NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.412 |
2.425 |
0.013 |
0.5% |
2.303 |
| High |
2.462 |
2.492 |
0.030 |
1.2% |
2.466 |
| Low |
2.368 |
2.399 |
0.031 |
1.3% |
2.275 |
| Close |
2.384 |
2.466 |
0.082 |
3.4% |
2.424 |
| Range |
0.094 |
0.093 |
-0.001 |
-1.1% |
0.191 |
| ATR |
0.081 |
0.083 |
0.002 |
2.4% |
0.000 |
| Volume |
24,243 |
31,288 |
7,045 |
29.1% |
58,991 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.731 |
2.692 |
2.517 |
|
| R3 |
2.638 |
2.599 |
2.492 |
|
| R2 |
2.545 |
2.545 |
2.483 |
|
| R1 |
2.506 |
2.506 |
2.475 |
2.526 |
| PP |
2.452 |
2.452 |
2.452 |
2.462 |
| S1 |
2.413 |
2.413 |
2.457 |
2.433 |
| S2 |
2.359 |
2.359 |
2.449 |
|
| S3 |
2.266 |
2.320 |
2.440 |
|
| S4 |
2.173 |
2.227 |
2.415 |
|
|
| 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 |
2.492 |
2.344 |
0.148 |
6.0% |
0.086 |
3.5% |
82% |
True |
False |
21,833 |
| 10 |
2.492 |
2.164 |
0.328 |
13.3% |
0.087 |
3.5% |
92% |
True |
False |
17,462 |
| 20 |
2.492 |
2.087 |
0.405 |
16.4% |
0.074 |
3.0% |
94% |
True |
False |
17,416 |
| 40 |
2.602 |
2.087 |
0.515 |
20.9% |
0.066 |
2.7% |
74% |
False |
False |
13,606 |
| 60 |
2.753 |
2.087 |
0.666 |
27.0% |
0.063 |
2.6% |
57% |
False |
False |
10,844 |
| 80 |
2.907 |
2.087 |
0.820 |
33.3% |
0.058 |
2.3% |
46% |
False |
False |
8,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.887 |
|
2.618 |
2.735 |
|
1.618 |
2.642 |
|
1.000 |
2.585 |
|
0.618 |
2.549 |
|
HIGH |
2.492 |
|
0.618 |
2.456 |
|
0.500 |
2.446 |
|
0.382 |
2.435 |
|
LOW |
2.399 |
|
0.618 |
2.342 |
|
1.000 |
2.306 |
|
1.618 |
2.249 |
|
2.618 |
2.156 |
|
4.250 |
2.004 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.459 |
2.453 |
| PP |
2.452 |
2.439 |
| S1 |
2.446 |
2.426 |
|