NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.311 |
2.389 |
0.078 |
3.4% |
2.217 |
| High |
2.402 |
2.393 |
-0.009 |
-0.4% |
2.414 |
| Low |
2.310 |
2.277 |
-0.033 |
-1.4% |
2.169 |
| Close |
2.363 |
2.350 |
-0.013 |
-0.6% |
2.363 |
| Range |
0.092 |
0.116 |
0.024 |
26.1% |
0.245 |
| ATR |
0.101 |
0.102 |
0.001 |
1.1% |
0.000 |
| Volume |
48,340 |
51,413 |
3,073 |
6.4% |
226,993 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.688 |
2.635 |
2.414 |
|
| R3 |
2.572 |
2.519 |
2.382 |
|
| R2 |
2.456 |
2.456 |
2.371 |
|
| R1 |
2.403 |
2.403 |
2.361 |
2.372 |
| PP |
2.340 |
2.340 |
2.340 |
2.324 |
| S1 |
2.287 |
2.287 |
2.339 |
2.256 |
| S2 |
2.224 |
2.224 |
2.329 |
|
| S3 |
2.108 |
2.171 |
2.318 |
|
| S4 |
1.992 |
2.055 |
2.286 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.050 |
2.952 |
2.498 |
|
| R3 |
2.805 |
2.707 |
2.430 |
|
| R2 |
2.560 |
2.560 |
2.408 |
|
| R1 |
2.462 |
2.462 |
2.385 |
2.511 |
| PP |
2.315 |
2.315 |
2.315 |
2.340 |
| S1 |
2.217 |
2.217 |
2.341 |
2.266 |
| S2 |
2.070 |
2.070 |
2.318 |
|
| S3 |
1.825 |
1.972 |
2.296 |
|
| S4 |
1.580 |
1.727 |
2.228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.414 |
2.169 |
0.245 |
10.4% |
0.120 |
5.1% |
74% |
False |
False |
55,681 |
| 10 |
2.414 |
1.910 |
0.504 |
21.4% |
0.107 |
4.6% |
87% |
False |
False |
48,955 |
| 20 |
2.414 |
1.910 |
0.504 |
21.4% |
0.087 |
3.7% |
87% |
False |
False |
56,573 |
| 40 |
2.631 |
1.910 |
0.721 |
30.7% |
0.085 |
3.6% |
61% |
False |
False |
45,125 |
| 60 |
2.887 |
1.910 |
0.977 |
41.6% |
0.079 |
3.4% |
45% |
False |
False |
38,421 |
| 80 |
3.062 |
1.910 |
1.152 |
49.0% |
0.073 |
3.1% |
38% |
False |
False |
32,604 |
| 100 |
3.238 |
1.910 |
1.328 |
56.5% |
0.068 |
2.9% |
33% |
False |
False |
27,787 |
| 120 |
3.290 |
1.910 |
1.380 |
58.7% |
0.067 |
2.8% |
32% |
False |
False |
24,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.886 |
|
2.618 |
2.697 |
|
1.618 |
2.581 |
|
1.000 |
2.509 |
|
0.618 |
2.465 |
|
HIGH |
2.393 |
|
0.618 |
2.349 |
|
0.500 |
2.335 |
|
0.382 |
2.321 |
|
LOW |
2.277 |
|
0.618 |
2.205 |
|
1.000 |
2.161 |
|
1.618 |
2.089 |
|
2.618 |
1.973 |
|
4.250 |
1.784 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.345 |
2.338 |
| PP |
2.340 |
2.327 |
| S1 |
2.335 |
2.315 |
|