NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.300 |
2.283 |
-0.017 |
-0.7% |
2.222 |
| High |
2.325 |
2.312 |
-0.013 |
-0.6% |
2.325 |
| Low |
2.247 |
2.257 |
0.010 |
0.4% |
2.206 |
| Close |
2.283 |
2.289 |
0.006 |
0.3% |
2.289 |
| Range |
0.078 |
0.055 |
-0.023 |
-29.5% |
0.119 |
| ATR |
0.084 |
0.082 |
-0.002 |
-2.5% |
0.000 |
| Volume |
29,726 |
20,719 |
-9,007 |
-30.3% |
98,444 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.451 |
2.425 |
2.319 |
|
| R3 |
2.396 |
2.370 |
2.304 |
|
| R2 |
2.341 |
2.341 |
2.299 |
|
| R1 |
2.315 |
2.315 |
2.294 |
2.328 |
| PP |
2.286 |
2.286 |
2.286 |
2.293 |
| S1 |
2.260 |
2.260 |
2.284 |
2.273 |
| S2 |
2.231 |
2.231 |
2.279 |
|
| S3 |
2.176 |
2.205 |
2.274 |
|
| S4 |
2.121 |
2.150 |
2.259 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.630 |
2.579 |
2.354 |
|
| R3 |
2.511 |
2.460 |
2.322 |
|
| R2 |
2.392 |
2.392 |
2.311 |
|
| R1 |
2.341 |
2.341 |
2.300 |
2.367 |
| PP |
2.273 |
2.273 |
2.273 |
2.286 |
| S1 |
2.222 |
2.222 |
2.278 |
2.248 |
| S2 |
2.154 |
2.154 |
2.267 |
|
| S3 |
2.035 |
2.103 |
2.256 |
|
| S4 |
1.916 |
1.984 |
2.224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.325 |
2.206 |
0.119 |
5.2% |
0.076 |
3.3% |
70% |
False |
False |
23,053 |
| 10 |
2.549 |
2.206 |
0.343 |
15.0% |
0.081 |
3.5% |
24% |
False |
False |
23,307 |
| 20 |
2.549 |
2.164 |
0.385 |
16.8% |
0.084 |
3.7% |
32% |
False |
False |
20,384 |
| 40 |
2.549 |
2.087 |
0.462 |
20.2% |
0.069 |
3.0% |
44% |
False |
False |
17,540 |
| 60 |
2.602 |
2.087 |
0.515 |
22.5% |
0.069 |
3.0% |
39% |
False |
False |
14,105 |
| 80 |
2.790 |
2.087 |
0.703 |
30.7% |
0.063 |
2.8% |
29% |
False |
False |
11,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.546 |
|
2.618 |
2.456 |
|
1.618 |
2.401 |
|
1.000 |
2.367 |
|
0.618 |
2.346 |
|
HIGH |
2.312 |
|
0.618 |
2.291 |
|
0.500 |
2.285 |
|
0.382 |
2.278 |
|
LOW |
2.257 |
|
0.618 |
2.223 |
|
1.000 |
2.202 |
|
1.618 |
2.168 |
|
2.618 |
2.113 |
|
4.250 |
2.023 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.288 |
2.284 |
| PP |
2.286 |
2.278 |
| S1 |
2.285 |
2.273 |
|