NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.156 |
2.144 |
-0.012 |
-0.6% |
2.055 |
| High |
2.175 |
2.219 |
0.044 |
2.0% |
2.189 |
| Low |
2.081 |
2.128 |
0.047 |
2.3% |
2.044 |
| Close |
2.158 |
2.180 |
0.022 |
1.0% |
2.139 |
| Range |
0.094 |
0.091 |
-0.003 |
-3.2% |
0.145 |
| ATR |
0.107 |
0.106 |
-0.001 |
-1.1% |
0.000 |
| Volume |
59,778 |
47,007 |
-12,771 |
-21.4% |
492,902 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.449 |
2.405 |
2.230 |
|
| R3 |
2.358 |
2.314 |
2.205 |
|
| R2 |
2.267 |
2.267 |
2.197 |
|
| R1 |
2.223 |
2.223 |
2.188 |
2.245 |
| PP |
2.176 |
2.176 |
2.176 |
2.187 |
| S1 |
2.132 |
2.132 |
2.172 |
2.154 |
| S2 |
2.085 |
2.085 |
2.163 |
|
| S3 |
1.994 |
2.041 |
2.155 |
|
| S4 |
1.903 |
1.950 |
2.130 |
|
|
| 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 |
2.219 |
2.067 |
0.152 |
7.0% |
0.086 |
4.0% |
74% |
True |
False |
93,319 |
| 10 |
2.366 |
2.044 |
0.322 |
14.8% |
0.099 |
4.5% |
42% |
False |
False |
115,557 |
| 20 |
2.495 |
2.044 |
0.451 |
20.7% |
0.114 |
5.2% |
30% |
False |
False |
136,676 |
| 40 |
2.495 |
1.802 |
0.693 |
31.8% |
0.097 |
4.5% |
55% |
False |
False |
102,194 |
| 60 |
2.637 |
1.802 |
0.835 |
38.3% |
0.094 |
4.3% |
45% |
False |
False |
76,062 |
| 80 |
2.920 |
1.802 |
1.118 |
51.3% |
0.087 |
4.0% |
34% |
False |
False |
60,654 |
| 100 |
3.097 |
1.802 |
1.295 |
59.4% |
0.080 |
3.7% |
29% |
False |
False |
50,342 |
| 120 |
3.282 |
1.802 |
1.480 |
67.9% |
0.076 |
3.5% |
26% |
False |
False |
42,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.606 |
|
2.618 |
2.457 |
|
1.618 |
2.366 |
|
1.000 |
2.310 |
|
0.618 |
2.275 |
|
HIGH |
2.219 |
|
0.618 |
2.184 |
|
0.500 |
2.174 |
|
0.382 |
2.163 |
|
LOW |
2.128 |
|
0.618 |
2.072 |
|
1.000 |
2.037 |
|
1.618 |
1.981 |
|
2.618 |
1.890 |
|
4.250 |
1.741 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.178 |
2.170 |
| PP |
2.176 |
2.160 |
| S1 |
2.174 |
2.150 |
|