NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.446 |
2.362 |
-0.084 |
-3.4% |
2.366 |
| High |
2.480 |
2.366 |
-0.114 |
-4.6% |
2.495 |
| Low |
2.355 |
2.241 |
-0.114 |
-4.8% |
2.239 |
| Close |
2.396 |
2.257 |
-0.139 |
-5.8% |
2.472 |
| Range |
0.125 |
0.125 |
0.000 |
0.0% |
0.256 |
| ATR |
0.115 |
0.118 |
0.003 |
2.5% |
0.000 |
| Volume |
146,842 |
157,603 |
10,761 |
7.3% |
803,808 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.663 |
2.585 |
2.326 |
|
| R3 |
2.538 |
2.460 |
2.291 |
|
| R2 |
2.413 |
2.413 |
2.280 |
|
| R1 |
2.335 |
2.335 |
2.268 |
2.312 |
| PP |
2.288 |
2.288 |
2.288 |
2.276 |
| S1 |
2.210 |
2.210 |
2.246 |
2.187 |
| S2 |
2.163 |
2.163 |
2.234 |
|
| S3 |
2.038 |
2.085 |
2.223 |
|
| S4 |
1.913 |
1.960 |
2.188 |
|
|
| 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 |
2.241 |
0.254 |
11.3% |
0.129 |
5.7% |
6% |
False |
True |
169,818 |
| 10 |
2.495 |
2.188 |
0.307 |
13.6% |
0.126 |
5.6% |
22% |
False |
False |
155,742 |
| 20 |
2.495 |
1.802 |
0.693 |
30.7% |
0.112 |
5.0% |
66% |
False |
False |
126,874 |
| 40 |
2.637 |
1.802 |
0.835 |
37.0% |
0.097 |
4.3% |
54% |
False |
False |
82,556 |
| 60 |
2.851 |
1.802 |
1.049 |
46.5% |
0.090 |
4.0% |
43% |
False |
False |
61,786 |
| 80 |
3.004 |
1.802 |
1.202 |
53.3% |
0.082 |
3.6% |
38% |
False |
False |
49,325 |
| 100 |
3.141 |
1.802 |
1.339 |
59.3% |
0.076 |
3.4% |
34% |
False |
False |
40,787 |
| 120 |
3.333 |
1.802 |
1.531 |
67.8% |
0.073 |
3.2% |
30% |
False |
False |
34,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.897 |
|
2.618 |
2.693 |
|
1.618 |
2.568 |
|
1.000 |
2.491 |
|
0.618 |
2.443 |
|
HIGH |
2.366 |
|
0.618 |
2.318 |
|
0.500 |
2.304 |
|
0.382 |
2.289 |
|
LOW |
2.241 |
|
0.618 |
2.164 |
|
1.000 |
2.116 |
|
1.618 |
2.039 |
|
2.618 |
1.914 |
|
4.250 |
1.710 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.304 |
2.368 |
| PP |
2.288 |
2.331 |
| S1 |
2.273 |
2.294 |
|