NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.091 |
2.135 |
0.044 |
2.1% |
2.446 |
| High |
2.149 |
2.189 |
0.040 |
1.9% |
2.480 |
| Low |
2.067 |
2.080 |
0.013 |
0.6% |
2.086 |
| Close |
2.118 |
2.138 |
0.020 |
0.9% |
2.100 |
| Range |
0.082 |
0.109 |
0.027 |
32.9% |
0.394 |
| ATR |
0.113 |
0.113 |
0.000 |
-0.2% |
0.000 |
| Volume |
106,102 |
161,148 |
55,046 |
51.9% |
702,728 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.463 |
2.409 |
2.198 |
|
| R3 |
2.354 |
2.300 |
2.168 |
|
| R2 |
2.245 |
2.245 |
2.158 |
|
| R1 |
2.191 |
2.191 |
2.148 |
2.218 |
| PP |
2.136 |
2.136 |
2.136 |
2.149 |
| S1 |
2.082 |
2.082 |
2.128 |
2.109 |
| S2 |
2.027 |
2.027 |
2.118 |
|
| S3 |
1.918 |
1.973 |
2.108 |
|
| S4 |
1.809 |
1.864 |
2.078 |
|
|
| 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 |
2.294 |
2.044 |
0.250 |
11.7% |
0.110 |
5.2% |
38% |
False |
False |
132,162 |
| 10 |
2.495 |
2.044 |
0.451 |
21.1% |
0.115 |
5.4% |
21% |
False |
False |
148,143 |
| 20 |
2.495 |
1.933 |
0.562 |
26.3% |
0.115 |
5.4% |
36% |
False |
False |
138,593 |
| 40 |
2.495 |
1.802 |
0.693 |
32.4% |
0.098 |
4.6% |
48% |
False |
False |
98,818 |
| 60 |
2.637 |
1.802 |
0.835 |
39.1% |
0.095 |
4.4% |
40% |
False |
False |
73,746 |
| 80 |
2.989 |
1.802 |
1.187 |
55.5% |
0.086 |
4.0% |
28% |
False |
False |
58,624 |
| 100 |
3.097 |
1.802 |
1.295 |
60.6% |
0.079 |
3.7% |
26% |
False |
False |
48,460 |
| 120 |
3.282 |
1.802 |
1.480 |
69.2% |
0.075 |
3.5% |
23% |
False |
False |
41,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.652 |
|
2.618 |
2.474 |
|
1.618 |
2.365 |
|
1.000 |
2.298 |
|
0.618 |
2.256 |
|
HIGH |
2.189 |
|
0.618 |
2.147 |
|
0.500 |
2.135 |
|
0.382 |
2.122 |
|
LOW |
2.080 |
|
0.618 |
2.013 |
|
1.000 |
1.971 |
|
1.618 |
1.904 |
|
2.618 |
1.795 |
|
4.250 |
1.617 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.137 |
2.131 |
| PP |
2.136 |
2.124 |
| S1 |
2.135 |
2.117 |
|