NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.407 |
2.447 |
0.040 |
1.7% |
2.389 |
| High |
2.493 |
2.484 |
-0.009 |
-0.4% |
2.493 |
| Low |
2.390 |
2.351 |
-0.039 |
-1.6% |
2.271 |
| Close |
2.471 |
2.389 |
-0.082 |
-3.3% |
2.471 |
| Range |
0.103 |
0.133 |
0.030 |
29.1% |
0.222 |
| ATR |
0.105 |
0.107 |
0.002 |
1.9% |
0.000 |
| Volume |
95,945 |
87,687 |
-8,258 |
-8.6% |
358,278 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.807 |
2.731 |
2.462 |
|
| R3 |
2.674 |
2.598 |
2.426 |
|
| R2 |
2.541 |
2.541 |
2.413 |
|
| R1 |
2.465 |
2.465 |
2.401 |
2.437 |
| PP |
2.408 |
2.408 |
2.408 |
2.394 |
| S1 |
2.332 |
2.332 |
2.377 |
2.304 |
| S2 |
2.275 |
2.275 |
2.365 |
|
| S3 |
2.142 |
2.199 |
2.352 |
|
| S4 |
2.009 |
2.066 |
2.316 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.078 |
2.996 |
2.593 |
|
| R3 |
2.856 |
2.774 |
2.532 |
|
| R2 |
2.634 |
2.634 |
2.512 |
|
| R1 |
2.552 |
2.552 |
2.491 |
2.593 |
| PP |
2.412 |
2.412 |
2.412 |
2.432 |
| S1 |
2.330 |
2.330 |
2.451 |
2.371 |
| S2 |
2.190 |
2.190 |
2.430 |
|
| S3 |
1.968 |
2.108 |
2.410 |
|
| S4 |
1.746 |
1.886 |
2.349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.493 |
2.271 |
0.222 |
9.3% |
0.115 |
4.8% |
53% |
False |
False |
78,910 |
| 10 |
2.493 |
2.169 |
0.324 |
13.6% |
0.118 |
4.9% |
68% |
False |
False |
67,295 |
| 20 |
2.493 |
1.910 |
0.583 |
24.4% |
0.099 |
4.2% |
82% |
False |
False |
59,964 |
| 40 |
2.631 |
1.910 |
0.721 |
30.2% |
0.088 |
3.7% |
66% |
False |
False |
50,456 |
| 60 |
2.887 |
1.910 |
0.977 |
40.9% |
0.085 |
3.6% |
49% |
False |
False |
43,398 |
| 80 |
2.976 |
1.910 |
1.066 |
44.6% |
0.077 |
3.2% |
45% |
False |
False |
36,807 |
| 100 |
3.099 |
1.910 |
1.189 |
49.8% |
0.071 |
3.0% |
40% |
False |
False |
31,300 |
| 120 |
3.290 |
1.910 |
1.380 |
57.8% |
0.069 |
2.9% |
35% |
False |
False |
27,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.049 |
|
2.618 |
2.832 |
|
1.618 |
2.699 |
|
1.000 |
2.617 |
|
0.618 |
2.566 |
|
HIGH |
2.484 |
|
0.618 |
2.433 |
|
0.500 |
2.418 |
|
0.382 |
2.402 |
|
LOW |
2.351 |
|
0.618 |
2.269 |
|
1.000 |
2.218 |
|
1.618 |
2.136 |
|
2.618 |
2.003 |
|
4.250 |
1.786 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.418 |
2.395 |
| PP |
2.408 |
2.393 |
| S1 |
2.399 |
2.391 |
|