NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.091 |
2.108 |
0.017 |
0.8% |
2.447 |
| High |
2.199 |
2.154 |
-0.045 |
-2.0% |
2.484 |
| Low |
2.080 |
2.082 |
0.002 |
0.1% |
2.112 |
| Close |
2.108 |
2.123 |
0.015 |
0.7% |
2.127 |
| Range |
0.119 |
0.072 |
-0.047 |
-39.5% |
0.372 |
| ATR |
0.108 |
0.106 |
-0.003 |
-2.4% |
0.000 |
| Volume |
90,129 |
71,481 |
-18,648 |
-20.7% |
423,782 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.336 |
2.301 |
2.163 |
|
| R3 |
2.264 |
2.229 |
2.143 |
|
| R2 |
2.192 |
2.192 |
2.136 |
|
| R1 |
2.157 |
2.157 |
2.130 |
2.175 |
| PP |
2.120 |
2.120 |
2.120 |
2.128 |
| S1 |
2.085 |
2.085 |
2.116 |
2.103 |
| S2 |
2.048 |
2.048 |
2.110 |
|
| S3 |
1.976 |
2.013 |
2.103 |
|
| S4 |
1.904 |
1.941 |
2.083 |
|
|
| 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 |
2.324 |
2.080 |
0.244 |
11.5% |
0.097 |
4.6% |
18% |
False |
False |
81,308 |
| 10 |
2.493 |
2.080 |
0.413 |
19.5% |
0.109 |
5.1% |
10% |
False |
False |
84,373 |
| 20 |
2.493 |
1.973 |
0.520 |
24.5% |
0.107 |
5.1% |
29% |
False |
False |
66,299 |
| 40 |
2.493 |
1.910 |
0.583 |
27.5% |
0.091 |
4.3% |
37% |
False |
False |
58,569 |
| 60 |
2.695 |
1.910 |
0.785 |
37.0% |
0.089 |
4.2% |
27% |
False |
False |
49,310 |
| 80 |
2.956 |
1.910 |
1.046 |
49.3% |
0.081 |
3.8% |
20% |
False |
False |
42,282 |
| 100 |
3.062 |
1.910 |
1.152 |
54.3% |
0.074 |
3.5% |
18% |
False |
False |
35,883 |
| 120 |
3.238 |
1.910 |
1.328 |
62.6% |
0.071 |
3.4% |
16% |
False |
False |
31,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.460 |
|
2.618 |
2.342 |
|
1.618 |
2.270 |
|
1.000 |
2.226 |
|
0.618 |
2.198 |
|
HIGH |
2.154 |
|
0.618 |
2.126 |
|
0.500 |
2.118 |
|
0.382 |
2.110 |
|
LOW |
2.082 |
|
0.618 |
2.038 |
|
1.000 |
2.010 |
|
1.618 |
1.966 |
|
2.618 |
1.894 |
|
4.250 |
1.776 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.121 |
2.140 |
| PP |
2.120 |
2.134 |
| S1 |
2.118 |
2.129 |
|