NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.385 |
2.369 |
-0.016 |
-0.7% |
2.235 |
| High |
2.423 |
2.460 |
0.037 |
1.5% |
2.426 |
| Low |
2.328 |
2.354 |
0.026 |
1.1% |
2.220 |
| Close |
2.344 |
2.430 |
0.086 |
3.7% |
2.387 |
| Range |
0.095 |
0.106 |
0.011 |
11.6% |
0.206 |
| ATR |
0.086 |
0.088 |
0.002 |
2.5% |
0.000 |
| Volume |
45,444 |
54,166 |
8,722 |
19.2% |
153,781 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.733 |
2.687 |
2.488 |
|
| R3 |
2.627 |
2.581 |
2.459 |
|
| R2 |
2.521 |
2.521 |
2.449 |
|
| R1 |
2.475 |
2.475 |
2.440 |
2.498 |
| PP |
2.415 |
2.415 |
2.415 |
2.426 |
| S1 |
2.369 |
2.369 |
2.420 |
2.392 |
| S2 |
2.309 |
2.309 |
2.411 |
|
| S3 |
2.203 |
2.263 |
2.401 |
|
| S4 |
2.097 |
2.157 |
2.372 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.962 |
2.881 |
2.500 |
|
| R3 |
2.756 |
2.675 |
2.444 |
|
| R2 |
2.550 |
2.550 |
2.425 |
|
| R1 |
2.469 |
2.469 |
2.406 |
2.510 |
| PP |
2.344 |
2.344 |
2.344 |
2.365 |
| S1 |
2.263 |
2.263 |
2.368 |
2.304 |
| S2 |
2.138 |
2.138 |
2.349 |
|
| S3 |
1.932 |
2.057 |
2.330 |
|
| S4 |
1.726 |
1.851 |
2.274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.460 |
2.309 |
0.151 |
6.2% |
0.092 |
3.8% |
80% |
True |
False |
42,149 |
| 10 |
2.460 |
2.096 |
0.364 |
15.0% |
0.093 |
3.8% |
92% |
True |
False |
37,834 |
| 20 |
2.460 |
2.017 |
0.443 |
18.2% |
0.079 |
3.3% |
93% |
True |
False |
38,054 |
| 40 |
2.581 |
2.017 |
0.564 |
23.2% |
0.072 |
3.0% |
73% |
False |
False |
32,860 |
| 60 |
2.746 |
2.017 |
0.729 |
30.0% |
0.069 |
2.8% |
57% |
False |
False |
29,072 |
| 80 |
2.912 |
2.017 |
0.895 |
36.8% |
0.063 |
2.6% |
46% |
False |
False |
24,958 |
| 100 |
2.981 |
2.017 |
0.964 |
39.7% |
0.059 |
2.4% |
43% |
False |
False |
21,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.911 |
|
2.618 |
2.738 |
|
1.618 |
2.632 |
|
1.000 |
2.566 |
|
0.618 |
2.526 |
|
HIGH |
2.460 |
|
0.618 |
2.420 |
|
0.500 |
2.407 |
|
0.382 |
2.394 |
|
LOW |
2.354 |
|
0.618 |
2.288 |
|
1.000 |
2.248 |
|
1.618 |
2.182 |
|
2.618 |
2.076 |
|
4.250 |
1.904 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.422 |
2.417 |
| PP |
2.415 |
2.404 |
| S1 |
2.407 |
2.391 |
|