NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.386 |
2.412 |
0.026 |
1.1% |
2.303 |
| High |
2.431 |
2.462 |
0.031 |
1.3% |
2.466 |
| Low |
2.360 |
2.368 |
0.008 |
0.3% |
2.275 |
| Close |
2.413 |
2.384 |
-0.029 |
-1.2% |
2.424 |
| Range |
0.071 |
0.094 |
0.023 |
32.4% |
0.191 |
| ATR |
0.080 |
0.081 |
0.001 |
1.3% |
0.000 |
| Volume |
20,201 |
24,243 |
4,042 |
20.0% |
58,991 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.687 |
2.629 |
2.436 |
|
| R3 |
2.593 |
2.535 |
2.410 |
|
| R2 |
2.499 |
2.499 |
2.401 |
|
| R1 |
2.441 |
2.441 |
2.393 |
2.423 |
| PP |
2.405 |
2.405 |
2.405 |
2.396 |
| S1 |
2.347 |
2.347 |
2.375 |
2.329 |
| S2 |
2.311 |
2.311 |
2.367 |
|
| S3 |
2.217 |
2.253 |
2.358 |
|
| S4 |
2.123 |
2.159 |
2.332 |
|
|
| 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 |
2.462 |
2.320 |
0.142 |
6.0% |
0.088 |
3.7% |
45% |
True |
False |
18,391 |
| 10 |
2.466 |
2.164 |
0.302 |
12.7% |
0.084 |
3.5% |
73% |
False |
False |
15,458 |
| 20 |
2.466 |
2.087 |
0.379 |
15.9% |
0.073 |
3.0% |
78% |
False |
False |
17,197 |
| 40 |
2.602 |
2.087 |
0.515 |
21.6% |
0.066 |
2.8% |
58% |
False |
False |
13,066 |
| 60 |
2.760 |
2.087 |
0.673 |
28.2% |
0.062 |
2.6% |
44% |
False |
False |
10,363 |
| 80 |
2.907 |
2.087 |
0.820 |
34.4% |
0.057 |
2.4% |
36% |
False |
False |
8,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.862 |
|
2.618 |
2.708 |
|
1.618 |
2.614 |
|
1.000 |
2.556 |
|
0.618 |
2.520 |
|
HIGH |
2.462 |
|
0.618 |
2.426 |
|
0.500 |
2.415 |
|
0.382 |
2.404 |
|
LOW |
2.368 |
|
0.618 |
2.310 |
|
1.000 |
2.274 |
|
1.618 |
2.216 |
|
2.618 |
2.122 |
|
4.250 |
1.969 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.415 |
2.403 |
| PP |
2.405 |
2.397 |
| S1 |
2.394 |
2.390 |
|