NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.144 |
2.154 |
0.010 |
0.5% |
2.091 |
| High |
2.216 |
2.210 |
-0.006 |
-0.3% |
2.199 |
| Low |
2.115 |
2.131 |
0.016 |
0.8% |
2.080 |
| Close |
2.158 |
2.157 |
-0.001 |
0.0% |
2.141 |
| Range |
0.101 |
0.079 |
-0.022 |
-21.8% |
0.119 |
| ATR |
0.101 |
0.100 |
-0.002 |
-1.6% |
0.000 |
| Volume |
146,161 |
131,832 |
-14,329 |
-9.8% |
360,313 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.403 |
2.359 |
2.200 |
|
| R3 |
2.324 |
2.280 |
2.179 |
|
| R2 |
2.245 |
2.245 |
2.171 |
|
| R1 |
2.201 |
2.201 |
2.164 |
2.223 |
| PP |
2.166 |
2.166 |
2.166 |
2.177 |
| S1 |
2.122 |
2.122 |
2.150 |
2.144 |
| S2 |
2.087 |
2.087 |
2.143 |
|
| S3 |
2.008 |
2.043 |
2.135 |
|
| S4 |
1.929 |
1.964 |
2.114 |
|
|
| 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% |
0.086 |
4.0% |
56% |
False |
False |
118,908 |
| 10 |
2.324 |
2.080 |
0.244 |
11.3% |
0.092 |
4.2% |
32% |
False |
False |
100,108 |
| 20 |
2.493 |
2.080 |
0.413 |
19.1% |
0.103 |
4.8% |
19% |
False |
False |
85,194 |
| 40 |
2.493 |
1.910 |
0.583 |
27.0% |
0.090 |
4.2% |
42% |
False |
False |
69,973 |
| 60 |
2.631 |
1.910 |
0.721 |
33.4% |
0.088 |
4.1% |
34% |
False |
False |
56,811 |
| 80 |
2.887 |
1.910 |
0.977 |
45.3% |
0.082 |
3.8% |
25% |
False |
False |
48,450 |
| 100 |
3.062 |
1.910 |
1.152 |
53.4% |
0.076 |
3.5% |
21% |
False |
False |
41,453 |
| 120 |
3.238 |
1.910 |
1.328 |
61.6% |
0.072 |
3.3% |
19% |
False |
False |
35,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.546 |
|
2.618 |
2.417 |
|
1.618 |
2.338 |
|
1.000 |
2.289 |
|
0.618 |
2.259 |
|
HIGH |
2.210 |
|
0.618 |
2.180 |
|
0.500 |
2.171 |
|
0.382 |
2.161 |
|
LOW |
2.131 |
|
0.618 |
2.082 |
|
1.000 |
2.052 |
|
1.618 |
2.003 |
|
2.618 |
1.924 |
|
4.250 |
1.795 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.171 |
2.154 |
| PP |
2.166 |
2.152 |
| S1 |
2.162 |
2.149 |
|