NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.340 |
2.413 |
0.073 |
3.1% |
2.235 |
| High |
2.420 |
2.413 |
-0.007 |
-0.3% |
2.426 |
| Low |
2.338 |
2.309 |
-0.029 |
-1.2% |
2.220 |
| Close |
2.387 |
2.373 |
-0.014 |
-0.6% |
2.387 |
| Range |
0.082 |
0.104 |
0.022 |
26.8% |
0.206 |
| ATR |
0.084 |
0.086 |
0.001 |
1.7% |
0.000 |
| Volume |
34,938 |
39,418 |
4,480 |
12.8% |
153,781 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.677 |
2.629 |
2.430 |
|
| R3 |
2.573 |
2.525 |
2.402 |
|
| R2 |
2.469 |
2.469 |
2.392 |
|
| R1 |
2.421 |
2.421 |
2.383 |
2.393 |
| PP |
2.365 |
2.365 |
2.365 |
2.351 |
| S1 |
2.317 |
2.317 |
2.363 |
2.289 |
| S2 |
2.261 |
2.261 |
2.354 |
|
| S3 |
2.157 |
2.213 |
2.344 |
|
| S4 |
2.053 |
2.109 |
2.316 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.962 |
2.881 |
2.500 |
|
| R3 |
2.756 |
2.675 |
2.444 |
|
| R2 |
2.550 |
2.550 |
2.425 |
|
| R1 |
2.469 |
2.469 |
2.406 |
2.510 |
| PP |
2.344 |
2.344 |
2.344 |
2.365 |
| S1 |
2.263 |
2.263 |
2.368 |
2.304 |
| S2 |
2.138 |
2.138 |
2.349 |
|
| S3 |
1.932 |
2.057 |
2.330 |
|
| S4 |
1.726 |
1.851 |
2.274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.426 |
2.220 |
0.206 |
8.7% |
0.101 |
4.3% |
74% |
False |
False |
38,639 |
| 10 |
2.426 |
2.045 |
0.381 |
16.1% |
0.087 |
3.7% |
86% |
False |
False |
34,185 |
| 20 |
2.426 |
2.017 |
0.409 |
17.2% |
0.073 |
3.1% |
87% |
False |
False |
36,917 |
| 40 |
2.581 |
2.017 |
0.564 |
23.8% |
0.071 |
3.0% |
63% |
False |
False |
31,407 |
| 60 |
2.746 |
2.017 |
0.729 |
30.7% |
0.067 |
2.8% |
49% |
False |
False |
27,353 |
| 80 |
2.912 |
2.017 |
0.895 |
37.7% |
0.061 |
2.6% |
40% |
False |
False |
23,642 |
| 100 |
3.056 |
2.017 |
1.039 |
43.8% |
0.058 |
2.4% |
34% |
False |
False |
20,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.855 |
|
2.618 |
2.685 |
|
1.618 |
2.581 |
|
1.000 |
2.517 |
|
0.618 |
2.477 |
|
HIGH |
2.413 |
|
0.618 |
2.373 |
|
0.500 |
2.361 |
|
0.382 |
2.349 |
|
LOW |
2.309 |
|
0.618 |
2.245 |
|
1.000 |
2.205 |
|
1.618 |
2.141 |
|
2.618 |
2.037 |
|
4.250 |
1.867 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.369 |
2.365 |
| PP |
2.365 |
2.356 |
| S1 |
2.361 |
2.348 |
|