NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.290 |
2.397 |
0.107 |
4.7% |
2.366 |
| High |
2.429 |
2.495 |
0.066 |
2.7% |
2.495 |
| Low |
2.271 |
2.377 |
0.106 |
4.7% |
2.239 |
| Close |
2.382 |
2.472 |
0.090 |
3.8% |
2.472 |
| Range |
0.158 |
0.118 |
-0.040 |
-25.3% |
0.256 |
| ATR |
0.114 |
0.114 |
0.000 |
0.3% |
0.000 |
| Volume |
214,462 |
163,907 |
-50,555 |
-23.6% |
803,808 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.802 |
2.755 |
2.537 |
|
| R3 |
2.684 |
2.637 |
2.504 |
|
| R2 |
2.566 |
2.566 |
2.494 |
|
| R1 |
2.519 |
2.519 |
2.483 |
2.543 |
| PP |
2.448 |
2.448 |
2.448 |
2.460 |
| S1 |
2.401 |
2.401 |
2.461 |
2.425 |
| S2 |
2.330 |
2.330 |
2.450 |
|
| S3 |
2.212 |
2.283 |
2.440 |
|
| S4 |
2.094 |
2.165 |
2.407 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.170 |
3.077 |
2.613 |
|
| R3 |
2.914 |
2.821 |
2.542 |
|
| R2 |
2.658 |
2.658 |
2.519 |
|
| R1 |
2.565 |
2.565 |
2.495 |
2.612 |
| PP |
2.402 |
2.402 |
2.402 |
2.425 |
| S1 |
2.309 |
2.309 |
2.449 |
2.356 |
| S2 |
2.146 |
2.146 |
2.425 |
|
| S3 |
1.890 |
2.053 |
2.402 |
|
| S4 |
1.634 |
1.797 |
2.331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.495 |
2.239 |
0.256 |
10.4% |
0.124 |
5.0% |
91% |
True |
False |
160,761 |
| 10 |
2.495 |
2.032 |
0.463 |
18.7% |
0.124 |
5.0% |
95% |
True |
False |
149,429 |
| 20 |
2.495 |
1.802 |
0.693 |
28.0% |
0.106 |
4.3% |
97% |
True |
False |
119,384 |
| 40 |
2.637 |
1.802 |
0.835 |
33.8% |
0.094 |
3.8% |
80% |
False |
False |
76,531 |
| 60 |
2.920 |
1.802 |
1.118 |
45.2% |
0.089 |
3.6% |
60% |
False |
False |
57,237 |
| 80 |
3.063 |
1.802 |
1.261 |
51.0% |
0.081 |
3.3% |
53% |
False |
False |
45,709 |
| 100 |
3.141 |
1.802 |
1.339 |
54.2% |
0.075 |
3.0% |
50% |
False |
False |
37,822 |
| 120 |
3.333 |
1.802 |
1.531 |
61.9% |
0.072 |
2.9% |
44% |
False |
False |
32,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.997 |
|
2.618 |
2.804 |
|
1.618 |
2.686 |
|
1.000 |
2.613 |
|
0.618 |
2.568 |
|
HIGH |
2.495 |
|
0.618 |
2.450 |
|
0.500 |
2.436 |
|
0.382 |
2.422 |
|
LOW |
2.377 |
|
0.618 |
2.304 |
|
1.000 |
2.259 |
|
1.618 |
2.186 |
|
2.618 |
2.068 |
|
4.250 |
1.876 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.460 |
2.437 |
| PP |
2.448 |
2.403 |
| S1 |
2.436 |
2.368 |
|