NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.267 |
2.295 |
0.028 |
1.2% |
2.389 |
| High |
2.324 |
2.319 |
-0.005 |
-0.2% |
2.493 |
| Low |
2.267 |
2.163 |
-0.104 |
-4.6% |
2.271 |
| Close |
2.290 |
2.180 |
-0.110 |
-4.8% |
2.471 |
| Range |
0.057 |
0.156 |
0.099 |
173.7% |
0.222 |
| ATR |
0.106 |
0.110 |
0.004 |
3.4% |
0.000 |
| Volume |
84,231 |
90,176 |
5,945 |
7.1% |
358,278 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.689 |
2.590 |
2.266 |
|
| R3 |
2.533 |
2.434 |
2.223 |
|
| R2 |
2.377 |
2.377 |
2.209 |
|
| R1 |
2.278 |
2.278 |
2.194 |
2.250 |
| PP |
2.221 |
2.221 |
2.221 |
2.206 |
| S1 |
2.122 |
2.122 |
2.166 |
2.094 |
| S2 |
2.065 |
2.065 |
2.151 |
|
| S3 |
1.909 |
1.966 |
2.137 |
|
| S4 |
1.753 |
1.810 |
2.094 |
|
|
| 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 |
2.163 |
0.330 |
15.1% |
0.113 |
5.2% |
5% |
False |
True |
89,840 |
| 10 |
2.493 |
2.163 |
0.330 |
15.1% |
0.111 |
5.1% |
5% |
False |
True |
75,987 |
| 20 |
2.493 |
1.910 |
0.583 |
26.7% |
0.107 |
4.9% |
46% |
False |
False |
65,054 |
| 40 |
2.605 |
1.910 |
0.695 |
31.9% |
0.091 |
4.2% |
39% |
False |
False |
54,856 |
| 60 |
2.820 |
1.910 |
0.910 |
41.7% |
0.088 |
4.0% |
30% |
False |
False |
46,751 |
| 80 |
2.956 |
1.910 |
1.046 |
48.0% |
0.079 |
3.6% |
26% |
False |
False |
39,752 |
| 100 |
3.062 |
1.910 |
1.152 |
52.8% |
0.073 |
3.3% |
23% |
False |
False |
33,744 |
| 120 |
3.238 |
1.910 |
1.328 |
60.9% |
0.070 |
3.2% |
20% |
False |
False |
29,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.982 |
|
2.618 |
2.727 |
|
1.618 |
2.571 |
|
1.000 |
2.475 |
|
0.618 |
2.415 |
|
HIGH |
2.319 |
|
0.618 |
2.259 |
|
0.500 |
2.241 |
|
0.382 |
2.223 |
|
LOW |
2.163 |
|
0.618 |
2.067 |
|
1.000 |
2.007 |
|
1.618 |
1.911 |
|
2.618 |
1.755 |
|
4.250 |
1.500 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.241 |
2.264 |
| PP |
2.221 |
2.236 |
| S1 |
2.200 |
2.208 |
|