NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.144 |
2.055 |
-0.089 |
-4.2% |
2.446 |
| High |
2.153 |
2.170 |
0.017 |
0.8% |
2.480 |
| Low |
2.086 |
2.044 |
-0.042 |
-2.0% |
2.086 |
| Close |
2.100 |
2.091 |
-0.009 |
-0.4% |
2.100 |
| Range |
0.067 |
0.126 |
0.059 |
88.1% |
0.394 |
| ATR |
0.114 |
0.115 |
0.001 |
0.7% |
0.000 |
| Volume |
103,815 |
133,091 |
29,276 |
28.2% |
702,728 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.480 |
2.411 |
2.160 |
|
| R3 |
2.354 |
2.285 |
2.126 |
|
| R2 |
2.228 |
2.228 |
2.114 |
|
| R1 |
2.159 |
2.159 |
2.103 |
2.194 |
| PP |
2.102 |
2.102 |
2.102 |
2.119 |
| S1 |
2.033 |
2.033 |
2.079 |
2.068 |
| S2 |
1.976 |
1.976 |
2.068 |
|
| S3 |
1.850 |
1.907 |
2.056 |
|
| S4 |
1.724 |
1.781 |
2.022 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.404 |
3.146 |
2.317 |
|
| R3 |
3.010 |
2.752 |
2.208 |
|
| R2 |
2.616 |
2.616 |
2.172 |
|
| R1 |
2.358 |
2.358 |
2.136 |
2.290 |
| PP |
2.222 |
2.222 |
2.222 |
2.188 |
| S1 |
1.964 |
1.964 |
2.064 |
1.896 |
| S2 |
1.828 |
1.828 |
2.028 |
|
| S3 |
1.434 |
1.570 |
1.992 |
|
| S4 |
1.040 |
1.176 |
1.883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.366 |
2.044 |
0.322 |
15.4% |
0.111 |
5.3% |
15% |
False |
True |
137,795 |
| 10 |
2.495 |
2.044 |
0.451 |
21.6% |
0.116 |
5.6% |
10% |
False |
True |
150,438 |
| 20 |
2.495 |
1.802 |
0.693 |
33.1% |
0.118 |
5.6% |
42% |
False |
False |
135,652 |
| 40 |
2.549 |
1.802 |
0.747 |
35.7% |
0.099 |
4.7% |
39% |
False |
False |
93,512 |
| 60 |
2.776 |
1.802 |
0.974 |
46.6% |
0.094 |
4.5% |
30% |
False |
False |
69,883 |
| 80 |
2.989 |
1.802 |
1.187 |
56.8% |
0.086 |
4.1% |
24% |
False |
False |
55,619 |
| 100 |
3.097 |
1.802 |
1.295 |
61.9% |
0.078 |
3.7% |
22% |
False |
False |
45,875 |
| 120 |
3.282 |
1.802 |
1.480 |
70.8% |
0.075 |
3.6% |
20% |
False |
False |
39,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.706 |
|
2.618 |
2.500 |
|
1.618 |
2.374 |
|
1.000 |
2.296 |
|
0.618 |
2.248 |
|
HIGH |
2.170 |
|
0.618 |
2.122 |
|
0.500 |
2.107 |
|
0.382 |
2.092 |
|
LOW |
2.044 |
|
0.618 |
1.966 |
|
1.000 |
1.918 |
|
1.618 |
1.840 |
|
2.618 |
1.714 |
|
4.250 |
1.509 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.107 |
2.169 |
| PP |
2.102 |
2.143 |
| S1 |
2.096 |
2.117 |
|