NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.489 |
2.433 |
-0.056 |
-2.2% |
2.335 |
| High |
2.489 |
2.475 |
-0.014 |
-0.6% |
2.510 |
| Low |
2.396 |
2.407 |
0.011 |
0.5% |
2.327 |
| Close |
2.453 |
2.458 |
0.005 |
0.2% |
2.468 |
| Range |
0.093 |
0.068 |
-0.025 |
-26.9% |
0.183 |
| ATR |
0.079 |
0.078 |
-0.001 |
-1.0% |
0.000 |
| Volume |
8,490 |
8,534 |
44 |
0.5% |
38,909 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.651 |
2.622 |
2.495 |
|
| R3 |
2.583 |
2.554 |
2.477 |
|
| R2 |
2.515 |
2.515 |
2.470 |
|
| R1 |
2.486 |
2.486 |
2.464 |
2.501 |
| PP |
2.447 |
2.447 |
2.447 |
2.454 |
| S1 |
2.418 |
2.418 |
2.452 |
2.433 |
| S2 |
2.379 |
2.379 |
2.446 |
|
| S3 |
2.311 |
2.350 |
2.439 |
|
| S4 |
2.243 |
2.282 |
2.421 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.984 |
2.909 |
2.569 |
|
| R3 |
2.801 |
2.726 |
2.518 |
|
| R2 |
2.618 |
2.618 |
2.502 |
|
| R1 |
2.543 |
2.543 |
2.485 |
2.581 |
| PP |
2.435 |
2.435 |
2.435 |
2.454 |
| S1 |
2.360 |
2.360 |
2.451 |
2.398 |
| S2 |
2.252 |
2.252 |
2.434 |
|
| S3 |
2.069 |
2.177 |
2.418 |
|
| S4 |
1.886 |
1.994 |
2.367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.510 |
2.362 |
0.148 |
6.0% |
0.084 |
3.4% |
65% |
False |
False |
9,275 |
| 10 |
2.510 |
2.225 |
0.285 |
11.6% |
0.078 |
3.2% |
82% |
False |
False |
7,481 |
| 20 |
2.510 |
2.147 |
0.363 |
14.8% |
0.069 |
2.8% |
86% |
False |
False |
8,565 |
| 40 |
2.642 |
2.147 |
0.495 |
20.1% |
0.062 |
2.5% |
63% |
False |
False |
6,006 |
| 60 |
2.787 |
2.147 |
0.640 |
26.0% |
0.058 |
2.4% |
49% |
False |
False |
4,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.764 |
|
2.618 |
2.653 |
|
1.618 |
2.585 |
|
1.000 |
2.543 |
|
0.618 |
2.517 |
|
HIGH |
2.475 |
|
0.618 |
2.449 |
|
0.500 |
2.441 |
|
0.382 |
2.433 |
|
LOW |
2.407 |
|
0.618 |
2.365 |
|
1.000 |
2.339 |
|
1.618 |
2.297 |
|
2.618 |
2.229 |
|
4.250 |
2.118 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.452 |
2.455 |
| PP |
2.447 |
2.451 |
| S1 |
2.441 |
2.448 |
|