NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.329 |
2.364 |
0.035 |
1.5% |
2.361 |
| High |
2.362 |
2.413 |
0.051 |
2.2% |
2.413 |
| Low |
2.289 |
2.364 |
0.075 |
3.3% |
2.289 |
| Close |
2.331 |
2.405 |
0.074 |
3.2% |
2.405 |
| Range |
0.073 |
0.049 |
-0.024 |
-32.9% |
0.124 |
| ATR |
0.076 |
0.076 |
0.000 |
0.6% |
0.000 |
| Volume |
24,666 |
17,192 |
-7,474 |
-30.3% |
80,624 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.541 |
2.522 |
2.432 |
|
| R3 |
2.492 |
2.473 |
2.418 |
|
| R2 |
2.443 |
2.443 |
2.414 |
|
| R1 |
2.424 |
2.424 |
2.409 |
2.434 |
| PP |
2.394 |
2.394 |
2.394 |
2.399 |
| S1 |
2.375 |
2.375 |
2.401 |
2.385 |
| S2 |
2.345 |
2.345 |
2.396 |
|
| S3 |
2.296 |
2.326 |
2.392 |
|
| S4 |
2.247 |
2.277 |
2.378 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.741 |
2.697 |
2.473 |
|
| R3 |
2.617 |
2.573 |
2.439 |
|
| R2 |
2.493 |
2.493 |
2.428 |
|
| R1 |
2.449 |
2.449 |
2.416 |
2.471 |
| PP |
2.369 |
2.369 |
2.369 |
2.380 |
| S1 |
2.325 |
2.325 |
2.394 |
2.347 |
| S2 |
2.245 |
2.245 |
2.382 |
|
| S3 |
2.121 |
2.201 |
2.371 |
|
| S4 |
1.997 |
2.077 |
2.337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.413 |
2.289 |
0.124 |
5.2% |
0.065 |
2.7% |
94% |
True |
False |
16,124 |
| 10 |
2.413 |
2.275 |
0.138 |
5.7% |
0.068 |
2.8% |
94% |
True |
False |
12,502 |
| 20 |
2.593 |
2.275 |
0.318 |
13.2% |
0.074 |
3.1% |
41% |
False |
False |
12,017 |
| 40 |
2.593 |
2.147 |
0.446 |
18.5% |
0.068 |
2.8% |
58% |
False |
False |
10,023 |
| 60 |
2.642 |
2.147 |
0.495 |
20.6% |
0.065 |
2.7% |
52% |
False |
False |
7,741 |
| 80 |
2.787 |
2.147 |
0.640 |
26.6% |
0.061 |
2.5% |
40% |
False |
False |
6,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.621 |
|
2.618 |
2.541 |
|
1.618 |
2.492 |
|
1.000 |
2.462 |
|
0.618 |
2.443 |
|
HIGH |
2.413 |
|
0.618 |
2.394 |
|
0.500 |
2.389 |
|
0.382 |
2.383 |
|
LOW |
2.364 |
|
0.618 |
2.334 |
|
1.000 |
2.315 |
|
1.618 |
2.285 |
|
2.618 |
2.236 |
|
4.250 |
2.156 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.400 |
2.387 |
| PP |
2.394 |
2.369 |
| S1 |
2.389 |
2.351 |
|