NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.290 |
2.345 |
0.055 |
2.4% |
2.114 |
| High |
2.346 |
2.360 |
0.014 |
0.6% |
2.386 |
| Low |
2.255 |
2.241 |
-0.014 |
-0.6% |
2.111 |
| Close |
2.325 |
2.267 |
-0.058 |
-2.5% |
2.337 |
| Range |
0.091 |
0.119 |
0.028 |
30.8% |
0.275 |
| ATR |
0.109 |
0.110 |
0.001 |
0.6% |
0.000 |
| Volume |
123,923 |
166,278 |
42,355 |
34.2% |
627,316 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.646 |
2.576 |
2.332 |
|
| R3 |
2.527 |
2.457 |
2.300 |
|
| R2 |
2.408 |
2.408 |
2.289 |
|
| R1 |
2.338 |
2.338 |
2.278 |
2.314 |
| PP |
2.289 |
2.289 |
2.289 |
2.277 |
| S1 |
2.219 |
2.219 |
2.256 |
2.195 |
| S2 |
2.170 |
2.170 |
2.245 |
|
| S3 |
2.051 |
2.100 |
2.234 |
|
| S4 |
1.932 |
1.981 |
2.202 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
2.995 |
2.488 |
|
| R3 |
2.828 |
2.720 |
2.413 |
|
| R2 |
2.553 |
2.553 |
2.387 |
|
| R1 |
2.445 |
2.445 |
2.362 |
2.499 |
| PP |
2.278 |
2.278 |
2.278 |
2.305 |
| S1 |
2.170 |
2.170 |
2.312 |
2.224 |
| S2 |
2.003 |
2.003 |
2.287 |
|
| S3 |
1.728 |
1.895 |
2.261 |
|
| S4 |
1.453 |
1.620 |
2.186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.378 |
2.188 |
0.190 |
8.4% |
0.120 |
5.3% |
42% |
False |
False |
141,006 |
| 10 |
2.386 |
1.933 |
0.453 |
20.0% |
0.116 |
5.1% |
74% |
False |
False |
129,043 |
| 20 |
2.386 |
1.802 |
0.584 |
25.8% |
0.100 |
4.4% |
80% |
False |
False |
107,579 |
| 40 |
2.637 |
1.802 |
0.835 |
36.8% |
0.091 |
4.0% |
56% |
False |
False |
68,145 |
| 60 |
2.920 |
1.802 |
1.118 |
49.3% |
0.086 |
3.8% |
42% |
False |
False |
51,398 |
| 80 |
3.097 |
1.802 |
1.295 |
57.1% |
0.078 |
3.5% |
36% |
False |
False |
41,177 |
| 100 |
3.212 |
1.802 |
1.410 |
62.2% |
0.073 |
3.2% |
33% |
False |
False |
34,150 |
| 120 |
3.333 |
1.802 |
1.531 |
67.5% |
0.070 |
3.1% |
30% |
False |
False |
29,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.866 |
|
2.618 |
2.672 |
|
1.618 |
2.553 |
|
1.000 |
2.479 |
|
0.618 |
2.434 |
|
HIGH |
2.360 |
|
0.618 |
2.315 |
|
0.500 |
2.301 |
|
0.382 |
2.286 |
|
LOW |
2.241 |
|
0.618 |
2.167 |
|
1.000 |
2.122 |
|
1.618 |
2.048 |
|
2.618 |
1.929 |
|
4.250 |
1.735 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.301 |
2.307 |
| PP |
2.289 |
2.294 |
| S1 |
2.278 |
2.280 |
|