NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.361 |
2.359 |
-0.002 |
-0.1% |
2.297 |
| High |
2.376 |
2.400 |
0.024 |
1.0% |
2.384 |
| Low |
2.303 |
2.331 |
0.028 |
1.2% |
2.275 |
| Close |
2.373 |
2.361 |
-0.012 |
-0.5% |
2.350 |
| Range |
0.073 |
0.069 |
-0.004 |
-5.5% |
0.109 |
| ATR |
0.078 |
0.077 |
-0.001 |
-0.8% |
0.000 |
| Volume |
15,775 |
11,254 |
-4,521 |
-28.7% |
37,043 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.571 |
2.535 |
2.399 |
|
| R3 |
2.502 |
2.466 |
2.380 |
|
| R2 |
2.433 |
2.433 |
2.374 |
|
| R1 |
2.397 |
2.397 |
2.367 |
2.415 |
| PP |
2.364 |
2.364 |
2.364 |
2.373 |
| S1 |
2.328 |
2.328 |
2.355 |
2.346 |
| S2 |
2.295 |
2.295 |
2.348 |
|
| S3 |
2.226 |
2.259 |
2.342 |
|
| S4 |
2.157 |
2.190 |
2.323 |
|
|
| 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 |
2.400 |
2.286 |
0.114 |
4.8% |
0.066 |
2.8% |
66% |
True |
False |
11,195 |
| 10 |
2.484 |
2.275 |
0.209 |
8.9% |
0.071 |
3.0% |
41% |
False |
False |
11,472 |
| 20 |
2.593 |
2.275 |
0.318 |
13.5% |
0.080 |
3.4% |
27% |
False |
False |
10,942 |
| 40 |
2.593 |
2.147 |
0.446 |
18.9% |
0.067 |
2.8% |
48% |
False |
False |
8,908 |
| 60 |
2.642 |
2.147 |
0.495 |
21.0% |
0.066 |
2.8% |
43% |
False |
False |
7,095 |
| 80 |
2.787 |
2.147 |
0.640 |
27.1% |
0.060 |
2.5% |
33% |
False |
False |
5,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.693 |
|
2.618 |
2.581 |
|
1.618 |
2.512 |
|
1.000 |
2.469 |
|
0.618 |
2.443 |
|
HIGH |
2.400 |
|
0.618 |
2.374 |
|
0.500 |
2.366 |
|
0.382 |
2.357 |
|
LOW |
2.331 |
|
0.618 |
2.288 |
|
1.000 |
2.262 |
|
1.618 |
2.219 |
|
2.618 |
2.150 |
|
4.250 |
2.038 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.366 |
2.358 |
| PP |
2.364 |
2.355 |
| S1 |
2.363 |
2.352 |
|