NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.145 |
2.224 |
0.079 |
3.7% |
2.162 |
| High |
2.231 |
2.315 |
0.084 |
3.8% |
2.315 |
| Low |
2.088 |
2.218 |
0.130 |
6.2% |
2.082 |
| Close |
2.182 |
2.298 |
0.116 |
5.3% |
2.298 |
| Range |
0.143 |
0.097 |
-0.046 |
-32.2% |
0.233 |
| ATR |
0.103 |
0.105 |
0.002 |
2.1% |
0.000 |
| Volume |
183,962 |
181,501 |
-2,461 |
-1.3% |
761,301 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.568 |
2.530 |
2.351 |
|
| R3 |
2.471 |
2.433 |
2.325 |
|
| R2 |
2.374 |
2.374 |
2.316 |
|
| R1 |
2.336 |
2.336 |
2.307 |
2.355 |
| PP |
2.277 |
2.277 |
2.277 |
2.287 |
| S1 |
2.239 |
2.239 |
2.289 |
2.258 |
| S2 |
2.180 |
2.180 |
2.280 |
|
| S3 |
2.083 |
2.142 |
2.271 |
|
| S4 |
1.986 |
2.045 |
2.245 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.931 |
2.847 |
2.426 |
|
| R3 |
2.698 |
2.614 |
2.362 |
|
| R2 |
2.465 |
2.465 |
2.341 |
|
| R1 |
2.381 |
2.381 |
2.319 |
2.423 |
| PP |
2.232 |
2.232 |
2.232 |
2.253 |
| S1 |
2.148 |
2.148 |
2.277 |
2.190 |
| S2 |
1.999 |
1.999 |
2.255 |
|
| S3 |
1.766 |
1.915 |
2.234 |
|
| S4 |
1.533 |
1.682 |
2.170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.315 |
2.082 |
0.233 |
10.1% |
0.102 |
4.4% |
93% |
True |
False |
152,260 |
| 10 |
2.315 |
2.080 |
0.235 |
10.2% |
0.094 |
4.1% |
93% |
True |
False |
119,213 |
| 20 |
2.493 |
2.080 |
0.413 |
18.0% |
0.103 |
4.5% |
53% |
False |
False |
97,600 |
| 40 |
2.493 |
1.910 |
0.583 |
25.4% |
0.093 |
4.0% |
67% |
False |
False |
77,286 |
| 60 |
2.631 |
1.910 |
0.721 |
31.4% |
0.089 |
3.9% |
54% |
False |
False |
61,757 |
| 80 |
2.887 |
1.910 |
0.977 |
42.5% |
0.084 |
3.6% |
40% |
False |
False |
52,530 |
| 100 |
3.062 |
1.910 |
1.152 |
50.1% |
0.078 |
3.4% |
34% |
False |
False |
44,828 |
| 120 |
3.238 |
1.910 |
1.328 |
57.8% |
0.073 |
3.2% |
29% |
False |
False |
38,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.727 |
|
2.618 |
2.569 |
|
1.618 |
2.472 |
|
1.000 |
2.412 |
|
0.618 |
2.375 |
|
HIGH |
2.315 |
|
0.618 |
2.278 |
|
0.500 |
2.267 |
|
0.382 |
2.255 |
|
LOW |
2.218 |
|
0.618 |
2.158 |
|
1.000 |
2.121 |
|
1.618 |
2.061 |
|
2.618 |
1.964 |
|
4.250 |
1.806 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.288 |
2.266 |
| PP |
2.277 |
2.234 |
| S1 |
2.267 |
2.202 |
|