NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.248 |
2.158 |
-0.090 |
-4.0% |
2.468 |
| High |
2.253 |
2.253 |
0.000 |
0.0% |
2.511 |
| Low |
2.180 |
2.144 |
-0.036 |
-1.7% |
2.180 |
| Close |
2.189 |
2.177 |
-0.012 |
-0.5% |
2.189 |
| Range |
0.073 |
0.109 |
0.036 |
49.3% |
0.331 |
| ATR |
0.090 |
0.091 |
0.001 |
1.5% |
0.000 |
| Volume |
31,007 |
33,987 |
2,980 |
9.6% |
197,113 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.518 |
2.457 |
2.237 |
|
| R3 |
2.409 |
2.348 |
2.207 |
|
| R2 |
2.300 |
2.300 |
2.197 |
|
| R1 |
2.239 |
2.239 |
2.187 |
2.270 |
| PP |
2.191 |
2.191 |
2.191 |
2.207 |
| S1 |
2.130 |
2.130 |
2.167 |
2.161 |
| S2 |
2.082 |
2.082 |
2.157 |
|
| S3 |
1.973 |
2.021 |
2.147 |
|
| S4 |
1.864 |
1.912 |
2.117 |
|
|
| 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 |
2.404 |
2.144 |
0.260 |
11.9% |
0.089 |
4.1% |
13% |
False |
True |
38,440 |
| 10 |
2.512 |
2.144 |
0.368 |
16.9% |
0.093 |
4.3% |
9% |
False |
True |
40,920 |
| 20 |
2.512 |
2.045 |
0.467 |
21.5% |
0.090 |
4.1% |
28% |
False |
False |
37,553 |
| 40 |
2.519 |
2.017 |
0.502 |
23.1% |
0.077 |
3.6% |
32% |
False |
False |
35,337 |
| 60 |
2.644 |
2.017 |
0.627 |
28.8% |
0.075 |
3.4% |
26% |
False |
False |
31,556 |
| 80 |
2.811 |
2.017 |
0.794 |
36.5% |
0.068 |
3.1% |
20% |
False |
False |
27,600 |
| 100 |
2.912 |
2.017 |
0.895 |
41.1% |
0.062 |
2.9% |
18% |
False |
False |
23,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.716 |
|
2.618 |
2.538 |
|
1.618 |
2.429 |
|
1.000 |
2.362 |
|
0.618 |
2.320 |
|
HIGH |
2.253 |
|
0.618 |
2.211 |
|
0.500 |
2.199 |
|
0.382 |
2.186 |
|
LOW |
2.144 |
|
0.618 |
2.077 |
|
1.000 |
2.035 |
|
1.618 |
1.968 |
|
2.618 |
1.859 |
|
4.250 |
1.681 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.199 |
2.253 |
| PP |
2.191 |
2.227 |
| S1 |
2.184 |
2.202 |
|