NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.154 |
2.145 |
-0.009 |
-0.4% |
2.091 |
| High |
2.210 |
2.231 |
0.021 |
1.0% |
2.199 |
| Low |
2.131 |
2.088 |
-0.043 |
-2.0% |
2.080 |
| Close |
2.157 |
2.182 |
0.025 |
1.2% |
2.141 |
| Range |
0.079 |
0.143 |
0.064 |
81.0% |
0.119 |
| ATR |
0.100 |
0.103 |
0.003 |
3.1% |
0.000 |
| Volume |
131,832 |
183,962 |
52,130 |
39.5% |
360,313 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.596 |
2.532 |
2.261 |
|
| R3 |
2.453 |
2.389 |
2.221 |
|
| R2 |
2.310 |
2.310 |
2.208 |
|
| R1 |
2.246 |
2.246 |
2.195 |
2.278 |
| PP |
2.167 |
2.167 |
2.167 |
2.183 |
| S1 |
2.103 |
2.103 |
2.169 |
2.135 |
| S2 |
2.024 |
2.024 |
2.156 |
|
| S3 |
1.881 |
1.960 |
2.143 |
|
| S4 |
1.738 |
1.817 |
2.103 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.497 |
2.438 |
2.206 |
|
| R3 |
2.378 |
2.319 |
2.174 |
|
| R2 |
2.259 |
2.259 |
2.163 |
|
| R1 |
2.200 |
2.200 |
2.152 |
2.230 |
| PP |
2.140 |
2.140 |
2.140 |
2.155 |
| S1 |
2.081 |
2.081 |
2.130 |
2.111 |
| S2 |
2.021 |
2.021 |
2.119 |
|
| S3 |
1.902 |
1.962 |
2.108 |
|
| S4 |
1.783 |
1.843 |
2.076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.231 |
2.082 |
0.149 |
6.8% |
0.094 |
4.3% |
67% |
True |
False |
132,058 |
| 10 |
2.319 |
2.080 |
0.239 |
11.0% |
0.100 |
4.6% |
43% |
False |
False |
110,081 |
| 20 |
2.493 |
2.080 |
0.413 |
18.9% |
0.105 |
4.8% |
25% |
False |
False |
91,067 |
| 40 |
2.493 |
1.910 |
0.583 |
26.7% |
0.092 |
4.2% |
47% |
False |
False |
73,936 |
| 60 |
2.631 |
1.910 |
0.721 |
33.0% |
0.088 |
4.0% |
38% |
False |
False |
59,192 |
| 80 |
2.887 |
1.910 |
0.977 |
44.8% |
0.083 |
3.8% |
28% |
False |
False |
50,463 |
| 100 |
3.062 |
1.910 |
1.152 |
52.8% |
0.077 |
3.5% |
24% |
False |
False |
43,089 |
| 120 |
3.238 |
1.910 |
1.328 |
60.9% |
0.072 |
3.3% |
20% |
False |
False |
37,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.839 |
|
2.618 |
2.605 |
|
1.618 |
2.462 |
|
1.000 |
2.374 |
|
0.618 |
2.319 |
|
HIGH |
2.231 |
|
0.618 |
2.176 |
|
0.500 |
2.160 |
|
0.382 |
2.143 |
|
LOW |
2.088 |
|
0.618 |
2.000 |
|
1.000 |
1.945 |
|
1.618 |
1.857 |
|
2.618 |
1.714 |
|
4.250 |
1.480 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.175 |
2.175 |
| PP |
2.167 |
2.167 |
| S1 |
2.160 |
2.160 |
|