NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.234 |
2.216 |
-0.018 |
-0.8% |
2.158 |
| High |
2.280 |
2.277 |
-0.003 |
-0.1% |
2.258 |
| Low |
2.213 |
2.163 |
-0.050 |
-2.3% |
2.144 |
| Close |
2.231 |
2.239 |
0.008 |
0.4% |
2.224 |
| Range |
0.067 |
0.114 |
0.047 |
70.1% |
0.114 |
| ATR |
0.086 |
0.088 |
0.002 |
2.4% |
0.000 |
| Volume |
51,526 |
58,026 |
6,500 |
12.6% |
138,551 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.568 |
2.518 |
2.302 |
|
| R3 |
2.454 |
2.404 |
2.270 |
|
| R2 |
2.340 |
2.340 |
2.260 |
|
| R1 |
2.290 |
2.290 |
2.249 |
2.315 |
| PP |
2.226 |
2.226 |
2.226 |
2.239 |
| S1 |
2.176 |
2.176 |
2.229 |
2.201 |
| S2 |
2.112 |
2.112 |
2.218 |
|
| S3 |
1.998 |
2.062 |
2.208 |
|
| S4 |
1.884 |
1.948 |
2.176 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.551 |
2.501 |
2.287 |
|
| R3 |
2.437 |
2.387 |
2.255 |
|
| R2 |
2.323 |
2.323 |
2.245 |
|
| R1 |
2.273 |
2.273 |
2.234 |
2.298 |
| PP |
2.209 |
2.209 |
2.209 |
2.221 |
| S1 |
2.159 |
2.159 |
2.214 |
2.184 |
| S2 |
2.095 |
2.095 |
2.203 |
|
| S3 |
1.981 |
2.045 |
2.193 |
|
| S4 |
1.867 |
1.931 |
2.161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.291 |
2.163 |
0.128 |
5.7% |
0.082 |
3.7% |
59% |
False |
True |
41,334 |
| 10 |
2.361 |
2.144 |
0.217 |
9.7% |
0.088 |
3.9% |
44% |
False |
False |
39,504 |
| 20 |
2.512 |
2.144 |
0.368 |
16.4% |
0.089 |
4.0% |
26% |
False |
False |
40,517 |
| 40 |
2.512 |
2.017 |
0.495 |
22.1% |
0.077 |
3.5% |
45% |
False |
False |
38,668 |
| 60 |
2.581 |
2.017 |
0.564 |
25.2% |
0.074 |
3.3% |
39% |
False |
False |
33,439 |
| 80 |
2.746 |
2.017 |
0.729 |
32.6% |
0.070 |
3.1% |
30% |
False |
False |
29,714 |
| 100 |
2.912 |
2.017 |
0.895 |
40.0% |
0.065 |
2.9% |
25% |
False |
False |
26,205 |
| 120 |
3.056 |
2.017 |
1.039 |
46.4% |
0.061 |
2.7% |
21% |
False |
False |
23,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.762 |
|
2.618 |
2.575 |
|
1.618 |
2.461 |
|
1.000 |
2.391 |
|
0.618 |
2.347 |
|
HIGH |
2.277 |
|
0.618 |
2.233 |
|
0.500 |
2.220 |
|
0.382 |
2.207 |
|
LOW |
2.163 |
|
0.618 |
2.093 |
|
1.000 |
2.049 |
|
1.618 |
1.979 |
|
2.618 |
1.865 |
|
4.250 |
1.679 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.233 |
2.235 |
| PP |
2.226 |
2.231 |
| S1 |
2.220 |
2.227 |
|