NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.447 |
2.386 |
-0.061 |
-2.5% |
2.303 |
| High |
2.447 |
2.431 |
-0.016 |
-0.7% |
2.466 |
| Low |
2.344 |
2.360 |
0.016 |
0.7% |
2.275 |
| Close |
2.410 |
2.413 |
0.003 |
0.1% |
2.424 |
| Range |
0.103 |
0.071 |
-0.032 |
-31.1% |
0.191 |
| ATR |
0.080 |
0.080 |
-0.001 |
-0.8% |
0.000 |
| Volume |
20,551 |
20,201 |
-350 |
-1.7% |
58,991 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.614 |
2.585 |
2.452 |
|
| R3 |
2.543 |
2.514 |
2.433 |
|
| R2 |
2.472 |
2.472 |
2.426 |
|
| R1 |
2.443 |
2.443 |
2.420 |
2.458 |
| PP |
2.401 |
2.401 |
2.401 |
2.409 |
| S1 |
2.372 |
2.372 |
2.406 |
2.387 |
| S2 |
2.330 |
2.330 |
2.400 |
|
| S3 |
2.259 |
2.301 |
2.393 |
|
| S4 |
2.188 |
2.230 |
2.374 |
|
|
| 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 |
2.320 |
0.146 |
6.1% |
0.086 |
3.6% |
64% |
False |
False |
16,989 |
| 10 |
2.466 |
2.164 |
0.302 |
12.5% |
0.082 |
3.4% |
82% |
False |
False |
14,584 |
| 20 |
2.466 |
2.087 |
0.379 |
15.7% |
0.070 |
2.9% |
86% |
False |
False |
16,898 |
| 40 |
2.602 |
2.087 |
0.515 |
21.3% |
0.065 |
2.7% |
63% |
False |
False |
12,680 |
| 60 |
2.760 |
2.087 |
0.673 |
27.9% |
0.061 |
2.5% |
48% |
False |
False |
10,005 |
| 80 |
2.907 |
2.087 |
0.820 |
34.0% |
0.057 |
2.3% |
40% |
False |
False |
8,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.733 |
|
2.618 |
2.617 |
|
1.618 |
2.546 |
|
1.000 |
2.502 |
|
0.618 |
2.475 |
|
HIGH |
2.431 |
|
0.618 |
2.404 |
|
0.500 |
2.396 |
|
0.382 |
2.387 |
|
LOW |
2.360 |
|
0.618 |
2.316 |
|
1.000 |
2.289 |
|
1.618 |
2.245 |
|
2.618 |
2.174 |
|
4.250 |
2.058 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.407 |
2.409 |
| PP |
2.401 |
2.404 |
| S1 |
2.396 |
2.400 |
|