2.274 |
2.137 |
|
| R3 |
2.247 |
2.207 |
2.118 |
|
| R2 |
2.180 |
2.180 |
2.112 |
|
| R1 |
2.140 |
2.140 |
2.106 |
2.127 |
| PP |
2.113 |
2.113 |
2.113 |
2.106 |
| S1 |
2.073 |
2.073 |
2.094 |
2.060 |
| S2 |
2.046 |
2.046 |
2.088 |
|
| S3 |
1.979 |
2.006 |
2.082 |
|
| S4 |
1.912 |
1.939 |
2.063 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.404 |
3.146 |
2.317 |
|
| R3 |
3.010 |
2.752 |
2.208 |
|
| R2 |
2.616 |
2.616 |
2.172 |
|
| R1 |
2.358 |
2.358 |
2.136 |
2.290 |
| PP |
2.222 |
2.222 |
2.222 |
2.188 |
| S1 |
1.964 |
1.964 |
2.064 |
1.896 |
| S2 |
1.828 |
1.828 |
2.028 |
|
| S3 |
1.434 |
1.570 |
1.992 |
|
| S4 |
1.040 |
1.176 |
1.883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.480 |
2.086 |
0.394 |
18.8% |
0.110 |
5.3% |
4% |
False |
True |
140,545 |
| 10 |
2.495 |
2.086 |
0.409 |
19.5% |
0.117 |
5.6% |
3% |
False |
True |
150,653 |
| 20 |
2.495 |
1.802 |
0.693 |
33.0% |
0.115 |
5.5% |
43% |
False |
False |
134,580 |
| 40 |
2.605 |
1.802 |
0.803 |
38.2% |
0.098 |
4.7% |
37% |
False |
False |
90,645 |
| 60 |
2.836 |
1.802 |
1.034 |
49.2% |
0.094 |
4.5% |
29% |
False |
False |
67,912 |
| 80 |
2.989 |
1.802 |
1.187 |
56.5% |
0.084 |
4.0% |
25% |
False |
False |
54,050 |
| 100 |
3.097 |
1.802 |
1.295 |
61.7% |
0.077 |
3.7% |
23% |
False |
False |
44,593 |
| 120 |
3.282 |
1.802 |
1.480 |
70.5% |
0.074 |
3.5% |
20% |
False |
False |
37,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.438 |
|
2.618 |
2.328 |
|
1.618 |
2.261 |
|
1.000 |
2.220 |
|
0.618 |
2.194 |
|
HIGH |
2.153 |
|
0.618 |
2.127 |
|
0.500 |
2.120 |
|
0.382 |
2.112 |
|
LOW |
2.086 |
|
0.618 |
2.045 |
|
1.000 |
2.019 |
|
1.618 |
1.978 |
|
2.618 |
1.911 |
|
4.250 |
1.801 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.120 |
2.205 |
| PP |
2.113 |
2.170 |
| S1 |
2.107 |
2.135 |
|