NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.149 |
2.156 |
0.007 |
0.3% |
2.055 |
| High |
2.168 |
2.175 |
0.007 |
0.3% |
2.189 |
| Low |
2.112 |
2.081 |
-0.031 |
-1.5% |
2.044 |
| Close |
2.139 |
2.158 |
0.019 |
0.9% |
2.139 |
| Range |
0.056 |
0.094 |
0.038 |
67.9% |
0.145 |
| ATR |
0.109 |
0.107 |
-0.001 |
-1.0% |
0.000 |
| Volume |
92,561 |
59,778 |
-32,783 |
-35.4% |
492,902 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.420 |
2.383 |
2.210 |
|
| R3 |
2.326 |
2.289 |
2.184 |
|
| R2 |
2.232 |
2.232 |
2.175 |
|
| R1 |
2.195 |
2.195 |
2.167 |
2.214 |
| PP |
2.138 |
2.138 |
2.138 |
2.147 |
| S1 |
2.101 |
2.101 |
2.149 |
2.120 |
| S2 |
2.044 |
2.044 |
2.141 |
|
| S3 |
1.950 |
2.007 |
2.132 |
|
| S4 |
1.856 |
1.913 |
2.106 |
|
|
| 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 |
6.7% |
0.093 |
4.3% |
79% |
False |
False |
110,536 |
| 10 |
2.480 |
2.044 |
0.436 |
20.2% |
0.102 |
4.7% |
26% |
False |
False |
125,540 |
| 20 |
2.495 |
2.032 |
0.463 |
21.5% |
0.113 |
5.2% |
27% |
False |
False |
137,484 |
| 40 |
2.495 |
1.802 |
0.693 |
32.1% |
0.097 |
4.5% |
51% |
False |
False |
101,521 |
| 60 |
2.637 |
1.802 |
0.835 |
38.7% |
0.095 |
4.4% |
43% |
False |
False |
75,655 |
| 80 |
2.920 |
1.802 |
1.118 |
51.8% |
0.086 |
4.0% |
32% |
False |
False |
60,220 |
| 100 |
3.097 |
1.802 |
1.295 |
60.0% |
0.080 |
3.7% |
27% |
False |
False |
49,915 |
| 120 |
3.282 |
1.802 |
1.480 |
68.6% |
0.075 |
3.5% |
24% |
False |
False |
42,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.575 |
|
2.618 |
2.421 |
|
1.618 |
2.327 |
|
1.000 |
2.269 |
|
0.618 |
2.233 |
|
HIGH |
2.175 |
|
0.618 |
2.139 |
|
0.500 |
2.128 |
|
0.382 |
2.117 |
|
LOW |
2.081 |
|
0.618 |
2.023 |
|
1.000 |
1.987 |
|
1.618 |
1.929 |
|
2.618 |
1.835 |
|
4.250 |
1.682 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.148 |
2.150 |
| PP |
2.138 |
2.142 |
| S1 |
2.128 |
2.135 |
|