NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.295 |
2.182 |
-0.113 |
-4.9% |
2.447 |
| High |
2.319 |
2.195 |
-0.124 |
-5.3% |
2.484 |
| Low |
2.163 |
2.112 |
-0.051 |
-2.4% |
2.112 |
| Close |
2.180 |
2.127 |
-0.053 |
-2.4% |
2.127 |
| Range |
0.156 |
0.083 |
-0.073 |
-46.8% |
0.372 |
| ATR |
0.110 |
0.108 |
-0.002 |
-1.7% |
0.000 |
| Volume |
90,176 |
70,524 |
-19,652 |
-21.8% |
423,782 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.394 |
2.343 |
2.173 |
|
| R3 |
2.311 |
2.260 |
2.150 |
|
| R2 |
2.228 |
2.228 |
2.142 |
|
| R1 |
2.177 |
2.177 |
2.135 |
2.161 |
| PP |
2.145 |
2.145 |
2.145 |
2.137 |
| S1 |
2.094 |
2.094 |
2.119 |
2.078 |
| S2 |
2.062 |
2.062 |
2.112 |
|
| S3 |
1.979 |
2.011 |
2.104 |
|
| S4 |
1.896 |
1.928 |
2.081 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.114 |
2.332 |
|
| R3 |
2.985 |
2.742 |
2.229 |
|
| R2 |
2.613 |
2.613 |
2.195 |
|
| R1 |
2.370 |
2.370 |
2.161 |
2.306 |
| PP |
2.241 |
2.241 |
2.241 |
2.209 |
| S1 |
1.998 |
1.998 |
2.093 |
1.934 |
| S2 |
1.869 |
1.869 |
2.059 |
|
| S3 |
1.497 |
1.626 |
2.025 |
|
| S4 |
1.125 |
1.254 |
1.922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.484 |
2.112 |
0.372 |
17.5% |
0.109 |
5.1% |
4% |
False |
True |
84,756 |
| 10 |
2.493 |
2.112 |
0.381 |
17.9% |
0.110 |
5.2% |
4% |
False |
True |
78,206 |
| 20 |
2.493 |
1.910 |
0.583 |
27.4% |
0.106 |
5.0% |
37% |
False |
False |
65,416 |
| 40 |
2.605 |
1.910 |
0.695 |
32.7% |
0.091 |
4.3% |
31% |
False |
False |
55,877 |
| 60 |
2.806 |
1.910 |
0.896 |
42.1% |
0.089 |
4.2% |
24% |
False |
False |
47,531 |
| 80 |
2.956 |
1.910 |
1.046 |
49.2% |
0.080 |
3.8% |
21% |
False |
False |
40,547 |
| 100 |
3.062 |
1.910 |
1.152 |
54.2% |
0.073 |
3.4% |
19% |
False |
False |
34,390 |
| 120 |
3.238 |
1.910 |
1.328 |
62.4% |
0.070 |
3.3% |
16% |
False |
False |
29,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.548 |
|
2.618 |
2.412 |
|
1.618 |
2.329 |
|
1.000 |
2.278 |
|
0.618 |
2.246 |
|
HIGH |
2.195 |
|
0.618 |
2.163 |
|
0.500 |
2.154 |
|
0.382 |
2.144 |
|
LOW |
2.112 |
|
0.618 |
2.061 |
|
1.000 |
2.029 |
|
1.618 |
1.978 |
|
2.618 |
1.895 |
|
4.250 |
1.759 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.154 |
2.218 |
| PP |
2.145 |
2.188 |
| S1 |
2.136 |
2.157 |
|