NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.263 |
2.274 |
0.011 |
0.5% |
2.366 |
| High |
2.323 |
2.294 |
-0.029 |
-1.2% |
2.495 |
| Low |
2.256 |
2.126 |
-0.130 |
-5.8% |
2.239 |
| Close |
2.269 |
2.139 |
-0.130 |
-5.7% |
2.472 |
| Range |
0.067 |
0.168 |
0.101 |
150.7% |
0.256 |
| ATR |
0.114 |
0.118 |
0.004 |
3.4% |
0.000 |
| Volume |
137,810 |
156,658 |
18,848 |
13.7% |
803,808 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.690 |
2.583 |
2.231 |
|
| R3 |
2.522 |
2.415 |
2.185 |
|
| R2 |
2.354 |
2.354 |
2.170 |
|
| R1 |
2.247 |
2.247 |
2.154 |
2.217 |
| PP |
2.186 |
2.186 |
2.186 |
2.171 |
| S1 |
2.079 |
2.079 |
2.124 |
2.049 |
| S2 |
2.018 |
2.018 |
2.108 |
|
| S3 |
1.850 |
1.911 |
2.093 |
|
| S4 |
1.682 |
1.743 |
2.047 |
|
|
| 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 |
2.126 |
0.369 |
17.3% |
0.121 |
5.6% |
4% |
False |
True |
152,564 |
| 10 |
2.495 |
2.126 |
0.369 |
17.3% |
0.122 |
5.7% |
4% |
False |
True |
154,738 |
| 20 |
2.495 |
1.802 |
0.693 |
32.4% |
0.116 |
5.4% |
49% |
False |
False |
134,046 |
| 40 |
2.605 |
1.802 |
0.803 |
37.5% |
0.099 |
4.6% |
42% |
False |
False |
88,650 |
| 60 |
2.851 |
1.802 |
1.049 |
49.0% |
0.093 |
4.3% |
32% |
False |
False |
66,411 |
| 80 |
2.989 |
1.802 |
1.187 |
55.5% |
0.084 |
3.9% |
28% |
False |
False |
52,825 |
| 100 |
3.097 |
1.802 |
1.295 |
60.5% |
0.077 |
3.6% |
26% |
False |
False |
43,622 |
| 120 |
3.282 |
1.802 |
1.480 |
69.2% |
0.074 |
3.5% |
23% |
False |
False |
37,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.008 |
|
2.618 |
2.734 |
|
1.618 |
2.566 |
|
1.000 |
2.462 |
|
0.618 |
2.398 |
|
HIGH |
2.294 |
|
0.618 |
2.230 |
|
0.500 |
2.210 |
|
0.382 |
2.190 |
|
LOW |
2.126 |
|
0.618 |
2.022 |
|
1.000 |
1.958 |
|
1.618 |
1.854 |
|
2.618 |
1.686 |
|
4.250 |
1.412 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.210 |
2.246 |
| PP |
2.186 |
2.210 |
| S1 |
2.163 |
2.175 |
|