NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.389 |
2.317 |
-0.072 |
-3.0% |
2.217 |
| High |
2.393 |
2.368 |
-0.025 |
-1.0% |
2.414 |
| Low |
2.277 |
2.281 |
0.004 |
0.2% |
2.169 |
| Close |
2.350 |
2.346 |
-0.004 |
-0.2% |
2.363 |
| Range |
0.116 |
0.087 |
-0.029 |
-25.0% |
0.245 |
| ATR |
0.102 |
0.101 |
-0.001 |
-1.0% |
0.000 |
| Volume |
51,413 |
48,523 |
-2,890 |
-5.6% |
226,993 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.593 |
2.556 |
2.394 |
|
| R3 |
2.506 |
2.469 |
2.370 |
|
| R2 |
2.419 |
2.419 |
2.362 |
|
| R1 |
2.382 |
2.382 |
2.354 |
2.401 |
| PP |
2.332 |
2.332 |
2.332 |
2.341 |
| S1 |
2.295 |
2.295 |
2.338 |
2.314 |
| S2 |
2.245 |
2.245 |
2.330 |
|
| S3 |
2.158 |
2.208 |
2.322 |
|
| S4 |
2.071 |
2.121 |
2.298 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.050 |
2.952 |
2.498 |
|
| R3 |
2.805 |
2.707 |
2.430 |
|
| R2 |
2.560 |
2.560 |
2.408 |
|
| R1 |
2.462 |
2.462 |
2.385 |
2.511 |
| PP |
2.315 |
2.315 |
2.315 |
2.340 |
| S1 |
2.217 |
2.217 |
2.341 |
2.266 |
| S2 |
2.070 |
2.070 |
2.318 |
|
| S3 |
1.825 |
1.972 |
2.296 |
|
| S4 |
1.580 |
1.727 |
2.228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.414 |
2.228 |
0.186 |
7.9% |
0.108 |
4.6% |
63% |
False |
False |
53,123 |
| 10 |
2.414 |
1.973 |
0.441 |
18.8% |
0.106 |
4.5% |
85% |
False |
False |
48,225 |
| 20 |
2.414 |
1.910 |
0.504 |
21.5% |
0.090 |
3.8% |
87% |
False |
False |
57,539 |
| 40 |
2.631 |
1.910 |
0.721 |
30.7% |
0.084 |
3.6% |
60% |
False |
False |
45,340 |
| 60 |
2.887 |
1.910 |
0.977 |
41.6% |
0.080 |
3.4% |
45% |
False |
False |
38,905 |
| 80 |
3.062 |
1.910 |
1.152 |
49.1% |
0.073 |
3.1% |
38% |
False |
False |
33,051 |
| 100 |
3.238 |
1.910 |
1.328 |
56.6% |
0.069 |
2.9% |
33% |
False |
False |
28,151 |
| 120 |
3.290 |
1.910 |
1.380 |
58.8% |
0.067 |
2.8% |
32% |
False |
False |
24,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.738 |
|
2.618 |
2.596 |
|
1.618 |
2.509 |
|
1.000 |
2.455 |
|
0.618 |
2.422 |
|
HIGH |
2.368 |
|
0.618 |
2.335 |
|
0.500 |
2.325 |
|
0.382 |
2.314 |
|
LOW |
2.281 |
|
0.618 |
2.227 |
|
1.000 |
2.194 |
|
1.618 |
2.140 |
|
2.618 |
2.053 |
|
4.250 |
1.911 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.339 |
2.344 |
| PP |
2.332 |
2.342 |
| S1 |
2.325 |
2.340 |
|