NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.433 |
2.467 |
0.034 |
1.4% |
2.335 |
| High |
2.475 |
2.504 |
0.029 |
1.2% |
2.510 |
| Low |
2.407 |
2.422 |
0.015 |
0.6% |
2.327 |
| Close |
2.458 |
2.436 |
-0.022 |
-0.9% |
2.468 |
| Range |
0.068 |
0.082 |
0.014 |
20.6% |
0.183 |
| ATR |
0.078 |
0.078 |
0.000 |
0.4% |
0.000 |
| Volume |
8,534 |
8,261 |
-273 |
-3.2% |
38,909 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.700 |
2.650 |
2.481 |
|
| R3 |
2.618 |
2.568 |
2.459 |
|
| R2 |
2.536 |
2.536 |
2.451 |
|
| R1 |
2.486 |
2.486 |
2.444 |
2.470 |
| PP |
2.454 |
2.454 |
2.454 |
2.446 |
| S1 |
2.404 |
2.404 |
2.428 |
2.388 |
| S2 |
2.372 |
2.372 |
2.421 |
|
| S3 |
2.290 |
2.322 |
2.413 |
|
| S4 |
2.208 |
2.240 |
2.391 |
|
|
| 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 |
2.504 |
2.362 |
0.142 |
5.8% |
0.083 |
3.4% |
52% |
True |
False |
8,452 |
| 10 |
2.510 |
2.225 |
0.285 |
11.7% |
0.080 |
3.3% |
74% |
False |
False |
7,650 |
| 20 |
2.510 |
2.147 |
0.363 |
14.9% |
0.071 |
2.9% |
80% |
False |
False |
8,513 |
| 40 |
2.642 |
2.147 |
0.495 |
20.3% |
0.063 |
2.6% |
58% |
False |
False |
6,145 |
| 60 |
2.787 |
2.147 |
0.640 |
26.3% |
0.059 |
2.4% |
45% |
False |
False |
5,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.853 |
|
2.618 |
2.719 |
|
1.618 |
2.637 |
|
1.000 |
2.586 |
|
0.618 |
2.555 |
|
HIGH |
2.504 |
|
0.618 |
2.473 |
|
0.500 |
2.463 |
|
0.382 |
2.453 |
|
LOW |
2.422 |
|
0.618 |
2.371 |
|
1.000 |
2.340 |
|
1.618 |
2.289 |
|
2.618 |
2.207 |
|
4.250 |
2.074 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.463 |
2.450 |
| PP |
2.454 |
2.445 |
| S1 |
2.445 |
2.441 |
|