NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.370 |
2.316 |
-0.054 |
-2.3% |
2.217 |
| High |
2.385 |
2.436 |
0.051 |
2.1% |
2.414 |
| Low |
2.271 |
2.296 |
0.025 |
1.1% |
2.169 |
| Close |
2.289 |
2.394 |
0.105 |
4.6% |
2.363 |
| Range |
0.114 |
0.140 |
0.026 |
22.8% |
0.245 |
| ATR |
0.102 |
0.105 |
0.003 |
3.2% |
0.000 |
| Volume |
76,495 |
85,902 |
9,407 |
12.3% |
226,993 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.795 |
2.735 |
2.471 |
|
| R3 |
2.655 |
2.595 |
2.433 |
|
| R2 |
2.515 |
2.515 |
2.420 |
|
| R1 |
2.455 |
2.455 |
2.407 |
2.485 |
| PP |
2.375 |
2.375 |
2.375 |
2.391 |
| S1 |
2.315 |
2.315 |
2.381 |
2.345 |
| S2 |
2.235 |
2.235 |
2.368 |
|
| S3 |
2.095 |
2.175 |
2.356 |
|
| S4 |
1.955 |
2.035 |
2.317 |
|
|
| 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 |
2.436 |
2.271 |
0.165 |
6.9% |
0.110 |
4.6% |
75% |
True |
False |
62,134 |
| 10 |
2.436 |
2.013 |
0.423 |
17.7% |
0.112 |
4.7% |
90% |
True |
False |
55,067 |
| 20 |
2.436 |
1.910 |
0.526 |
22.0% |
0.095 |
4.0% |
92% |
True |
False |
58,166 |
| 40 |
2.631 |
1.910 |
0.721 |
30.1% |
0.086 |
3.6% |
67% |
False |
False |
47,849 |
| 60 |
2.887 |
1.910 |
0.977 |
40.8% |
0.082 |
3.4% |
50% |
False |
False |
40,994 |
| 80 |
3.062 |
1.910 |
1.152 |
48.1% |
0.075 |
3.1% |
42% |
False |
False |
34,767 |
| 100 |
3.131 |
1.910 |
1.221 |
51.0% |
0.070 |
2.9% |
40% |
False |
False |
29,631 |
| 120 |
3.290 |
1.910 |
1.380 |
57.6% |
0.068 |
2.8% |
35% |
False |
False |
25,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.031 |
|
2.618 |
2.803 |
|
1.618 |
2.663 |
|
1.000 |
2.576 |
|
0.618 |
2.523 |
|
HIGH |
2.436 |
|
0.618 |
2.383 |
|
0.500 |
2.366 |
|
0.382 |
2.349 |
|
LOW |
2.296 |
|
0.618 |
2.209 |
|
1.000 |
2.156 |
|
1.618 |
2.069 |
|
2.618 |
1.929 |
|
4.250 |
1.701 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.385 |
2.381 |
| PP |
2.375 |
2.367 |
| S1 |
2.366 |
2.354 |
|