NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.353 |
2.361 |
0.008 |
0.3% |
2.297 |
| High |
2.376 |
2.376 |
0.000 |
0.0% |
2.384 |
| Low |
2.323 |
2.303 |
-0.020 |
-0.9% |
2.275 |
| Close |
2.350 |
2.373 |
0.023 |
1.0% |
2.350 |
| Range |
0.053 |
0.073 |
0.020 |
37.7% |
0.109 |
| ATR |
0.078 |
0.078 |
0.000 |
-0.5% |
0.000 |
| Volume |
8,040 |
15,775 |
7,735 |
96.2% |
37,043 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.570 |
2.544 |
2.413 |
|
| R3 |
2.497 |
2.471 |
2.393 |
|
| R2 |
2.424 |
2.424 |
2.386 |
|
| R1 |
2.398 |
2.398 |
2.380 |
2.411 |
| PP |
2.351 |
2.351 |
2.351 |
2.357 |
| S1 |
2.325 |
2.325 |
2.366 |
2.338 |
| S2 |
2.278 |
2.278 |
2.360 |
|
| S3 |
2.205 |
2.252 |
2.353 |
|
| S4 |
2.132 |
2.179 |
2.333 |
|
|
| 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% |
0.073 |
3.1% |
90% |
False |
False |
10,563 |
| 10 |
2.593 |
2.275 |
0.318 |
13.4% |
0.076 |
3.2% |
31% |
False |
False |
11,768 |
| 20 |
2.593 |
2.267 |
0.326 |
13.7% |
0.079 |
3.3% |
33% |
False |
False |
10,494 |
| 40 |
2.593 |
2.147 |
0.446 |
18.8% |
0.066 |
2.8% |
51% |
False |
False |
8,672 |
| 60 |
2.642 |
2.147 |
0.495 |
20.9% |
0.066 |
2.8% |
46% |
False |
False |
6,968 |
| 80 |
2.787 |
2.147 |
0.640 |
27.0% |
0.060 |
2.5% |
35% |
False |
False |
5,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.686 |
|
2.618 |
2.567 |
|
1.618 |
2.494 |
|
1.000 |
2.449 |
|
0.618 |
2.421 |
|
HIGH |
2.376 |
|
0.618 |
2.348 |
|
0.500 |
2.340 |
|
0.382 |
2.331 |
|
LOW |
2.303 |
|
0.618 |
2.258 |
|
1.000 |
2.230 |
|
1.618 |
2.185 |
|
2.618 |
2.112 |
|
4.250 |
1.993 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.362 |
2.363 |
| PP |
2.351 |
2.353 |
| S1 |
2.340 |
2.344 |
|