NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.349 |
2.385 |
0.036 |
1.5% |
2.235 |
| High |
2.396 |
2.423 |
0.027 |
1.1% |
2.426 |
| Low |
2.321 |
2.328 |
0.007 |
0.3% |
2.220 |
| Close |
2.376 |
2.344 |
-0.032 |
-1.3% |
2.387 |
| Range |
0.075 |
0.095 |
0.020 |
26.7% |
0.206 |
| ATR |
0.085 |
0.086 |
0.001 |
0.8% |
0.000 |
| Volume |
36,780 |
45,444 |
8,664 |
23.6% |
153,781 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.650 |
2.592 |
2.396 |
|
| R3 |
2.555 |
2.497 |
2.370 |
|
| R2 |
2.460 |
2.460 |
2.361 |
|
| R1 |
2.402 |
2.402 |
2.353 |
2.384 |
| PP |
2.365 |
2.365 |
2.365 |
2.356 |
| S1 |
2.307 |
2.307 |
2.335 |
2.289 |
| S2 |
2.270 |
2.270 |
2.327 |
|
| S3 |
2.175 |
2.212 |
2.318 |
|
| S4 |
2.080 |
2.117 |
2.292 |
|
|
| 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 |
2.423 |
2.276 |
0.147 |
6.3% |
0.092 |
3.9% |
46% |
True |
False |
39,193 |
| 10 |
2.426 |
2.096 |
0.330 |
14.1% |
0.088 |
3.8% |
75% |
False |
False |
34,388 |
| 20 |
2.426 |
2.017 |
0.409 |
17.4% |
0.077 |
3.3% |
80% |
False |
False |
37,701 |
| 40 |
2.581 |
2.017 |
0.564 |
24.1% |
0.071 |
3.0% |
58% |
False |
False |
32,044 |
| 60 |
2.746 |
2.017 |
0.729 |
31.1% |
0.068 |
2.9% |
45% |
False |
False |
28,373 |
| 80 |
2.912 |
2.017 |
0.895 |
38.2% |
0.062 |
2.7% |
37% |
False |
False |
24,418 |
| 100 |
3.008 |
2.017 |
0.991 |
42.3% |
0.058 |
2.5% |
33% |
False |
False |
21,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.827 |
|
2.618 |
2.672 |
|
1.618 |
2.577 |
|
1.000 |
2.518 |
|
0.618 |
2.482 |
|
HIGH |
2.423 |
|
0.618 |
2.387 |
|
0.500 |
2.376 |
|
0.382 |
2.364 |
|
LOW |
2.328 |
|
0.618 |
2.269 |
|
1.000 |
2.233 |
|
1.618 |
2.174 |
|
2.618 |
2.079 |
|
4.250 |
1.924 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.376 |
2.366 |
| PP |
2.365 |
2.359 |
| S1 |
2.355 |
2.351 |
|