NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.443 |
2.468 |
0.025 |
1.0% |
2.413 |
| High |
2.512 |
2.511 |
-0.001 |
0.0% |
2.512 |
| Low |
2.427 |
2.392 |
-0.035 |
-1.4% |
2.309 |
| Close |
2.497 |
2.425 |
-0.072 |
-2.9% |
2.497 |
| Range |
0.085 |
0.119 |
0.034 |
40.0% |
0.203 |
| ATR |
0.088 |
0.090 |
0.002 |
2.6% |
0.000 |
| Volume |
41,719 |
38,900 |
-2,819 |
-6.8% |
217,527 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.800 |
2.731 |
2.490 |
|
| R3 |
2.681 |
2.612 |
2.458 |
|
| R2 |
2.562 |
2.562 |
2.447 |
|
| R1 |
2.493 |
2.493 |
2.436 |
2.468 |
| PP |
2.443 |
2.443 |
2.443 |
2.430 |
| S1 |
2.374 |
2.374 |
2.414 |
2.349 |
| S2 |
2.324 |
2.324 |
2.403 |
|
| S3 |
2.205 |
2.255 |
2.392 |
|
| S4 |
2.086 |
2.136 |
2.360 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.048 |
2.976 |
2.609 |
|
| R3 |
2.845 |
2.773 |
2.553 |
|
| R2 |
2.642 |
2.642 |
2.534 |
|
| R1 |
2.570 |
2.570 |
2.516 |
2.606 |
| PP |
2.439 |
2.439 |
2.439 |
2.458 |
| S1 |
2.367 |
2.367 |
2.478 |
2.403 |
| S2 |
2.236 |
2.236 |
2.460 |
|
| S3 |
2.033 |
2.164 |
2.441 |
|
| S4 |
1.830 |
1.961 |
2.385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.512 |
2.321 |
0.191 |
7.9% |
0.096 |
4.0% |
54% |
False |
False |
43,401 |
| 10 |
2.512 |
2.220 |
0.292 |
12.0% |
0.099 |
4.1% |
70% |
False |
False |
41,020 |
| 20 |
2.512 |
2.017 |
0.495 |
20.4% |
0.083 |
3.4% |
82% |
False |
False |
37,977 |
| 40 |
2.581 |
2.017 |
0.564 |
23.3% |
0.074 |
3.1% |
72% |
False |
False |
33,387 |
| 60 |
2.746 |
2.017 |
0.729 |
30.1% |
0.071 |
2.9% |
56% |
False |
False |
29,949 |
| 80 |
2.839 |
2.017 |
0.822 |
33.9% |
0.065 |
2.7% |
50% |
False |
False |
25,712 |
| 100 |
2.948 |
2.017 |
0.931 |
38.4% |
0.060 |
2.5% |
44% |
False |
False |
22,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.017 |
|
2.618 |
2.823 |
|
1.618 |
2.704 |
|
1.000 |
2.630 |
|
0.618 |
2.585 |
|
HIGH |
2.511 |
|
0.618 |
2.466 |
|
0.500 |
2.452 |
|
0.382 |
2.437 |
|
LOW |
2.392 |
|
0.618 |
2.318 |
|
1.000 |
2.273 |
|
1.618 |
2.199 |
|
2.618 |
2.080 |
|
4.250 |
1.886 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.452 |
2.433 |
| PP |
2.443 |
2.430 |
| S1 |
2.434 |
2.428 |
|