NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.360 |
2.267 |
-0.093 |
-3.9% |
2.389 |
| High |
2.364 |
2.324 |
-0.040 |
-1.7% |
2.493 |
| Low |
2.249 |
2.267 |
0.018 |
0.8% |
2.271 |
| Close |
2.261 |
2.290 |
0.029 |
1.3% |
2.471 |
| Range |
0.115 |
0.057 |
-0.058 |
-50.4% |
0.222 |
| ATR |
0.109 |
0.106 |
-0.003 |
-3.0% |
0.000 |
| Volume |
91,164 |
84,231 |
-6,933 |
-7.6% |
358,278 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.465 |
2.434 |
2.321 |
|
| R3 |
2.408 |
2.377 |
2.306 |
|
| R2 |
2.351 |
2.351 |
2.300 |
|
| R1 |
2.320 |
2.320 |
2.295 |
2.336 |
| PP |
2.294 |
2.294 |
2.294 |
2.301 |
| S1 |
2.263 |
2.263 |
2.285 |
2.279 |
| S2 |
2.237 |
2.237 |
2.280 |
|
| S3 |
2.180 |
2.206 |
2.274 |
|
| S4 |
2.123 |
2.149 |
2.259 |
|
|
| 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 |
2.249 |
0.244 |
10.7% |
0.110 |
4.8% |
17% |
False |
False |
88,985 |
| 10 |
2.493 |
2.228 |
0.265 |
11.6% |
0.109 |
4.8% |
23% |
False |
False |
72,052 |
| 20 |
2.493 |
1.910 |
0.583 |
25.5% |
0.104 |
4.5% |
65% |
False |
False |
63,299 |
| 40 |
2.631 |
1.910 |
0.721 |
31.5% |
0.089 |
3.9% |
53% |
False |
False |
53,298 |
| 60 |
2.820 |
1.910 |
0.910 |
39.7% |
0.086 |
3.7% |
42% |
False |
False |
45,462 |
| 80 |
2.956 |
1.910 |
1.046 |
45.7% |
0.078 |
3.4% |
36% |
False |
False |
38,794 |
| 100 |
3.081 |
1.910 |
1.171 |
51.1% |
0.072 |
3.1% |
32% |
False |
False |
32,914 |
| 120 |
3.238 |
1.910 |
1.328 |
58.0% |
0.069 |
3.0% |
29% |
False |
False |
28,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.566 |
|
2.618 |
2.473 |
|
1.618 |
2.416 |
|
1.000 |
2.381 |
|
0.618 |
2.359 |
|
HIGH |
2.324 |
|
0.618 |
2.302 |
|
0.500 |
2.296 |
|
0.382 |
2.289 |
|
LOW |
2.267 |
|
0.618 |
2.232 |
|
1.000 |
2.210 |
|
1.618 |
2.175 |
|
2.618 |
2.118 |
|
4.250 |
2.025 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.296 |
2.367 |
| PP |
2.294 |
2.341 |
| S1 |
2.292 |
2.316 |
|