NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.341 |
2.329 |
-0.012 |
-0.5% |
2.297 |
| High |
2.389 |
2.362 |
-0.027 |
-1.1% |
2.384 |
| Low |
2.330 |
2.289 |
-0.041 |
-1.8% |
2.275 |
| Close |
2.344 |
2.331 |
-0.013 |
-0.6% |
2.350 |
| Range |
0.059 |
0.073 |
0.014 |
23.7% |
0.109 |
| ATR |
0.076 |
0.076 |
0.000 |
-0.3% |
0.000 |
| Volume |
11,737 |
24,666 |
12,929 |
110.2% |
37,043 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.546 |
2.512 |
2.371 |
|
| R3 |
2.473 |
2.439 |
2.351 |
|
| R2 |
2.400 |
2.400 |
2.344 |
|
| R1 |
2.366 |
2.366 |
2.338 |
2.383 |
| PP |
2.327 |
2.327 |
2.327 |
2.336 |
| S1 |
2.293 |
2.293 |
2.324 |
2.310 |
| S2 |
2.254 |
2.254 |
2.318 |
|
| S3 |
2.181 |
2.220 |
2.311 |
|
| S4 |
2.108 |
2.147 |
2.291 |
|
|
| 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 |
2.289 |
0.111 |
4.8% |
0.065 |
2.8% |
38% |
False |
True |
14,294 |
| 10 |
2.463 |
2.275 |
0.188 |
8.1% |
0.074 |
3.2% |
30% |
False |
False |
12,292 |
| 20 |
2.593 |
2.275 |
0.318 |
13.6% |
0.077 |
3.3% |
18% |
False |
False |
11,665 |
| 40 |
2.593 |
2.147 |
0.446 |
19.1% |
0.068 |
2.9% |
41% |
False |
False |
9,707 |
| 60 |
2.642 |
2.147 |
0.495 |
21.2% |
0.065 |
2.8% |
37% |
False |
False |
7,551 |
| 80 |
2.787 |
2.147 |
0.640 |
27.5% |
0.060 |
2.6% |
29% |
False |
False |
6,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.672 |
|
2.618 |
2.553 |
|
1.618 |
2.480 |
|
1.000 |
2.435 |
|
0.618 |
2.407 |
|
HIGH |
2.362 |
|
0.618 |
2.334 |
|
0.500 |
2.326 |
|
0.382 |
2.317 |
|
LOW |
2.289 |
|
0.618 |
2.244 |
|
1.000 |
2.216 |
|
1.618 |
2.171 |
|
2.618 |
2.098 |
|
4.250 |
1.979 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.329 |
2.345 |
| PP |
2.327 |
2.340 |
| S1 |
2.326 |
2.336 |
|