NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.230 |
2.300 |
0.070 |
3.1% |
2.506 |
| High |
2.293 |
2.325 |
0.032 |
1.4% |
2.549 |
| Low |
2.220 |
2.247 |
0.027 |
1.2% |
2.244 |
| Close |
2.270 |
2.283 |
0.013 |
0.6% |
2.252 |
| Range |
0.073 |
0.078 |
0.005 |
6.8% |
0.305 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.5% |
0.000 |
| Volume |
18,368 |
29,726 |
11,358 |
61.8% |
112,606 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.519 |
2.479 |
2.326 |
|
| R3 |
2.441 |
2.401 |
2.304 |
|
| R2 |
2.363 |
2.363 |
2.297 |
|
| R1 |
2.323 |
2.323 |
2.290 |
2.304 |
| PP |
2.285 |
2.285 |
2.285 |
2.276 |
| S1 |
2.245 |
2.245 |
2.276 |
2.226 |
| S2 |
2.207 |
2.207 |
2.269 |
|
| S3 |
2.129 |
2.167 |
2.262 |
|
| S4 |
2.051 |
2.089 |
2.240 |
|
|
| 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 |
2.407 |
2.206 |
0.201 |
8.8% |
0.088 |
3.9% |
38% |
False |
False |
23,731 |
| 10 |
2.549 |
2.206 |
0.343 |
15.0% |
0.085 |
3.7% |
22% |
False |
False |
24,364 |
| 20 |
2.549 |
2.164 |
0.385 |
16.9% |
0.084 |
3.7% |
31% |
False |
False |
19,911 |
| 40 |
2.549 |
2.087 |
0.462 |
20.2% |
0.071 |
3.1% |
42% |
False |
False |
17,203 |
| 60 |
2.602 |
2.087 |
0.515 |
22.6% |
0.070 |
3.1% |
38% |
False |
False |
13,892 |
| 80 |
2.809 |
2.087 |
0.722 |
31.6% |
0.063 |
2.8% |
27% |
False |
False |
11,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.657 |
|
2.618 |
2.529 |
|
1.618 |
2.451 |
|
1.000 |
2.403 |
|
0.618 |
2.373 |
|
HIGH |
2.325 |
|
0.618 |
2.295 |
|
0.500 |
2.286 |
|
0.382 |
2.277 |
|
LOW |
2.247 |
|
0.618 |
2.199 |
|
1.000 |
2.169 |
|
1.618 |
2.121 |
|
2.618 |
2.043 |
|
4.250 |
1.916 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.286 |
2.277 |
| PP |
2.285 |
2.271 |
| S1 |
2.284 |
2.266 |
|