NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.316 |
2.407 |
0.091 |
3.9% |
2.389 |
| High |
2.436 |
2.493 |
0.057 |
2.3% |
2.493 |
| Low |
2.296 |
2.390 |
0.094 |
4.1% |
2.271 |
| Close |
2.394 |
2.471 |
0.077 |
3.2% |
2.471 |
| Range |
0.140 |
0.103 |
-0.037 |
-26.4% |
0.222 |
| ATR |
0.105 |
0.105 |
0.000 |
-0.1% |
0.000 |
| Volume |
85,902 |
95,945 |
10,043 |
11.7% |
358,278 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.760 |
2.719 |
2.528 |
|
| R3 |
2.657 |
2.616 |
2.499 |
|
| R2 |
2.554 |
2.554 |
2.490 |
|
| R1 |
2.513 |
2.513 |
2.480 |
2.534 |
| PP |
2.451 |
2.451 |
2.451 |
2.462 |
| S1 |
2.410 |
2.410 |
2.462 |
2.431 |
| S2 |
2.348 |
2.348 |
2.452 |
|
| S3 |
2.245 |
2.307 |
2.443 |
|
| S4 |
2.142 |
2.204 |
2.414 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.078 |
2.996 |
2.593 |
|
| R3 |
2.856 |
2.774 |
2.532 |
|
| R2 |
2.634 |
2.634 |
2.512 |
|
| R1 |
2.552 |
2.552 |
2.491 |
2.593 |
| PP |
2.412 |
2.412 |
2.412 |
2.432 |
| S1 |
2.330 |
2.330 |
2.451 |
2.371 |
| S2 |
2.190 |
2.190 |
2.430 |
|
| S3 |
1.968 |
2.108 |
2.410 |
|
| S4 |
1.746 |
1.886 |
2.349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.493 |
2.271 |
0.222 |
9.0% |
0.112 |
4.5% |
90% |
True |
False |
71,655 |
| 10 |
2.493 |
2.094 |
0.399 |
16.1% |
0.112 |
4.5% |
94% |
True |
False |
60,732 |
| 20 |
2.493 |
1.910 |
0.583 |
23.6% |
0.097 |
3.9% |
96% |
True |
False |
59,571 |
| 40 |
2.631 |
1.910 |
0.721 |
29.2% |
0.087 |
3.5% |
78% |
False |
False |
49,193 |
| 60 |
2.887 |
1.910 |
0.977 |
39.5% |
0.083 |
3.4% |
57% |
False |
False |
42,232 |
| 80 |
3.026 |
1.910 |
1.116 |
45.2% |
0.076 |
3.1% |
50% |
False |
False |
35,832 |
| 100 |
3.099 |
1.910 |
1.189 |
48.1% |
0.070 |
2.8% |
47% |
False |
False |
30,506 |
| 120 |
3.290 |
1.910 |
1.380 |
55.8% |
0.068 |
2.8% |
41% |
False |
False |
26,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.931 |
|
2.618 |
2.763 |
|
1.618 |
2.660 |
|
1.000 |
2.596 |
|
0.618 |
2.557 |
|
HIGH |
2.493 |
|
0.618 |
2.454 |
|
0.500 |
2.442 |
|
0.382 |
2.429 |
|
LOW |
2.390 |
|
0.618 |
2.326 |
|
1.000 |
2.287 |
|
1.618 |
2.223 |
|
2.618 |
2.120 |
|
4.250 |
1.952 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.461 |
2.441 |
| PP |
2.451 |
2.412 |
| S1 |
2.442 |
2.382 |
|