NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.204 |
2.222 |
0.018 |
0.8% |
2.158 |
| High |
2.258 |
2.249 |
-0.009 |
-0.4% |
2.258 |
| Low |
2.173 |
2.189 |
0.016 |
0.7% |
2.144 |
| Close |
2.217 |
2.224 |
0.007 |
0.3% |
2.224 |
| Range |
0.085 |
0.060 |
-0.025 |
-29.4% |
0.114 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.4% |
0.000 |
| Volume |
48,971 |
23,836 |
-25,135 |
-51.3% |
138,551 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.401 |
2.372 |
2.257 |
|
| R3 |
2.341 |
2.312 |
2.241 |
|
| R2 |
2.281 |
2.281 |
2.235 |
|
| R1 |
2.252 |
2.252 |
2.230 |
2.267 |
| PP |
2.221 |
2.221 |
2.221 |
2.228 |
| S1 |
2.192 |
2.192 |
2.219 |
2.207 |
| S2 |
2.161 |
2.161 |
2.213 |
|
| S3 |
2.101 |
2.132 |
2.208 |
|
| S4 |
2.041 |
2.072 |
2.191 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.551 |
2.501 |
2.287 |
|
| R3 |
2.437 |
2.387 |
2.255 |
|
| R2 |
2.323 |
2.323 |
2.245 |
|
| R1 |
2.273 |
2.273 |
2.234 |
2.298 |
| PP |
2.209 |
2.209 |
2.209 |
2.221 |
| S1 |
2.159 |
2.159 |
2.214 |
2.184 |
| S2 |
2.095 |
2.095 |
2.203 |
|
| S3 |
1.981 |
2.045 |
2.193 |
|
| S4 |
1.867 |
1.931 |
2.161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.258 |
2.144 |
0.114 |
5.1% |
0.079 |
3.6% |
70% |
False |
False |
33,911 |
| 10 |
2.512 |
2.144 |
0.368 |
16.5% |
0.087 |
3.9% |
22% |
False |
False |
37,738 |
| 20 |
2.512 |
2.096 |
0.416 |
18.7% |
0.090 |
4.0% |
31% |
False |
False |
37,786 |
| 40 |
2.512 |
2.017 |
0.495 |
22.3% |
0.075 |
3.4% |
42% |
False |
False |
35,960 |
| 60 |
2.581 |
2.017 |
0.564 |
25.4% |
0.075 |
3.4% |
37% |
False |
False |
32,118 |
| 80 |
2.790 |
2.017 |
0.773 |
34.8% |
0.069 |
3.1% |
27% |
False |
False |
28,333 |
| 100 |
2.912 |
2.017 |
0.895 |
40.2% |
0.063 |
2.8% |
23% |
False |
False |
24,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.504 |
|
2.618 |
2.406 |
|
1.618 |
2.346 |
|
1.000 |
2.309 |
|
0.618 |
2.286 |
|
HIGH |
2.249 |
|
0.618 |
2.226 |
|
0.500 |
2.219 |
|
0.382 |
2.212 |
|
LOW |
2.189 |
|
0.618 |
2.152 |
|
1.000 |
2.129 |
|
1.618 |
2.092 |
|
2.618 |
2.032 |
|
4.250 |
1.934 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.222 |
2.218 |
| PP |
2.221 |
2.212 |
| S1 |
2.219 |
2.206 |
|