NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.055 |
2.091 |
0.036 |
1.8% |
2.446 |
| High |
2.170 |
2.149 |
-0.021 |
-1.0% |
2.480 |
| Low |
2.044 |
2.067 |
0.023 |
1.1% |
2.086 |
| Close |
2.091 |
2.118 |
0.027 |
1.3% |
2.100 |
| Range |
0.126 |
0.082 |
-0.044 |
-34.9% |
0.394 |
| ATR |
0.115 |
0.113 |
-0.002 |
-2.1% |
0.000 |
| Volume |
133,091 |
106,102 |
-26,989 |
-20.3% |
702,728 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.357 |
2.320 |
2.163 |
|
| R3 |
2.275 |
2.238 |
2.141 |
|
| R2 |
2.193 |
2.193 |
2.133 |
|
| R1 |
2.156 |
2.156 |
2.126 |
2.175 |
| PP |
2.111 |
2.111 |
2.111 |
2.121 |
| S1 |
2.074 |
2.074 |
2.110 |
2.093 |
| S2 |
2.029 |
2.029 |
2.103 |
|
| S3 |
1.947 |
1.992 |
2.095 |
|
| S4 |
1.865 |
1.910 |
2.073 |
|
|
| 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 |
2.323 |
2.044 |
0.279 |
13.2% |
0.102 |
4.8% |
27% |
False |
False |
127,495 |
| 10 |
2.495 |
2.044 |
0.451 |
21.3% |
0.116 |
5.5% |
16% |
False |
False |
148,656 |
| 20 |
2.495 |
1.877 |
0.618 |
29.2% |
0.117 |
5.5% |
39% |
False |
False |
136,201 |
| 40 |
2.495 |
1.802 |
0.693 |
32.7% |
0.098 |
4.6% |
46% |
False |
False |
95,531 |
| 60 |
2.718 |
1.802 |
0.916 |
43.2% |
0.094 |
4.5% |
34% |
False |
False |
71,319 |
| 80 |
2.989 |
1.802 |
1.187 |
56.0% |
0.086 |
4.0% |
27% |
False |
False |
56,771 |
| 100 |
3.097 |
1.802 |
1.295 |
61.1% |
0.078 |
3.7% |
24% |
False |
False |
46,899 |
| 120 |
3.282 |
1.802 |
1.480 |
69.9% |
0.075 |
3.5% |
21% |
False |
False |
39,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.498 |
|
2.618 |
2.364 |
|
1.618 |
2.282 |
|
1.000 |
2.231 |
|
0.618 |
2.200 |
|
HIGH |
2.149 |
|
0.618 |
2.118 |
|
0.500 |
2.108 |
|
0.382 |
2.098 |
|
LOW |
2.067 |
|
0.618 |
2.016 |
|
1.000 |
1.985 |
|
1.618 |
1.934 |
|
2.618 |
1.852 |
|
4.250 |
1.719 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.115 |
2.114 |
| PP |
2.111 |
2.111 |
| S1 |
2.108 |
2.107 |
|