NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.369 |
2.443 |
0.074 |
3.1% |
2.413 |
| High |
2.460 |
2.512 |
0.052 |
2.1% |
2.512 |
| Low |
2.354 |
2.427 |
0.073 |
3.1% |
2.309 |
| Close |
2.430 |
2.497 |
0.067 |
2.8% |
2.497 |
| Range |
0.106 |
0.085 |
-0.021 |
-19.8% |
0.203 |
| ATR |
0.088 |
0.088 |
0.000 |
-0.2% |
0.000 |
| Volume |
54,166 |
41,719 |
-12,447 |
-23.0% |
217,527 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.734 |
2.700 |
2.544 |
|
| R3 |
2.649 |
2.615 |
2.520 |
|
| R2 |
2.564 |
2.564 |
2.513 |
|
| R1 |
2.530 |
2.530 |
2.505 |
2.547 |
| PP |
2.479 |
2.479 |
2.479 |
2.487 |
| S1 |
2.445 |
2.445 |
2.489 |
2.462 |
| S2 |
2.394 |
2.394 |
2.481 |
|
| S3 |
2.309 |
2.360 |
2.474 |
|
| S4 |
2.224 |
2.275 |
2.450 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.048 |
2.976 |
2.609 |
|
| R3 |
2.845 |
2.773 |
2.553 |
|
| R2 |
2.642 |
2.642 |
2.534 |
|
| R1 |
2.570 |
2.570 |
2.516 |
2.606 |
| PP |
2.439 |
2.439 |
2.439 |
2.458 |
| S1 |
2.367 |
2.367 |
2.478 |
2.403 |
| S2 |
2.236 |
2.236 |
2.460 |
|
| S3 |
2.033 |
2.164 |
2.441 |
|
| S4 |
1.830 |
1.961 |
2.385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.512 |
2.309 |
0.203 |
8.1% |
0.093 |
3.7% |
93% |
True |
False |
43,505 |
| 10 |
2.512 |
2.148 |
0.364 |
14.6% |
0.093 |
3.7% |
96% |
True |
False |
38,923 |
| 20 |
2.512 |
2.017 |
0.495 |
19.8% |
0.081 |
3.2% |
97% |
True |
False |
38,271 |
| 40 |
2.581 |
2.017 |
0.564 |
22.6% |
0.073 |
2.9% |
85% |
False |
False |
33,171 |
| 60 |
2.746 |
2.017 |
0.729 |
29.2% |
0.070 |
2.8% |
66% |
False |
False |
29,553 |
| 80 |
2.876 |
2.017 |
0.859 |
34.4% |
0.064 |
2.6% |
56% |
False |
False |
25,341 |
| 100 |
2.949 |
2.017 |
0.932 |
37.3% |
0.059 |
2.4% |
52% |
False |
False |
22,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.873 |
|
2.618 |
2.735 |
|
1.618 |
2.650 |
|
1.000 |
2.597 |
|
0.618 |
2.565 |
|
HIGH |
2.512 |
|
0.618 |
2.480 |
|
0.500 |
2.470 |
|
0.382 |
2.459 |
|
LOW |
2.427 |
|
0.618 |
2.374 |
|
1.000 |
2.342 |
|
1.618 |
2.289 |
|
2.618 |
2.204 |
|
4.250 |
2.066 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.488 |
2.471 |
| PP |
2.479 |
2.446 |
| S1 |
2.470 |
2.420 |
|