NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.227 |
2.234 |
0.007 |
0.3% |
2.158 |
| High |
2.291 |
2.280 |
-0.011 |
-0.5% |
2.258 |
| Low |
2.202 |
2.213 |
0.011 |
0.5% |
2.144 |
| Close |
2.241 |
2.231 |
-0.010 |
-0.4% |
2.224 |
| Range |
0.089 |
0.067 |
-0.022 |
-24.7% |
0.114 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.6% |
0.000 |
| Volume |
35,868 |
51,526 |
15,658 |
43.7% |
138,551 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.442 |
2.404 |
2.268 |
|
| R3 |
2.375 |
2.337 |
2.249 |
|
| R2 |
2.308 |
2.308 |
2.243 |
|
| R1 |
2.270 |
2.270 |
2.237 |
2.256 |
| PP |
2.241 |
2.241 |
2.241 |
2.234 |
| S1 |
2.203 |
2.203 |
2.225 |
2.189 |
| S2 |
2.174 |
2.174 |
2.219 |
|
| S3 |
2.107 |
2.136 |
2.213 |
|
| S4 |
2.040 |
2.069 |
2.194 |
|
|
| 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 |
2.291 |
2.168 |
0.123 |
5.5% |
0.077 |
3.4% |
51% |
False |
False |
39,523 |
| 10 |
2.363 |
2.144 |
0.219 |
9.8% |
0.080 |
3.6% |
40% |
False |
False |
37,645 |
| 20 |
2.512 |
2.144 |
0.368 |
16.5% |
0.088 |
3.9% |
24% |
False |
False |
39,796 |
| 40 |
2.512 |
2.017 |
0.495 |
22.2% |
0.076 |
3.4% |
43% |
False |
False |
37,660 |
| 60 |
2.581 |
2.017 |
0.564 |
25.3% |
0.075 |
3.3% |
38% |
False |
False |
32,964 |
| 80 |
2.746 |
2.017 |
0.729 |
32.7% |
0.069 |
3.1% |
29% |
False |
False |
29,175 |
| 100 |
2.912 |
2.017 |
0.895 |
40.1% |
0.065 |
2.9% |
24% |
False |
False |
25,792 |
| 120 |
3.056 |
2.017 |
1.039 |
46.6% |
0.061 |
2.7% |
21% |
False |
False |
22,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.565 |
|
2.618 |
2.455 |
|
1.618 |
2.388 |
|
1.000 |
2.347 |
|
0.618 |
2.321 |
|
HIGH |
2.280 |
|
0.618 |
2.254 |
|
0.500 |
2.247 |
|
0.382 |
2.239 |
|
LOW |
2.213 |
|
0.618 |
2.172 |
|
1.000 |
2.146 |
|
1.618 |
2.105 |
|
2.618 |
2.038 |
|
4.250 |
1.928 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.247 |
2.231 |
| PP |
2.241 |
2.230 |
| S1 |
2.236 |
2.230 |
|