NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.447 |
2.360 |
-0.087 |
-3.6% |
2.389 |
| High |
2.484 |
2.364 |
-0.120 |
-4.8% |
2.493 |
| Low |
2.351 |
2.249 |
-0.102 |
-4.3% |
2.271 |
| Close |
2.389 |
2.261 |
-0.128 |
-5.4% |
2.471 |
| Range |
0.133 |
0.115 |
-0.018 |
-13.5% |
0.222 |
| ATR |
0.107 |
0.109 |
0.002 |
2.2% |
0.000 |
| Volume |
87,687 |
91,164 |
3,477 |
4.0% |
358,278 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.636 |
2.564 |
2.324 |
|
| R3 |
2.521 |
2.449 |
2.293 |
|
| R2 |
2.406 |
2.406 |
2.282 |
|
| R1 |
2.334 |
2.334 |
2.272 |
2.313 |
| PP |
2.291 |
2.291 |
2.291 |
2.281 |
| S1 |
2.219 |
2.219 |
2.250 |
2.198 |
| S2 |
2.176 |
2.176 |
2.240 |
|
| S3 |
2.061 |
2.104 |
2.229 |
|
| S4 |
1.946 |
1.989 |
2.198 |
|
|
| 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 |
2.249 |
0.244 |
10.8% |
0.121 |
5.4% |
5% |
False |
True |
87,438 |
| 10 |
2.493 |
2.228 |
0.265 |
11.7% |
0.115 |
5.1% |
12% |
False |
False |
70,281 |
| 20 |
2.493 |
1.910 |
0.583 |
25.8% |
0.103 |
4.6% |
60% |
False |
False |
61,255 |
| 40 |
2.631 |
1.910 |
0.721 |
31.9% |
0.090 |
4.0% |
49% |
False |
False |
51,945 |
| 60 |
2.820 |
1.910 |
0.910 |
40.2% |
0.085 |
3.8% |
39% |
False |
False |
44,327 |
| 80 |
2.967 |
1.910 |
1.057 |
46.7% |
0.078 |
3.4% |
33% |
False |
False |
37,858 |
| 100 |
3.099 |
1.910 |
1.189 |
52.6% |
0.072 |
3.2% |
30% |
False |
False |
32,142 |
| 120 |
3.290 |
1.910 |
1.380 |
61.0% |
0.070 |
3.1% |
25% |
False |
False |
28,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.853 |
|
2.618 |
2.665 |
|
1.618 |
2.550 |
|
1.000 |
2.479 |
|
0.618 |
2.435 |
|
HIGH |
2.364 |
|
0.618 |
2.320 |
|
0.500 |
2.307 |
|
0.382 |
2.293 |
|
LOW |
2.249 |
|
0.618 |
2.178 |
|
1.000 |
2.134 |
|
1.618 |
2.063 |
|
2.618 |
1.948 |
|
4.250 |
1.760 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.307 |
2.371 |
| PP |
2.291 |
2.334 |
| S1 |
2.276 |
2.298 |
|