NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.350 |
2.248 |
-0.102 |
-4.3% |
2.468 |
| High |
2.361 |
2.253 |
-0.108 |
-4.6% |
2.511 |
| Low |
2.231 |
2.180 |
-0.051 |
-2.3% |
2.180 |
| Close |
2.244 |
2.189 |
-0.055 |
-2.5% |
2.189 |
| Range |
0.130 |
0.073 |
-0.057 |
-43.8% |
0.331 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.4% |
0.000 |
| Volume |
42,653 |
31,007 |
-11,646 |
-27.3% |
197,113 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.426 |
2.381 |
2.229 |
|
| R3 |
2.353 |
2.308 |
2.209 |
|
| R2 |
2.280 |
2.280 |
2.202 |
|
| R1 |
2.235 |
2.235 |
2.196 |
2.221 |
| PP |
2.207 |
2.207 |
2.207 |
2.201 |
| S1 |
2.162 |
2.162 |
2.182 |
2.148 |
| S2 |
2.134 |
2.134 |
2.176 |
|
| S3 |
2.061 |
2.089 |
2.169 |
|
| S4 |
1.988 |
2.016 |
2.149 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.286 |
3.069 |
2.371 |
|
| R3 |
2.955 |
2.738 |
2.280 |
|
| R2 |
2.624 |
2.624 |
2.250 |
|
| R1 |
2.407 |
2.407 |
2.219 |
2.350 |
| PP |
2.293 |
2.293 |
2.293 |
2.265 |
| S1 |
2.076 |
2.076 |
2.159 |
2.019 |
| S2 |
1.962 |
1.962 |
2.128 |
|
| S3 |
1.631 |
1.745 |
2.098 |
|
| S4 |
1.300 |
1.414 |
2.007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.511 |
2.180 |
0.331 |
15.1% |
0.091 |
4.2% |
3% |
False |
True |
39,422 |
| 10 |
2.512 |
2.180 |
0.332 |
15.2% |
0.092 |
4.2% |
3% |
False |
True |
41,464 |
| 20 |
2.512 |
2.045 |
0.467 |
21.3% |
0.087 |
4.0% |
31% |
False |
False |
38,590 |
| 40 |
2.557 |
2.017 |
0.540 |
24.7% |
0.076 |
3.5% |
32% |
False |
False |
35,118 |
| 60 |
2.678 |
2.017 |
0.661 |
30.2% |
0.074 |
3.4% |
26% |
False |
False |
31,479 |
| 80 |
2.811 |
2.017 |
0.794 |
36.3% |
0.067 |
3.1% |
22% |
False |
False |
27,260 |
| 100 |
2.912 |
2.017 |
0.895 |
40.9% |
0.061 |
2.8% |
19% |
False |
False |
23,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.563 |
|
2.618 |
2.444 |
|
1.618 |
2.371 |
|
1.000 |
2.326 |
|
0.618 |
2.298 |
|
HIGH |
2.253 |
|
0.618 |
2.225 |
|
0.500 |
2.217 |
|
0.382 |
2.208 |
|
LOW |
2.180 |
|
0.618 |
2.135 |
|
1.000 |
2.107 |
|
1.618 |
2.062 |
|
2.618 |
1.989 |
|
4.250 |
1.870 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.217 |
2.272 |
| PP |
2.207 |
2.244 |
| S1 |
2.198 |
2.217 |
|