NYMEX Natural Gas Future June 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 |
2.458 |
2.516 |
0.058 |
2.4% |
2.489 |
| High |
2.536 |
2.588 |
0.052 |
2.1% |
2.588 |
| Low |
2.454 |
2.508 |
0.054 |
2.2% |
2.396 |
| Close |
2.514 |
2.581 |
0.067 |
2.7% |
2.581 |
| Range |
0.082 |
0.080 |
-0.002 |
-2.4% |
0.192 |
| ATR |
0.080 |
0.080 |
0.000 |
0.0% |
0.000 |
| Volume |
13,739 |
11,970 |
-1,769 |
-12.9% |
50,994 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.799 |
2.770 |
2.625 |
|
| R3 |
2.719 |
2.690 |
2.603 |
|
| R2 |
2.639 |
2.639 |
2.596 |
|
| R1 |
2.610 |
2.610 |
2.588 |
2.625 |
| PP |
2.559 |
2.559 |
2.559 |
2.566 |
| S1 |
2.530 |
2.530 |
2.574 |
2.545 |
| S2 |
2.479 |
2.479 |
2.566 |
|
| S3 |
2.399 |
2.450 |
2.559 |
|
| S4 |
2.319 |
2.370 |
2.537 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.098 |
3.031 |
2.687 |
|
| R3 |
2.906 |
2.839 |
2.634 |
|
| R2 |
2.714 |
2.714 |
2.616 |
|
| R1 |
2.647 |
2.647 |
2.599 |
2.681 |
| PP |
2.522 |
2.522 |
2.522 |
2.538 |
| S1 |
2.455 |
2.455 |
2.563 |
2.489 |
| S2 |
2.330 |
2.330 |
2.546 |
|
| S3 |
2.138 |
2.263 |
2.528 |
|
| S4 |
1.946 |
2.071 |
2.475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.588 |
2.396 |
0.192 |
7.4% |
0.081 |
3.1% |
96% |
True |
False |
10,198 |
| 10 |
2.588 |
2.267 |
0.321 |
12.4% |
0.083 |
3.2% |
98% |
True |
False |
9,220 |
| 20 |
2.588 |
2.147 |
0.441 |
17.1% |
0.073 |
2.8% |
98% |
True |
False |
8,572 |
| 40 |
2.642 |
2.147 |
0.495 |
19.2% |
0.064 |
2.5% |
88% |
False |
False |
6,627 |
| 60 |
2.787 |
2.147 |
0.640 |
24.8% |
0.061 |
2.4% |
68% |
False |
False |
5,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.928 |
|
2.618 |
2.797 |
|
1.618 |
2.717 |
|
1.000 |
2.668 |
|
0.618 |
2.637 |
|
HIGH |
2.588 |
|
0.618 |
2.557 |
|
0.500 |
2.548 |
|
0.382 |
2.539 |
|
LOW |
2.508 |
|
0.618 |
2.459 |
|
1.000 |
2.428 |
|
1.618 |
2.379 |
|
2.618 |
2.299 |
|
4.250 |
2.168 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.570 |
2.556 |
| PP |
2.559 |
2.530 |
| S1 |
2.548 |
2.505 |
|