NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.468 |
2.404 |
-0.064 |
-2.6% |
2.413 |
| High |
2.511 |
2.404 |
-0.107 |
-4.3% |
2.512 |
| Low |
2.392 |
2.309 |
-0.083 |
-3.5% |
2.309 |
| Close |
2.425 |
2.320 |
-0.105 |
-4.3% |
2.497 |
| Range |
0.119 |
0.095 |
-0.024 |
-20.2% |
0.203 |
| ATR |
0.090 |
0.092 |
0.002 |
2.1% |
0.000 |
| Volume |
38,900 |
45,119 |
6,219 |
16.0% |
217,527 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.629 |
2.570 |
2.372 |
|
| R3 |
2.534 |
2.475 |
2.346 |
|
| R2 |
2.439 |
2.439 |
2.337 |
|
| R1 |
2.380 |
2.380 |
2.329 |
2.362 |
| PP |
2.344 |
2.344 |
2.344 |
2.336 |
| S1 |
2.285 |
2.285 |
2.311 |
2.267 |
| S2 |
2.249 |
2.249 |
2.303 |
|
| S3 |
2.154 |
2.190 |
2.294 |
|
| S4 |
2.059 |
2.095 |
2.268 |
|
|
| 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 |
2.309 |
0.203 |
8.8% |
0.100 |
4.3% |
5% |
False |
True |
45,069 |
| 10 |
2.512 |
2.276 |
0.236 |
10.2% |
0.095 |
4.1% |
19% |
False |
False |
41,947 |
| 20 |
2.512 |
2.017 |
0.495 |
21.3% |
0.086 |
3.7% |
61% |
False |
False |
38,109 |
| 40 |
2.581 |
2.017 |
0.564 |
24.3% |
0.075 |
3.2% |
54% |
False |
False |
33,914 |
| 60 |
2.691 |
2.017 |
0.674 |
29.1% |
0.072 |
3.1% |
45% |
False |
False |
30,261 |
| 80 |
2.833 |
2.017 |
0.816 |
35.2% |
0.065 |
2.8% |
37% |
False |
False |
26,209 |
| 100 |
2.948 |
2.017 |
0.931 |
40.1% |
0.061 |
2.6% |
33% |
False |
False |
22,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.808 |
|
2.618 |
2.653 |
|
1.618 |
2.558 |
|
1.000 |
2.499 |
|
0.618 |
2.463 |
|
HIGH |
2.404 |
|
0.618 |
2.368 |
|
0.500 |
2.357 |
|
0.382 |
2.345 |
|
LOW |
2.309 |
|
0.618 |
2.250 |
|
1.000 |
2.214 |
|
1.618 |
2.155 |
|
2.618 |
2.060 |
|
4.250 |
1.905 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.357 |
2.411 |
| PP |
2.344 |
2.380 |
| S1 |
2.332 |
2.350 |
|