NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.177 |
2.204 |
0.027 |
1.2% |
2.468 |
| High |
2.223 |
2.258 |
0.035 |
1.6% |
2.511 |
| Low |
2.153 |
2.173 |
0.020 |
0.9% |
2.180 |
| Close |
2.197 |
2.217 |
0.020 |
0.9% |
2.189 |
| Range |
0.070 |
0.085 |
0.015 |
21.4% |
0.331 |
| ATR |
0.090 |
0.089 |
0.000 |
-0.4% |
0.000 |
| Volume |
31,757 |
48,971 |
17,214 |
54.2% |
197,113 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.471 |
2.429 |
2.264 |
|
| R3 |
2.386 |
2.344 |
2.240 |
|
| R2 |
2.301 |
2.301 |
2.233 |
|
| R1 |
2.259 |
2.259 |
2.225 |
2.280 |
| PP |
2.216 |
2.216 |
2.216 |
2.227 |
| S1 |
2.174 |
2.174 |
2.209 |
2.195 |
| S2 |
2.131 |
2.131 |
2.201 |
|
| S3 |
2.046 |
2.089 |
2.194 |
|
| S4 |
1.961 |
2.004 |
2.170 |
|
|
| 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 |
2.361 |
2.144 |
0.217 |
9.8% |
0.093 |
4.2% |
34% |
False |
False |
37,675 |
| 10 |
2.512 |
2.144 |
0.368 |
16.6% |
0.091 |
4.1% |
20% |
False |
False |
40,771 |
| 20 |
2.512 |
2.096 |
0.416 |
18.8% |
0.090 |
4.0% |
29% |
False |
False |
37,579 |
| 40 |
2.512 |
2.017 |
0.495 |
22.3% |
0.076 |
3.4% |
40% |
False |
False |
35,843 |
| 60 |
2.581 |
2.017 |
0.564 |
25.4% |
0.076 |
3.4% |
35% |
False |
False |
32,194 |
| 80 |
2.811 |
2.017 |
0.794 |
35.8% |
0.068 |
3.1% |
25% |
False |
False |
28,291 |
| 100 |
2.912 |
2.017 |
0.895 |
40.4% |
0.063 |
2.8% |
22% |
False |
False |
24,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.619 |
|
2.618 |
2.481 |
|
1.618 |
2.396 |
|
1.000 |
2.343 |
|
0.618 |
2.311 |
|
HIGH |
2.258 |
|
0.618 |
2.226 |
|
0.500 |
2.216 |
|
0.382 |
2.205 |
|
LOW |
2.173 |
|
0.618 |
2.120 |
|
1.000 |
2.088 |
|
1.618 |
2.035 |
|
2.618 |
1.950 |
|
4.250 |
1.812 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.217 |
2.212 |
| PP |
2.216 |
2.206 |
| S1 |
2.216 |
2.201 |
|