NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.384 |
2.447 |
0.063 |
2.6% |
2.303 |
| High |
2.455 |
2.447 |
-0.008 |
-0.3% |
2.466 |
| Low |
2.384 |
2.344 |
-0.040 |
-1.7% |
2.275 |
| Close |
2.424 |
2.410 |
-0.014 |
-0.6% |
2.424 |
| Range |
0.071 |
0.103 |
0.032 |
45.1% |
0.191 |
| ATR |
0.079 |
0.080 |
0.002 |
2.2% |
0.000 |
| Volume |
12,883 |
20,551 |
7,668 |
59.5% |
58,991 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.709 |
2.663 |
2.467 |
|
| R3 |
2.606 |
2.560 |
2.438 |
|
| R2 |
2.503 |
2.503 |
2.429 |
|
| R1 |
2.457 |
2.457 |
2.419 |
2.429 |
| PP |
2.400 |
2.400 |
2.400 |
2.386 |
| S1 |
2.354 |
2.354 |
2.401 |
2.326 |
| S2 |
2.297 |
2.297 |
2.391 |
|
| S3 |
2.194 |
2.251 |
2.382 |
|
| S4 |
2.091 |
2.148 |
2.353 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.961 |
2.884 |
2.529 |
|
| R3 |
2.770 |
2.693 |
2.477 |
|
| R2 |
2.579 |
2.579 |
2.459 |
|
| R1 |
2.502 |
2.502 |
2.442 |
2.541 |
| PP |
2.388 |
2.388 |
2.388 |
2.408 |
| S1 |
2.311 |
2.311 |
2.406 |
2.350 |
| S2 |
2.197 |
2.197 |
2.389 |
|
| S3 |
2.006 |
2.120 |
2.371 |
|
| S4 |
1.815 |
1.929 |
2.319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.466 |
2.275 |
0.191 |
7.9% |
0.095 |
3.9% |
71% |
False |
False |
15,908 |
| 10 |
2.466 |
2.149 |
0.317 |
13.2% |
0.080 |
3.3% |
82% |
False |
False |
14,173 |
| 20 |
2.466 |
2.087 |
0.379 |
15.7% |
0.068 |
2.8% |
85% |
False |
False |
16,284 |
| 40 |
2.602 |
2.087 |
0.515 |
21.4% |
0.065 |
2.7% |
63% |
False |
False |
12,314 |
| 60 |
2.760 |
2.087 |
0.673 |
27.9% |
0.061 |
2.5% |
48% |
False |
False |
9,710 |
| 80 |
2.907 |
2.087 |
0.820 |
34.0% |
0.056 |
2.3% |
39% |
False |
False |
7,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.885 |
|
2.618 |
2.717 |
|
1.618 |
2.614 |
|
1.000 |
2.550 |
|
0.618 |
2.511 |
|
HIGH |
2.447 |
|
0.618 |
2.408 |
|
0.500 |
2.396 |
|
0.382 |
2.383 |
|
LOW |
2.344 |
|
0.618 |
2.280 |
|
1.000 |
2.241 |
|
1.618 |
2.177 |
|
2.618 |
2.074 |
|
4.250 |
1.906 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.405 |
2.403 |
| PP |
2.400 |
2.395 |
| S1 |
2.396 |
2.388 |
|