NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.182 |
2.091 |
-0.091 |
-4.2% |
2.447 |
| High |
2.195 |
2.199 |
0.004 |
0.2% |
2.484 |
| Low |
2.112 |
2.080 |
-0.032 |
-1.5% |
2.112 |
| Close |
2.127 |
2.108 |
-0.019 |
-0.9% |
2.127 |
| Range |
0.083 |
0.119 |
0.036 |
43.4% |
0.372 |
| ATR |
0.108 |
0.108 |
0.001 |
0.8% |
0.000 |
| Volume |
70,524 |
90,129 |
19,605 |
27.8% |
423,782 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.486 |
2.416 |
2.173 |
|
| R3 |
2.367 |
2.297 |
2.141 |
|
| R2 |
2.248 |
2.248 |
2.130 |
|
| R1 |
2.178 |
2.178 |
2.119 |
2.213 |
| PP |
2.129 |
2.129 |
2.129 |
2.147 |
| S1 |
2.059 |
2.059 |
2.097 |
2.094 |
| S2 |
2.010 |
2.010 |
2.086 |
|
| S3 |
1.891 |
1.940 |
2.075 |
|
| S4 |
1.772 |
1.821 |
2.043 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.114 |
2.332 |
|
| R3 |
2.985 |
2.742 |
2.229 |
|
| R2 |
2.613 |
2.613 |
2.195 |
|
| R1 |
2.370 |
2.370 |
2.161 |
2.306 |
| PP |
2.241 |
2.241 |
2.241 |
2.209 |
| S1 |
1.998 |
1.998 |
2.093 |
1.934 |
| S2 |
1.869 |
1.869 |
2.059 |
|
| S3 |
1.497 |
1.626 |
2.025 |
|
| S4 |
1.125 |
1.254 |
1.922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.364 |
2.080 |
0.284 |
13.5% |
0.106 |
5.0% |
10% |
False |
True |
85,244 |
| 10 |
2.493 |
2.080 |
0.413 |
19.6% |
0.111 |
5.3% |
7% |
False |
True |
82,077 |
| 20 |
2.493 |
1.910 |
0.583 |
27.7% |
0.109 |
5.2% |
34% |
False |
False |
65,516 |
| 40 |
2.557 |
1.910 |
0.647 |
30.7% |
0.092 |
4.4% |
31% |
False |
False |
57,466 |
| 60 |
2.749 |
1.910 |
0.839 |
39.8% |
0.089 |
4.2% |
24% |
False |
False |
48,584 |
| 80 |
2.956 |
1.910 |
1.046 |
49.6% |
0.081 |
3.8% |
19% |
False |
False |
41,576 |
| 100 |
3.062 |
1.910 |
1.152 |
54.6% |
0.074 |
3.5% |
17% |
False |
False |
35,218 |
| 120 |
3.238 |
1.910 |
1.328 |
63.0% |
0.071 |
3.4% |
15% |
False |
False |
30,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.705 |
|
2.618 |
2.511 |
|
1.618 |
2.392 |
|
1.000 |
2.318 |
|
0.618 |
2.273 |
|
HIGH |
2.199 |
|
0.618 |
2.154 |
|
0.500 |
2.140 |
|
0.382 |
2.125 |
|
LOW |
2.080 |
|
0.618 |
2.006 |
|
1.000 |
1.961 |
|
1.618 |
1.887 |
|
2.618 |
1.768 |
|
4.250 |
1.574 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.140 |
2.200 |
| PP |
2.129 |
2.169 |
| S1 |
2.119 |
2.139 |
|