NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.147 |
2.162 |
0.015 |
0.7% |
2.091 |
| High |
2.172 |
2.171 |
-0.001 |
0.0% |
2.199 |
| Low |
2.112 |
2.082 |
-0.030 |
-1.4% |
2.080 |
| Close |
2.141 |
2.155 |
0.014 |
0.7% |
2.141 |
| Range |
0.060 |
0.089 |
0.029 |
48.3% |
0.119 |
| ATR |
0.102 |
0.101 |
-0.001 |
-0.9% |
0.000 |
| Volume |
80,493 |
117,845 |
37,352 |
46.4% |
360,313 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.403 |
2.368 |
2.204 |
|
| R3 |
2.314 |
2.279 |
2.179 |
|
| R2 |
2.225 |
2.225 |
2.171 |
|
| R1 |
2.190 |
2.190 |
2.163 |
2.163 |
| PP |
2.136 |
2.136 |
2.136 |
2.123 |
| S1 |
2.101 |
2.101 |
2.147 |
2.074 |
| S2 |
2.047 |
2.047 |
2.139 |
|
| S3 |
1.958 |
2.012 |
2.131 |
|
| S4 |
1.869 |
1.923 |
2.106 |
|
|
| 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 |
5.5% |
0.088 |
4.1% |
63% |
False |
False |
95,631 |
| 10 |
2.484 |
2.080 |
0.404 |
18.7% |
0.098 |
4.6% |
19% |
False |
False |
90,194 |
| 20 |
2.493 |
2.080 |
0.413 |
19.2% |
0.105 |
4.9% |
18% |
False |
False |
75,463 |
| 40 |
2.493 |
1.910 |
0.583 |
27.1% |
0.090 |
4.2% |
42% |
False |
False |
64,086 |
| 60 |
2.631 |
1.910 |
0.721 |
33.5% |
0.089 |
4.1% |
34% |
False |
False |
53,247 |
| 80 |
2.887 |
1.910 |
0.977 |
45.3% |
0.082 |
3.8% |
25% |
False |
False |
45,555 |
| 100 |
3.062 |
1.910 |
1.152 |
53.5% |
0.075 |
3.5% |
21% |
False |
False |
38,841 |
| 120 |
3.238 |
1.910 |
1.328 |
61.6% |
0.071 |
3.3% |
18% |
False |
False |
33,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.549 |
|
2.618 |
2.404 |
|
1.618 |
2.315 |
|
1.000 |
2.260 |
|
0.618 |
2.226 |
|
HIGH |
2.171 |
|
0.618 |
2.137 |
|
0.500 |
2.127 |
|
0.382 |
2.116 |
|
LOW |
2.082 |
|
0.618 |
2.027 |
|
1.000 |
1.993 |
|
1.618 |
1.938 |
|
2.618 |
1.849 |
|
4.250 |
1.704 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.146 |
2.149 |
| PP |
2.136 |
2.143 |
| S1 |
2.127 |
2.137 |
|