NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.280 |
2.324 |
0.044 |
1.9% |
2.299 |
| High |
2.320 |
2.380 |
0.060 |
2.6% |
2.380 |
| Low |
2.223 |
2.310 |
0.087 |
3.9% |
2.223 |
| Close |
2.287 |
2.368 |
0.081 |
3.5% |
2.368 |
| Range |
0.097 |
0.070 |
-0.027 |
-27.8% |
0.157 |
| ATR |
0.081 |
0.082 |
0.001 |
1.0% |
0.000 |
| Volume |
38,933 |
43,145 |
4,212 |
10.8% |
185,934 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.563 |
2.535 |
2.407 |
|
| R3 |
2.493 |
2.465 |
2.387 |
|
| R2 |
2.423 |
2.423 |
2.381 |
|
| R1 |
2.395 |
2.395 |
2.374 |
2.409 |
| PP |
2.353 |
2.353 |
2.353 |
2.360 |
| S1 |
2.325 |
2.325 |
2.362 |
2.339 |
| S2 |
2.283 |
2.283 |
2.355 |
|
| S3 |
2.213 |
2.255 |
2.349 |
|
| S4 |
2.143 |
2.185 |
2.330 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.795 |
2.738 |
2.454 |
|
| R3 |
2.638 |
2.581 |
2.411 |
|
| R2 |
2.481 |
2.481 |
2.397 |
|
| R1 |
2.424 |
2.424 |
2.382 |
2.453 |
| PP |
2.324 |
2.324 |
2.324 |
2.338 |
| S1 |
2.267 |
2.267 |
2.354 |
2.296 |
| S2 |
2.167 |
2.167 |
2.339 |
|
| S3 |
2.010 |
2.110 |
2.325 |
|
| S4 |
1.853 |
1.953 |
2.282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.380 |
2.223 |
0.157 |
6.6% |
0.078 |
3.3% |
92% |
True |
False |
37,186 |
| 10 |
2.380 |
2.206 |
0.174 |
7.3% |
0.077 |
3.2% |
93% |
True |
False |
30,120 |
| 20 |
2.549 |
2.206 |
0.343 |
14.5% |
0.081 |
3.4% |
47% |
False |
False |
26,408 |
| 40 |
2.549 |
2.087 |
0.462 |
19.5% |
0.073 |
3.1% |
61% |
False |
False |
21,178 |
| 60 |
2.602 |
2.087 |
0.515 |
21.7% |
0.069 |
2.9% |
55% |
False |
False |
16,616 |
| 80 |
2.760 |
2.087 |
0.673 |
28.4% |
0.065 |
2.7% |
42% |
False |
False |
13,607 |
| 100 |
2.907 |
2.087 |
0.820 |
34.6% |
0.060 |
2.5% |
34% |
False |
False |
11,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.678 |
|
2.618 |
2.563 |
|
1.618 |
2.493 |
|
1.000 |
2.450 |
|
0.618 |
2.423 |
|
HIGH |
2.380 |
|
0.618 |
2.353 |
|
0.500 |
2.345 |
|
0.382 |
2.337 |
|
LOW |
2.310 |
|
0.618 |
2.267 |
|
1.000 |
2.240 |
|
1.618 |
2.197 |
|
2.618 |
2.127 |
|
4.250 |
2.013 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.360 |
2.346 |
| PP |
2.353 |
2.324 |
| S1 |
2.345 |
2.302 |
|