NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.404 |
2.345 |
-0.059 |
-2.5% |
2.413 |
| High |
2.404 |
2.363 |
-0.041 |
-1.7% |
2.512 |
| Low |
2.309 |
2.324 |
0.015 |
0.6% |
2.309 |
| Close |
2.320 |
2.337 |
0.017 |
0.7% |
2.497 |
| Range |
0.095 |
0.039 |
-0.056 |
-58.9% |
0.203 |
| ATR |
0.092 |
0.088 |
-0.003 |
-3.8% |
0.000 |
| Volume |
45,119 |
39,434 |
-5,685 |
-12.6% |
217,527 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.458 |
2.437 |
2.358 |
|
| R3 |
2.419 |
2.398 |
2.348 |
|
| R2 |
2.380 |
2.380 |
2.344 |
|
| R1 |
2.359 |
2.359 |
2.341 |
2.350 |
| PP |
2.341 |
2.341 |
2.341 |
2.337 |
| S1 |
2.320 |
2.320 |
2.333 |
2.311 |
| S2 |
2.302 |
2.302 |
2.330 |
|
| S3 |
2.263 |
2.281 |
2.326 |
|
| S4 |
2.224 |
2.242 |
2.316 |
|
|
| 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 |
8.7% |
0.089 |
3.8% |
14% |
False |
False |
43,867 |
| 10 |
2.512 |
2.276 |
0.236 |
10.1% |
0.091 |
3.9% |
26% |
False |
False |
41,530 |
| 20 |
2.512 |
2.017 |
0.495 |
21.2% |
0.086 |
3.7% |
65% |
False |
False |
38,612 |
| 40 |
2.581 |
2.017 |
0.564 |
24.1% |
0.075 |
3.2% |
57% |
False |
False |
34,322 |
| 60 |
2.691 |
2.017 |
0.674 |
28.8% |
0.072 |
3.1% |
47% |
False |
False |
30,719 |
| 80 |
2.811 |
2.017 |
0.794 |
34.0% |
0.065 |
2.8% |
40% |
False |
False |
26,573 |
| 100 |
2.933 |
2.017 |
0.916 |
39.2% |
0.061 |
2.6% |
35% |
False |
False |
23,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.529 |
|
2.618 |
2.465 |
|
1.618 |
2.426 |
|
1.000 |
2.402 |
|
0.618 |
2.387 |
|
HIGH |
2.363 |
|
0.618 |
2.348 |
|
0.500 |
2.344 |
|
0.382 |
2.339 |
|
LOW |
2.324 |
|
0.618 |
2.300 |
|
1.000 |
2.285 |
|
1.618 |
2.261 |
|
2.618 |
2.222 |
|
4.250 |
2.158 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.344 |
2.410 |
| PP |
2.341 |
2.386 |
| S1 |
2.339 |
2.361 |
|