NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.140 |
2.147 |
0.007 |
0.3% |
2.091 |
| High |
2.192 |
2.172 |
-0.020 |
-0.9% |
2.199 |
| Low |
2.093 |
2.112 |
0.019 |
0.9% |
2.080 |
| Close |
2.139 |
2.141 |
0.002 |
0.1% |
2.141 |
| Range |
0.099 |
0.060 |
-0.039 |
-39.4% |
0.119 |
| ATR |
0.105 |
0.102 |
-0.003 |
-3.1% |
0.000 |
| Volume |
118,210 |
80,493 |
-37,717 |
-31.9% |
360,313 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.322 |
2.291 |
2.174 |
|
| R3 |
2.262 |
2.231 |
2.158 |
|
| R2 |
2.202 |
2.202 |
2.152 |
|
| R1 |
2.171 |
2.171 |
2.147 |
2.157 |
| PP |
2.142 |
2.142 |
2.142 |
2.134 |
| S1 |
2.111 |
2.111 |
2.136 |
2.097 |
| S2 |
2.082 |
2.082 |
2.130 |
|
| S3 |
2.022 |
2.051 |
2.125 |
|
| S4 |
1.962 |
1.991 |
2.108 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.497 |
2.438 |
2.206 |
|
| R3 |
2.378 |
2.319 |
2.174 |
|
| R2 |
2.259 |
2.259 |
2.163 |
|
| R1 |
2.200 |
2.200 |
2.152 |
2.230 |
| PP |
2.140 |
2.140 |
2.140 |
2.155 |
| S1 |
2.081 |
2.081 |
2.130 |
2.111 |
| S2 |
2.021 |
2.021 |
2.119 |
|
| S3 |
1.902 |
1.962 |
2.108 |
|
| S4 |
1.783 |
1.843 |
2.076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.199 |
2.080 |
0.119 |
5.6% |
0.087 |
4.0% |
51% |
False |
False |
86,167 |
| 10 |
2.493 |
2.080 |
0.413 |
19.3% |
0.100 |
4.7% |
15% |
False |
False |
88,004 |
| 20 |
2.493 |
2.013 |
0.480 |
22.4% |
0.106 |
5.0% |
27% |
False |
False |
71,535 |
| 40 |
2.493 |
1.910 |
0.583 |
27.2% |
0.089 |
4.2% |
40% |
False |
False |
61,901 |
| 60 |
2.631 |
1.910 |
0.721 |
33.7% |
0.089 |
4.2% |
32% |
False |
False |
51,669 |
| 80 |
2.927 |
1.910 |
1.017 |
47.5% |
0.081 |
3.8% |
23% |
False |
False |
44,309 |
| 100 |
3.062 |
1.910 |
1.152 |
53.8% |
0.075 |
3.5% |
20% |
False |
False |
37,742 |
| 120 |
3.238 |
1.910 |
1.328 |
62.0% |
0.071 |
3.3% |
17% |
False |
False |
32,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.427 |
|
2.618 |
2.329 |
|
1.618 |
2.269 |
|
1.000 |
2.232 |
|
0.618 |
2.209 |
|
HIGH |
2.172 |
|
0.618 |
2.149 |
|
0.500 |
2.142 |
|
0.382 |
2.135 |
|
LOW |
2.112 |
|
0.618 |
2.075 |
|
1.000 |
2.052 |
|
1.618 |
2.015 |
|
2.618 |
1.955 |
|
4.250 |
1.857 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.142 |
2.140 |
| PP |
2.142 |
2.138 |
| S1 |
2.141 |
2.137 |
|