NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.394 |
2.310 |
-0.084 |
-3.5% |
2.506 |
| High |
2.407 |
2.310 |
-0.097 |
-4.0% |
2.549 |
| Low |
2.290 |
2.244 |
-0.046 |
-2.0% |
2.244 |
| Close |
2.301 |
2.252 |
-0.049 |
-2.1% |
2.252 |
| Range |
0.117 |
0.066 |
-0.051 |
-43.6% |
0.305 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.6% |
0.000 |
| Volume |
24,107 |
16,824 |
-7,283 |
-30.2% |
112,606 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.467 |
2.425 |
2.288 |
|
| R3 |
2.401 |
2.359 |
2.270 |
|
| R2 |
2.335 |
2.335 |
2.264 |
|
| R1 |
2.293 |
2.293 |
2.258 |
2.281 |
| PP |
2.269 |
2.269 |
2.269 |
2.263 |
| S1 |
2.227 |
2.227 |
2.246 |
2.215 |
| S2 |
2.203 |
2.203 |
2.240 |
|
| S3 |
2.137 |
2.161 |
2.234 |
|
| S4 |
2.071 |
2.095 |
2.216 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.263 |
3.063 |
2.420 |
|
| R3 |
2.958 |
2.758 |
2.336 |
|
| R2 |
2.653 |
2.653 |
2.308 |
|
| R1 |
2.453 |
2.453 |
2.280 |
2.401 |
| PP |
2.348 |
2.348 |
2.348 |
2.322 |
| S1 |
2.148 |
2.148 |
2.224 |
2.096 |
| S2 |
2.043 |
2.043 |
2.196 |
|
| S3 |
1.738 |
1.843 |
2.168 |
|
| S4 |
1.433 |
1.538 |
2.084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.549 |
2.244 |
0.305 |
13.5% |
0.083 |
3.7% |
3% |
False |
True |
22,521 |
| 10 |
2.549 |
2.244 |
0.305 |
13.5% |
0.086 |
3.8% |
3% |
False |
True |
23,091 |
| 20 |
2.549 |
2.149 |
0.400 |
17.8% |
0.081 |
3.6% |
26% |
False |
False |
18,737 |
| 40 |
2.584 |
2.087 |
0.497 |
22.1% |
0.070 |
3.1% |
33% |
False |
False |
15,929 |
| 60 |
2.692 |
2.087 |
0.605 |
26.9% |
0.068 |
3.0% |
27% |
False |
False |
12,801 |
| 80 |
2.809 |
2.087 |
0.722 |
32.1% |
0.062 |
2.7% |
23% |
False |
False |
10,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.591 |
|
2.618 |
2.483 |
|
1.618 |
2.417 |
|
1.000 |
2.376 |
|
0.618 |
2.351 |
|
HIGH |
2.310 |
|
0.618 |
2.285 |
|
0.500 |
2.277 |
|
0.382 |
2.269 |
|
LOW |
2.244 |
|
0.618 |
2.203 |
|
1.000 |
2.178 |
|
1.618 |
2.137 |
|
2.618 |
2.071 |
|
4.250 |
1.964 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.277 |
2.327 |
| PP |
2.269 |
2.302 |
| S1 |
2.260 |
2.277 |
|