NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.482 |
2.506 |
0.024 |
1.0% |
2.447 |
| High |
2.544 |
2.549 |
0.005 |
0.2% |
2.544 |
| Low |
2.462 |
2.434 |
-0.028 |
-1.1% |
2.344 |
| Close |
2.534 |
2.461 |
-0.073 |
-2.9% |
2.534 |
| Range |
0.082 |
0.115 |
0.033 |
40.2% |
0.200 |
| ATR |
0.083 |
0.085 |
0.002 |
2.8% |
0.000 |
| Volume |
22,027 |
21,942 |
-85 |
-0.4% |
118,310 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.826 |
2.759 |
2.524 |
|
| R3 |
2.711 |
2.644 |
2.493 |
|
| R2 |
2.596 |
2.596 |
2.482 |
|
| R1 |
2.529 |
2.529 |
2.472 |
2.505 |
| PP |
2.481 |
2.481 |
2.481 |
2.470 |
| S1 |
2.414 |
2.414 |
2.450 |
2.390 |
| S2 |
2.366 |
2.366 |
2.440 |
|
| S3 |
2.251 |
2.299 |
2.429 |
|
| S4 |
2.136 |
2.184 |
2.398 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.074 |
3.004 |
2.644 |
|
| R3 |
2.874 |
2.804 |
2.589 |
|
| R2 |
2.674 |
2.674 |
2.571 |
|
| R1 |
2.604 |
2.604 |
2.552 |
2.639 |
| PP |
2.474 |
2.474 |
2.474 |
2.492 |
| S1 |
2.404 |
2.404 |
2.516 |
2.439 |
| S2 |
2.274 |
2.274 |
2.497 |
|
| S3 |
2.074 |
2.204 |
2.479 |
|
| S4 |
1.874 |
2.004 |
2.424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.549 |
2.360 |
0.189 |
7.7% |
0.091 |
3.7% |
53% |
True |
False |
23,940 |
| 10 |
2.549 |
2.275 |
0.274 |
11.1% |
0.093 |
3.8% |
68% |
True |
False |
19,924 |
| 20 |
2.549 |
2.087 |
0.462 |
18.8% |
0.079 |
3.2% |
81% |
True |
False |
17,924 |
| 40 |
2.602 |
2.087 |
0.515 |
20.9% |
0.068 |
2.8% |
73% |
False |
False |
14,318 |
| 60 |
2.753 |
2.087 |
0.666 |
27.1% |
0.065 |
2.7% |
56% |
False |
False |
11,481 |
| 80 |
2.838 |
2.087 |
0.751 |
30.5% |
0.059 |
2.4% |
50% |
False |
False |
9,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.038 |
|
2.618 |
2.850 |
|
1.618 |
2.735 |
|
1.000 |
2.664 |
|
0.618 |
2.620 |
|
HIGH |
2.549 |
|
0.618 |
2.505 |
|
0.500 |
2.492 |
|
0.382 |
2.478 |
|
LOW |
2.434 |
|
0.618 |
2.363 |
|
1.000 |
2.319 |
|
1.618 |
2.248 |
|
2.618 |
2.133 |
|
4.250 |
1.945 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.492 |
2.474 |
| PP |
2.481 |
2.470 |
| S1 |
2.471 |
2.465 |
|