NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.310 |
2.222 |
-0.088 |
-3.8% |
2.506 |
| High |
2.310 |
2.313 |
0.003 |
0.1% |
2.549 |
| Low |
2.244 |
2.206 |
-0.038 |
-1.7% |
2.244 |
| Close |
2.252 |
2.247 |
-0.005 |
-0.2% |
2.252 |
| Range |
0.066 |
0.107 |
0.041 |
62.1% |
0.305 |
| ATR |
0.084 |
0.085 |
0.002 |
2.0% |
0.000 |
| Volume |
16,824 |
29,631 |
12,807 |
76.1% |
112,606 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.576 |
2.519 |
2.306 |
|
| R3 |
2.469 |
2.412 |
2.276 |
|
| R2 |
2.362 |
2.362 |
2.267 |
|
| R1 |
2.305 |
2.305 |
2.257 |
2.334 |
| PP |
2.255 |
2.255 |
2.255 |
2.270 |
| S1 |
2.198 |
2.198 |
2.237 |
2.227 |
| S2 |
2.148 |
2.148 |
2.227 |
|
| S3 |
2.041 |
2.091 |
2.218 |
|
| S4 |
1.934 |
1.984 |
2.188 |
|
|
| 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 |
2.441 |
2.206 |
0.235 |
10.5% |
0.081 |
3.6% |
17% |
False |
True |
24,059 |
| 10 |
2.549 |
2.206 |
0.343 |
15.3% |
0.086 |
3.8% |
12% |
False |
True |
23,999 |
| 20 |
2.549 |
2.149 |
0.400 |
17.8% |
0.083 |
3.7% |
25% |
False |
False |
19,086 |
| 40 |
2.549 |
2.087 |
0.462 |
20.6% |
0.071 |
3.2% |
35% |
False |
False |
16,488 |
| 60 |
2.660 |
2.087 |
0.573 |
25.5% |
0.069 |
3.1% |
28% |
False |
False |
13,227 |
| 80 |
2.809 |
2.087 |
0.722 |
32.1% |
0.063 |
2.8% |
22% |
False |
False |
10,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.768 |
|
2.618 |
2.593 |
|
1.618 |
2.486 |
|
1.000 |
2.420 |
|
0.618 |
2.379 |
|
HIGH |
2.313 |
|
0.618 |
2.272 |
|
0.500 |
2.260 |
|
0.382 |
2.247 |
|
LOW |
2.206 |
|
0.618 |
2.140 |
|
1.000 |
2.099 |
|
1.618 |
2.033 |
|
2.618 |
1.926 |
|
4.250 |
1.751 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.260 |
2.307 |
| PP |
2.255 |
2.287 |
| S1 |
2.251 |
2.267 |
|