NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.413 |
2.349 |
-0.064 |
-2.7% |
2.235 |
| High |
2.413 |
2.396 |
-0.017 |
-0.7% |
2.426 |
| Low |
2.309 |
2.321 |
0.012 |
0.5% |
2.220 |
| Close |
2.373 |
2.376 |
0.003 |
0.1% |
2.387 |
| Range |
0.104 |
0.075 |
-0.029 |
-27.9% |
0.206 |
| ATR |
0.086 |
0.085 |
-0.001 |
-0.9% |
0.000 |
| Volume |
39,418 |
36,780 |
-2,638 |
-6.7% |
153,781 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.589 |
2.558 |
2.417 |
|
| R3 |
2.514 |
2.483 |
2.397 |
|
| R2 |
2.439 |
2.439 |
2.390 |
|
| R1 |
2.408 |
2.408 |
2.383 |
2.424 |
| PP |
2.364 |
2.364 |
2.364 |
2.372 |
| S1 |
2.333 |
2.333 |
2.369 |
2.349 |
| S2 |
2.289 |
2.289 |
2.362 |
|
| S3 |
2.214 |
2.258 |
2.355 |
|
| S4 |
2.139 |
2.183 |
2.335 |
|
|
| 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 |
2.276 |
0.150 |
6.3% |
0.091 |
3.8% |
67% |
False |
False |
38,825 |
| 10 |
2.426 |
2.089 |
0.337 |
14.2% |
0.087 |
3.7% |
85% |
False |
False |
33,652 |
| 20 |
2.426 |
2.017 |
0.409 |
17.2% |
0.075 |
3.2% |
88% |
False |
False |
37,747 |
| 40 |
2.581 |
2.017 |
0.564 |
23.7% |
0.071 |
3.0% |
64% |
False |
False |
31,575 |
| 60 |
2.746 |
2.017 |
0.729 |
30.7% |
0.067 |
2.8% |
49% |
False |
False |
27,793 |
| 80 |
2.912 |
2.017 |
0.895 |
37.7% |
0.062 |
2.6% |
40% |
False |
False |
23,967 |
| 100 |
3.056 |
2.017 |
1.039 |
43.7% |
0.058 |
2.4% |
35% |
False |
False |
20,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.715 |
|
2.618 |
2.592 |
|
1.618 |
2.517 |
|
1.000 |
2.471 |
|
0.618 |
2.442 |
|
HIGH |
2.396 |
|
0.618 |
2.367 |
|
0.500 |
2.359 |
|
0.382 |
2.350 |
|
LOW |
2.321 |
|
0.618 |
2.275 |
|
1.000 |
2.246 |
|
1.618 |
2.200 |
|
2.618 |
2.125 |
|
4.250 |
2.002 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.370 |
2.372 |
| PP |
2.364 |
2.368 |
| S1 |
2.359 |
2.365 |
|