NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.441 |
2.375 |
-0.066 |
-2.7% |
2.447 |
| High |
2.441 |
2.409 |
-0.032 |
-1.3% |
2.544 |
| Low |
2.361 |
2.373 |
0.012 |
0.5% |
2.344 |
| Close |
2.370 |
2.385 |
0.015 |
0.6% |
2.534 |
| Range |
0.080 |
0.036 |
-0.044 |
-55.0% |
0.200 |
| ATR |
0.086 |
0.083 |
-0.003 |
-3.9% |
0.000 |
| Volume |
27,619 |
22,114 |
-5,505 |
-19.9% |
118,310 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.497 |
2.477 |
2.405 |
|
| R3 |
2.461 |
2.441 |
2.395 |
|
| R2 |
2.425 |
2.425 |
2.392 |
|
| R1 |
2.405 |
2.405 |
2.388 |
2.415 |
| PP |
2.389 |
2.389 |
2.389 |
2.394 |
| S1 |
2.369 |
2.369 |
2.382 |
2.379 |
| S2 |
2.353 |
2.353 |
2.378 |
|
| S3 |
2.317 |
2.333 |
2.375 |
|
| S4 |
2.281 |
2.297 |
2.365 |
|
|
| 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% |
0.081 |
3.4% |
13% |
False |
False |
24,998 |
| 10 |
2.549 |
2.320 |
0.229 |
9.6% |
0.085 |
3.6% |
28% |
False |
False |
21,694 |
| 20 |
2.549 |
2.087 |
0.462 |
19.4% |
0.081 |
3.4% |
65% |
False |
False |
18,600 |
| 40 |
2.602 |
2.087 |
0.515 |
21.6% |
0.069 |
2.9% |
58% |
False |
False |
15,210 |
| 60 |
2.704 |
2.087 |
0.617 |
25.9% |
0.066 |
2.8% |
48% |
False |
False |
12,202 |
| 80 |
2.809 |
2.087 |
0.722 |
30.3% |
0.060 |
2.5% |
41% |
False |
False |
9,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.562 |
|
2.618 |
2.503 |
|
1.618 |
2.467 |
|
1.000 |
2.445 |
|
0.618 |
2.431 |
|
HIGH |
2.409 |
|
0.618 |
2.395 |
|
0.500 |
2.391 |
|
0.382 |
2.387 |
|
LOW |
2.373 |
|
0.618 |
2.351 |
|
1.000 |
2.337 |
|
1.618 |
2.315 |
|
2.618 |
2.279 |
|
4.250 |
2.220 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.391 |
2.455 |
| PP |
2.389 |
2.432 |
| S1 |
2.387 |
2.408 |
|