NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.158 |
2.177 |
0.019 |
0.9% |
2.468 |
| High |
2.253 |
2.223 |
-0.030 |
-1.3% |
2.511 |
| Low |
2.144 |
2.153 |
0.009 |
0.4% |
2.180 |
| Close |
2.177 |
2.197 |
0.020 |
0.9% |
2.189 |
| Range |
0.109 |
0.070 |
-0.039 |
-35.8% |
0.331 |
| ATR |
0.091 |
0.090 |
-0.002 |
-1.7% |
0.000 |
| Volume |
33,987 |
31,757 |
-2,230 |
-6.6% |
197,113 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.401 |
2.369 |
2.236 |
|
| R3 |
2.331 |
2.299 |
2.216 |
|
| R2 |
2.261 |
2.261 |
2.210 |
|
| R1 |
2.229 |
2.229 |
2.203 |
2.245 |
| PP |
2.191 |
2.191 |
2.191 |
2.199 |
| S1 |
2.159 |
2.159 |
2.191 |
2.175 |
| S2 |
2.121 |
2.121 |
2.184 |
|
| S3 |
2.051 |
2.089 |
2.178 |
|
| S4 |
1.981 |
2.019 |
2.159 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.286 |
3.069 |
2.371 |
|
| R3 |
2.955 |
2.738 |
2.280 |
|
| R2 |
2.624 |
2.624 |
2.250 |
|
| R1 |
2.407 |
2.407 |
2.219 |
2.350 |
| PP |
2.293 |
2.293 |
2.293 |
2.265 |
| S1 |
2.076 |
2.076 |
2.159 |
2.019 |
| S2 |
1.962 |
1.962 |
2.128 |
|
| S3 |
1.631 |
1.745 |
2.098 |
|
| S4 |
1.300 |
1.414 |
2.007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.363 |
2.144 |
0.219 |
10.0% |
0.084 |
3.8% |
24% |
False |
False |
35,767 |
| 10 |
2.512 |
2.144 |
0.368 |
16.8% |
0.092 |
4.2% |
14% |
False |
False |
40,418 |
| 20 |
2.512 |
2.089 |
0.423 |
19.3% |
0.090 |
4.1% |
26% |
False |
False |
37,035 |
| 40 |
2.512 |
2.017 |
0.495 |
22.5% |
0.077 |
3.5% |
36% |
False |
False |
35,435 |
| 60 |
2.619 |
2.017 |
0.602 |
27.4% |
0.075 |
3.4% |
30% |
False |
False |
31,738 |
| 80 |
2.811 |
2.017 |
0.794 |
36.1% |
0.068 |
3.1% |
23% |
False |
False |
27,822 |
| 100 |
2.912 |
2.017 |
0.895 |
40.7% |
0.063 |
2.8% |
20% |
False |
False |
24,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.521 |
|
2.618 |
2.406 |
|
1.618 |
2.336 |
|
1.000 |
2.293 |
|
0.618 |
2.266 |
|
HIGH |
2.223 |
|
0.618 |
2.196 |
|
0.500 |
2.188 |
|
0.382 |
2.180 |
|
LOW |
2.153 |
|
0.618 |
2.110 |
|
1.000 |
2.083 |
|
1.618 |
2.040 |
|
2.618 |
1.970 |
|
4.250 |
1.856 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.194 |
2.199 |
| PP |
2.191 |
2.198 |
| S1 |
2.188 |
2.198 |
|