NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.216 |
2.278 |
0.062 |
2.8% |
2.241 |
| High |
2.277 |
2.347 |
0.070 |
3.1% |
2.347 |
| Low |
2.163 |
2.267 |
0.104 |
4.8% |
2.163 |
| Close |
2.239 |
2.332 |
0.093 |
4.2% |
2.332 |
| Range |
0.114 |
0.080 |
-0.034 |
-29.8% |
0.184 |
| ATR |
0.088 |
0.089 |
0.001 |
1.7% |
0.000 |
| Volume |
58,026 |
68,933 |
10,907 |
18.8% |
251,767 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.555 |
2.524 |
2.376 |
|
| R3 |
2.475 |
2.444 |
2.354 |
|
| R2 |
2.395 |
2.395 |
2.347 |
|
| R1 |
2.364 |
2.364 |
2.339 |
2.380 |
| PP |
2.315 |
2.315 |
2.315 |
2.323 |
| S1 |
2.284 |
2.284 |
2.325 |
2.300 |
| S2 |
2.235 |
2.235 |
2.317 |
|
| S3 |
2.155 |
2.204 |
2.310 |
|
| S4 |
2.075 |
2.124 |
2.288 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.833 |
2.766 |
2.433 |
|
| R3 |
2.649 |
2.582 |
2.383 |
|
| R2 |
2.465 |
2.465 |
2.366 |
|
| R1 |
2.398 |
2.398 |
2.349 |
2.432 |
| PP |
2.281 |
2.281 |
2.281 |
2.297 |
| S1 |
2.214 |
2.214 |
2.315 |
2.248 |
| S2 |
2.097 |
2.097 |
2.298 |
|
| S3 |
1.913 |
2.030 |
2.281 |
|
| S4 |
1.729 |
1.846 |
2.231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.347 |
2.163 |
0.184 |
7.9% |
0.086 |
3.7% |
92% |
True |
False |
50,353 |
| 10 |
2.347 |
2.144 |
0.203 |
8.7% |
0.083 |
3.6% |
93% |
True |
False |
42,132 |
| 20 |
2.512 |
2.144 |
0.368 |
15.8% |
0.088 |
3.8% |
51% |
False |
False |
41,994 |
| 40 |
2.512 |
2.017 |
0.495 |
21.2% |
0.078 |
3.4% |
64% |
False |
False |
39,456 |
| 60 |
2.581 |
2.017 |
0.564 |
24.2% |
0.075 |
3.2% |
56% |
False |
False |
34,308 |
| 80 |
2.746 |
2.017 |
0.729 |
31.3% |
0.071 |
3.0% |
43% |
False |
False |
30,458 |
| 100 |
2.912 |
2.017 |
0.895 |
38.4% |
0.066 |
2.8% |
35% |
False |
False |
26,813 |
| 120 |
3.056 |
2.017 |
1.039 |
44.6% |
0.062 |
2.6% |
30% |
False |
False |
23,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.687 |
|
2.618 |
2.556 |
|
1.618 |
2.476 |
|
1.000 |
2.427 |
|
0.618 |
2.396 |
|
HIGH |
2.347 |
|
0.618 |
2.316 |
|
0.500 |
2.307 |
|
0.382 |
2.298 |
|
LOW |
2.267 |
|
0.618 |
2.218 |
|
1.000 |
2.187 |
|
1.618 |
2.138 |
|
2.618 |
2.058 |
|
4.250 |
1.927 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.324 |
2.306 |
| PP |
2.315 |
2.281 |
| S1 |
2.307 |
2.255 |
|