NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.350 |
2.353 |
0.003 |
0.1% |
2.297 |
| High |
2.384 |
2.376 |
-0.008 |
-0.3% |
2.384 |
| Low |
2.311 |
2.323 |
0.012 |
0.5% |
2.275 |
| Close |
2.347 |
2.350 |
0.003 |
0.1% |
2.350 |
| Range |
0.073 |
0.053 |
-0.020 |
-27.4% |
0.109 |
| ATR |
0.080 |
0.078 |
-0.002 |
-2.4% |
0.000 |
| Volume |
11,062 |
8,040 |
-3,022 |
-27.3% |
37,043 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.509 |
2.482 |
2.379 |
|
| R3 |
2.456 |
2.429 |
2.365 |
|
| R2 |
2.403 |
2.403 |
2.360 |
|
| R1 |
2.376 |
2.376 |
2.355 |
2.363 |
| PP |
2.350 |
2.350 |
2.350 |
2.343 |
| S1 |
2.323 |
2.323 |
2.345 |
2.310 |
| S2 |
2.297 |
2.297 |
2.340 |
|
| S3 |
2.244 |
2.270 |
2.335 |
|
| S4 |
2.191 |
2.217 |
2.321 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.663 |
2.616 |
2.410 |
|
| R3 |
2.554 |
2.507 |
2.380 |
|
| R2 |
2.445 |
2.445 |
2.370 |
|
| R1 |
2.398 |
2.398 |
2.360 |
2.422 |
| PP |
2.336 |
2.336 |
2.336 |
2.348 |
| S1 |
2.289 |
2.289 |
2.340 |
2.313 |
| S2 |
2.227 |
2.227 |
2.330 |
|
| S3 |
2.118 |
2.180 |
2.320 |
|
| S4 |
2.009 |
2.071 |
2.290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.384 |
2.275 |
0.109 |
4.6% |
0.071 |
3.0% |
69% |
False |
False |
8,880 |
| 10 |
2.593 |
2.275 |
0.318 |
13.5% |
0.076 |
3.2% |
24% |
False |
False |
11,388 |
| 20 |
2.593 |
2.225 |
0.368 |
15.7% |
0.079 |
3.3% |
34% |
False |
False |
9,999 |
| 40 |
2.593 |
2.147 |
0.446 |
19.0% |
0.066 |
2.8% |
46% |
False |
False |
8,390 |
| 60 |
2.642 |
2.147 |
0.495 |
21.1% |
0.066 |
2.8% |
41% |
False |
False |
6,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.601 |
|
2.618 |
2.515 |
|
1.618 |
2.462 |
|
1.000 |
2.429 |
|
0.618 |
2.409 |
|
HIGH |
2.376 |
|
0.618 |
2.356 |
|
0.500 |
2.350 |
|
0.382 |
2.343 |
|
LOW |
2.323 |
|
0.618 |
2.290 |
|
1.000 |
2.270 |
|
1.618 |
2.237 |
|
2.618 |
2.184 |
|
4.250 |
2.098 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.350 |
2.345 |
| PP |
2.350 |
2.340 |
| S1 |
2.350 |
2.335 |
|