NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.144 |
2.177 |
0.033 |
1.5% |
2.055 |
| High |
2.219 |
2.241 |
0.022 |
1.0% |
2.189 |
| Low |
2.128 |
2.161 |
0.033 |
1.6% |
2.044 |
| Close |
2.180 |
2.189 |
0.009 |
0.4% |
2.139 |
| Range |
0.091 |
0.080 |
-0.011 |
-12.1% |
0.145 |
| ATR |
0.106 |
0.104 |
-0.002 |
-1.8% |
0.000 |
| Volume |
47,007 |
10,710 |
-36,297 |
-77.2% |
492,902 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.437 |
2.393 |
2.233 |
|
| R3 |
2.357 |
2.313 |
2.211 |
|
| R2 |
2.277 |
2.277 |
2.204 |
|
| R1 |
2.233 |
2.233 |
2.196 |
2.255 |
| PP |
2.197 |
2.197 |
2.197 |
2.208 |
| S1 |
2.153 |
2.153 |
2.182 |
2.175 |
| S2 |
2.117 |
2.117 |
2.174 |
|
| S3 |
2.037 |
2.073 |
2.167 |
|
| S4 |
1.957 |
1.993 |
2.145 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.559 |
2.494 |
2.219 |
|
| R3 |
2.414 |
2.349 |
2.179 |
|
| R2 |
2.269 |
2.269 |
2.166 |
|
| R1 |
2.204 |
2.204 |
2.152 |
2.237 |
| PP |
2.124 |
2.124 |
2.124 |
2.140 |
| S1 |
2.059 |
2.059 |
2.126 |
2.092 |
| S2 |
1.979 |
1.979 |
2.112 |
|
| S3 |
1.834 |
1.914 |
2.099 |
|
| S4 |
1.689 |
1.769 |
2.059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.241 |
2.080 |
0.161 |
7.4% |
0.086 |
3.9% |
68% |
True |
False |
74,240 |
| 10 |
2.323 |
2.044 |
0.279 |
12.7% |
0.094 |
4.3% |
52% |
False |
False |
100,868 |
| 20 |
2.495 |
2.044 |
0.451 |
20.6% |
0.110 |
5.0% |
32% |
False |
False |
128,305 |
| 40 |
2.495 |
1.802 |
0.693 |
31.7% |
0.097 |
4.4% |
56% |
False |
False |
102,163 |
| 60 |
2.637 |
1.802 |
0.835 |
38.1% |
0.093 |
4.3% |
46% |
False |
False |
75,988 |
| 80 |
2.920 |
1.802 |
1.118 |
51.1% |
0.086 |
4.0% |
35% |
False |
False |
60,591 |
| 100 |
3.097 |
1.802 |
1.295 |
59.2% |
0.081 |
3.7% |
30% |
False |
False |
50,392 |
| 120 |
3.282 |
1.802 |
1.480 |
67.6% |
0.076 |
3.5% |
26% |
False |
False |
42,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.581 |
|
2.618 |
2.450 |
|
1.618 |
2.370 |
|
1.000 |
2.321 |
|
0.618 |
2.290 |
|
HIGH |
2.241 |
|
0.618 |
2.210 |
|
0.500 |
2.201 |
|
0.382 |
2.192 |
|
LOW |
2.161 |
|
0.618 |
2.112 |
|
1.000 |
2.081 |
|
1.618 |
2.032 |
|
2.618 |
1.952 |
|
4.250 |
1.821 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.201 |
2.180 |
| PP |
2.197 |
2.170 |
| S1 |
2.193 |
2.161 |
|