NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.317 |
2.370 |
0.053 |
2.3% |
2.217 |
| High |
2.368 |
2.385 |
0.017 |
0.7% |
2.414 |
| Low |
2.281 |
2.271 |
-0.010 |
-0.4% |
2.169 |
| Close |
2.346 |
2.289 |
-0.057 |
-2.4% |
2.363 |
| Range |
0.087 |
0.114 |
0.027 |
31.0% |
0.245 |
| ATR |
0.101 |
0.102 |
0.001 |
0.9% |
0.000 |
| Volume |
48,523 |
76,495 |
27,972 |
57.6% |
226,993 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.657 |
2.587 |
2.352 |
|
| R3 |
2.543 |
2.473 |
2.320 |
|
| R2 |
2.429 |
2.429 |
2.310 |
|
| R1 |
2.359 |
2.359 |
2.299 |
2.337 |
| PP |
2.315 |
2.315 |
2.315 |
2.304 |
| S1 |
2.245 |
2.245 |
2.279 |
2.223 |
| S2 |
2.201 |
2.201 |
2.268 |
|
| S3 |
2.087 |
2.131 |
2.258 |
|
| S4 |
1.973 |
2.017 |
2.226 |
|
|
| 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 |
2.402 |
2.228 |
0.174 |
7.6% |
0.109 |
4.8% |
35% |
False |
False |
55,119 |
| 10 |
2.414 |
2.013 |
0.401 |
17.5% |
0.105 |
4.6% |
69% |
False |
False |
49,748 |
| 20 |
2.414 |
1.910 |
0.504 |
22.0% |
0.091 |
4.0% |
75% |
False |
False |
57,392 |
| 40 |
2.631 |
1.910 |
0.721 |
31.5% |
0.085 |
3.7% |
53% |
False |
False |
46,396 |
| 60 |
2.887 |
1.910 |
0.977 |
42.7% |
0.081 |
3.5% |
39% |
False |
False |
39,871 |
| 80 |
3.062 |
1.910 |
1.152 |
50.3% |
0.074 |
3.2% |
33% |
False |
False |
33,891 |
| 100 |
3.166 |
1.910 |
1.256 |
54.9% |
0.069 |
3.0% |
30% |
False |
False |
28,807 |
| 120 |
3.290 |
1.910 |
1.380 |
60.3% |
0.067 |
2.9% |
27% |
False |
False |
25,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.870 |
|
2.618 |
2.683 |
|
1.618 |
2.569 |
|
1.000 |
2.499 |
|
0.618 |
2.455 |
|
HIGH |
2.385 |
|
0.618 |
2.341 |
|
0.500 |
2.328 |
|
0.382 |
2.315 |
|
LOW |
2.271 |
|
0.618 |
2.201 |
|
1.000 |
2.157 |
|
1.618 |
2.087 |
|
2.618 |
1.973 |
|
4.250 |
1.787 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.328 |
2.332 |
| PP |
2.315 |
2.318 |
| S1 |
2.302 |
2.303 |
|