NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.108 |
2.140 |
0.032 |
1.5% |
2.447 |
| High |
2.154 |
2.192 |
0.038 |
1.8% |
2.484 |
| Low |
2.082 |
2.093 |
0.011 |
0.5% |
2.112 |
| Close |
2.123 |
2.139 |
0.016 |
0.8% |
2.127 |
| Range |
0.072 |
0.099 |
0.027 |
37.5% |
0.372 |
| ATR |
0.106 |
0.105 |
0.000 |
-0.5% |
0.000 |
| Volume |
71,481 |
118,210 |
46,729 |
65.4% |
423,782 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.438 |
2.388 |
2.193 |
|
| R3 |
2.339 |
2.289 |
2.166 |
|
| R2 |
2.240 |
2.240 |
2.157 |
|
| R1 |
2.190 |
2.190 |
2.148 |
2.166 |
| PP |
2.141 |
2.141 |
2.141 |
2.129 |
| S1 |
2.091 |
2.091 |
2.130 |
2.067 |
| S2 |
2.042 |
2.042 |
2.121 |
|
| S3 |
1.943 |
1.992 |
2.112 |
|
| S4 |
1.844 |
1.893 |
2.085 |
|
|
| 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 |
2.319 |
2.080 |
0.239 |
11.2% |
0.106 |
4.9% |
25% |
False |
False |
88,104 |
| 10 |
2.493 |
2.080 |
0.413 |
19.3% |
0.108 |
5.0% |
14% |
False |
False |
88,544 |
| 20 |
2.493 |
2.013 |
0.480 |
22.4% |
0.107 |
5.0% |
26% |
False |
False |
69,146 |
| 40 |
2.493 |
1.910 |
0.583 |
27.3% |
0.091 |
4.2% |
39% |
False |
False |
60,535 |
| 60 |
2.631 |
1.910 |
0.721 |
33.7% |
0.090 |
4.2% |
32% |
False |
False |
50,894 |
| 80 |
2.956 |
1.910 |
1.046 |
48.9% |
0.081 |
3.8% |
22% |
False |
False |
43,589 |
| 100 |
3.062 |
1.910 |
1.152 |
53.9% |
0.075 |
3.5% |
20% |
False |
False |
36,986 |
| 120 |
3.238 |
1.910 |
1.328 |
62.1% |
0.071 |
3.3% |
17% |
False |
False |
32,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.613 |
|
2.618 |
2.451 |
|
1.618 |
2.352 |
|
1.000 |
2.291 |
|
0.618 |
2.253 |
|
HIGH |
2.192 |
|
0.618 |
2.154 |
|
0.500 |
2.143 |
|
0.382 |
2.131 |
|
LOW |
2.093 |
|
0.618 |
2.032 |
|
1.000 |
1.994 |
|
1.618 |
1.933 |
|
2.618 |
1.834 |
|
4.250 |
1.672 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.143 |
2.140 |
| PP |
2.141 |
2.139 |
| S1 |
2.140 |
2.139 |
|