NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.162 |
2.144 |
-0.018 |
-0.8% |
2.091 |
| High |
2.171 |
2.216 |
0.045 |
2.1% |
2.199 |
| Low |
2.082 |
2.115 |
0.033 |
1.6% |
2.080 |
| Close |
2.155 |
2.158 |
0.003 |
0.1% |
2.141 |
| Range |
0.089 |
0.101 |
0.012 |
13.5% |
0.119 |
| ATR |
0.101 |
0.101 |
0.000 |
0.0% |
0.000 |
| Volume |
117,845 |
146,161 |
28,316 |
24.0% |
360,313 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.466 |
2.413 |
2.214 |
|
| R3 |
2.365 |
2.312 |
2.186 |
|
| R2 |
2.264 |
2.264 |
2.177 |
|
| R1 |
2.211 |
2.211 |
2.167 |
2.238 |
| PP |
2.163 |
2.163 |
2.163 |
2.176 |
| S1 |
2.110 |
2.110 |
2.149 |
2.137 |
| S2 |
2.062 |
2.062 |
2.139 |
|
| S3 |
1.961 |
2.009 |
2.130 |
|
| S4 |
1.860 |
1.908 |
2.102 |
|
|
| 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 |
2.216 |
2.082 |
0.134 |
6.2% |
0.084 |
3.9% |
57% |
True |
False |
106,838 |
| 10 |
2.364 |
2.080 |
0.284 |
13.2% |
0.095 |
4.4% |
27% |
False |
False |
96,041 |
| 20 |
2.493 |
2.080 |
0.413 |
19.1% |
0.106 |
4.9% |
19% |
False |
False |
81,668 |
| 40 |
2.493 |
1.910 |
0.583 |
27.0% |
0.090 |
4.2% |
43% |
False |
False |
67,011 |
| 60 |
2.631 |
1.910 |
0.721 |
33.4% |
0.089 |
4.1% |
34% |
False |
False |
55,045 |
| 80 |
2.887 |
1.910 |
0.977 |
45.3% |
0.082 |
3.8% |
25% |
False |
False |
47,127 |
| 100 |
3.062 |
1.910 |
1.152 |
53.4% |
0.076 |
3.5% |
22% |
False |
False |
40,211 |
| 120 |
3.238 |
1.910 |
1.328 |
61.5% |
0.072 |
3.3% |
19% |
False |
False |
34,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.645 |
|
2.618 |
2.480 |
|
1.618 |
2.379 |
|
1.000 |
2.317 |
|
0.618 |
2.278 |
|
HIGH |
2.216 |
|
0.618 |
2.177 |
|
0.500 |
2.166 |
|
0.382 |
2.154 |
|
LOW |
2.115 |
|
0.618 |
2.053 |
|
1.000 |
2.014 |
|
1.618 |
1.952 |
|
2.618 |
1.851 |
|
4.250 |
1.686 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.166 |
2.155 |
| PP |
2.163 |
2.152 |
| S1 |
2.161 |
2.149 |
|