NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.506 |
2.441 |
-0.065 |
-2.6% |
2.447 |
| High |
2.549 |
2.441 |
-0.108 |
-4.2% |
2.544 |
| Low |
2.434 |
2.361 |
-0.073 |
-3.0% |
2.344 |
| Close |
2.461 |
2.370 |
-0.091 |
-3.7% |
2.534 |
| Range |
0.115 |
0.080 |
-0.035 |
-30.4% |
0.200 |
| ATR |
0.085 |
0.086 |
0.001 |
1.3% |
0.000 |
| Volume |
21,942 |
27,619 |
5,677 |
25.9% |
118,310 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.631 |
2.580 |
2.414 |
|
| R3 |
2.551 |
2.500 |
2.392 |
|
| R2 |
2.471 |
2.471 |
2.385 |
|
| R1 |
2.420 |
2.420 |
2.377 |
2.406 |
| PP |
2.391 |
2.391 |
2.391 |
2.383 |
| S1 |
2.340 |
2.340 |
2.363 |
2.326 |
| S2 |
2.311 |
2.311 |
2.355 |
|
| S3 |
2.231 |
2.260 |
2.348 |
|
| S4 |
2.151 |
2.180 |
2.326 |
|
|
| 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 |
2.361 |
0.188 |
7.9% |
0.093 |
3.9% |
5% |
False |
True |
25,423 |
| 10 |
2.549 |
2.320 |
0.229 |
9.7% |
0.090 |
3.8% |
22% |
False |
False |
21,206 |
| 20 |
2.549 |
2.087 |
0.462 |
19.5% |
0.081 |
3.4% |
61% |
False |
False |
18,212 |
| 40 |
2.602 |
2.087 |
0.515 |
21.7% |
0.069 |
2.9% |
55% |
False |
False |
14,805 |
| 60 |
2.704 |
2.087 |
0.617 |
26.0% |
0.066 |
2.8% |
46% |
False |
False |
11,869 |
| 80 |
2.831 |
2.087 |
0.744 |
31.4% |
0.060 |
2.5% |
38% |
False |
False |
9,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.781 |
|
2.618 |
2.650 |
|
1.618 |
2.570 |
|
1.000 |
2.521 |
|
0.618 |
2.490 |
|
HIGH |
2.441 |
|
0.618 |
2.410 |
|
0.500 |
2.401 |
|
0.382 |
2.392 |
|
LOW |
2.361 |
|
0.618 |
2.312 |
|
1.000 |
2.281 |
|
1.618 |
2.232 |
|
2.618 |
2.152 |
|
4.250 |
2.021 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.401 |
2.455 |
| PP |
2.391 |
2.427 |
| S1 |
2.380 |
2.398 |
|