NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.135 |
2.149 |
0.014 |
0.7% |
2.055 |
| High |
2.189 |
2.168 |
-0.021 |
-1.0% |
2.189 |
| Low |
2.080 |
2.112 |
0.032 |
1.5% |
2.044 |
| Close |
2.138 |
2.139 |
0.001 |
0.0% |
2.139 |
| Range |
0.109 |
0.056 |
-0.053 |
-48.6% |
0.145 |
| ATR |
0.113 |
0.109 |
-0.004 |
-3.6% |
0.000 |
| Volume |
161,148 |
92,561 |
-68,587 |
-42.6% |
492,902 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.308 |
2.279 |
2.170 |
|
| R3 |
2.252 |
2.223 |
2.154 |
|
| R2 |
2.196 |
2.196 |
2.149 |
|
| R1 |
2.167 |
2.167 |
2.144 |
2.154 |
| PP |
2.140 |
2.140 |
2.140 |
2.133 |
| S1 |
2.111 |
2.111 |
2.134 |
2.098 |
| S2 |
2.084 |
2.084 |
2.129 |
|
| S3 |
2.028 |
2.055 |
2.124 |
|
| S4 |
1.972 |
1.999 |
2.108 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.559 |
2.494 |
2.219 |
|
| R3 |
2.414 |
2.349 |
2.179 |
|
| R2 |
2.269 |
2.269 |
2.166 |
|
| R1 |
2.204 |
2.204 |
2.152 |
2.237 |
| PP |
2.124 |
2.124 |
2.124 |
2.140 |
| S1 |
2.059 |
2.059 |
2.126 |
2.092 |
| S2 |
1.979 |
1.979 |
2.112 |
|
| S3 |
1.834 |
1.914 |
2.099 |
|
| S4 |
1.689 |
1.769 |
2.059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.189 |
2.044 |
0.145 |
6.8% |
0.088 |
4.1% |
66% |
False |
False |
119,343 |
| 10 |
2.495 |
2.044 |
0.451 |
21.1% |
0.104 |
4.9% |
21% |
False |
False |
135,953 |
| 20 |
2.495 |
1.933 |
0.562 |
26.3% |
0.114 |
5.3% |
37% |
False |
False |
139,253 |
| 40 |
2.495 |
1.802 |
0.693 |
32.4% |
0.096 |
4.5% |
49% |
False |
False |
100,634 |
| 60 |
2.637 |
1.802 |
0.835 |
39.0% |
0.094 |
4.4% |
40% |
False |
False |
74,937 |
| 80 |
2.963 |
1.802 |
1.161 |
54.3% |
0.086 |
4.0% |
29% |
False |
False |
59,599 |
| 100 |
3.097 |
1.802 |
1.295 |
60.5% |
0.079 |
3.7% |
26% |
False |
False |
49,357 |
| 120 |
3.282 |
1.802 |
1.480 |
69.2% |
0.075 |
3.5% |
23% |
False |
False |
41,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.406 |
|
2.618 |
2.315 |
|
1.618 |
2.259 |
|
1.000 |
2.224 |
|
0.618 |
2.203 |
|
HIGH |
2.168 |
|
0.618 |
2.147 |
|
0.500 |
2.140 |
|
0.382 |
2.133 |
|
LOW |
2.112 |
|
0.618 |
2.077 |
|
1.000 |
2.056 |
|
1.618 |
2.021 |
|
2.618 |
1.965 |
|
4.250 |
1.874 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.140 |
2.135 |
| PP |
2.140 |
2.132 |
| S1 |
2.139 |
2.128 |
|