NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.425 |
2.482 |
0.057 |
2.4% |
2.447 |
| High |
2.492 |
2.544 |
0.052 |
2.1% |
2.544 |
| Low |
2.399 |
2.462 |
0.063 |
2.6% |
2.344 |
| Close |
2.466 |
2.534 |
0.068 |
2.8% |
2.534 |
| Range |
0.093 |
0.082 |
-0.011 |
-11.8% |
0.200 |
| ATR |
0.083 |
0.083 |
0.000 |
-0.1% |
0.000 |
| Volume |
31,288 |
22,027 |
-9,261 |
-29.6% |
118,310 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.759 |
2.729 |
2.579 |
|
| R3 |
2.677 |
2.647 |
2.557 |
|
| R2 |
2.595 |
2.595 |
2.549 |
|
| R1 |
2.565 |
2.565 |
2.542 |
2.580 |
| PP |
2.513 |
2.513 |
2.513 |
2.521 |
| S1 |
2.483 |
2.483 |
2.526 |
2.498 |
| S2 |
2.431 |
2.431 |
2.519 |
|
| S3 |
2.349 |
2.401 |
2.511 |
|
| S4 |
2.267 |
2.319 |
2.489 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.074 |
3.004 |
2.644 |
|
| R3 |
2.874 |
2.804 |
2.589 |
|
| R2 |
2.674 |
2.674 |
2.571 |
|
| R1 |
2.604 |
2.604 |
2.552 |
2.639 |
| PP |
2.474 |
2.474 |
2.474 |
2.492 |
| S1 |
2.404 |
2.404 |
2.516 |
2.439 |
| S2 |
2.274 |
2.274 |
2.497 |
|
| S3 |
2.074 |
2.204 |
2.479 |
|
| S4 |
1.874 |
2.004 |
2.424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.544 |
2.344 |
0.200 |
7.9% |
0.089 |
3.5% |
95% |
True |
False |
23,662 |
| 10 |
2.544 |
2.204 |
0.340 |
13.4% |
0.088 |
3.5% |
97% |
True |
False |
18,376 |
| 20 |
2.544 |
2.087 |
0.457 |
18.0% |
0.076 |
3.0% |
98% |
True |
False |
17,675 |
| 40 |
2.602 |
2.087 |
0.515 |
20.3% |
0.066 |
2.6% |
87% |
False |
False |
13,985 |
| 60 |
2.753 |
2.087 |
0.666 |
26.3% |
0.064 |
2.5% |
67% |
False |
False |
11,164 |
| 80 |
2.871 |
2.087 |
0.784 |
30.9% |
0.059 |
2.3% |
57% |
False |
False |
9,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.893 |
|
2.618 |
2.759 |
|
1.618 |
2.677 |
|
1.000 |
2.626 |
|
0.618 |
2.595 |
|
HIGH |
2.544 |
|
0.618 |
2.513 |
|
0.500 |
2.503 |
|
0.382 |
2.493 |
|
LOW |
2.462 |
|
0.618 |
2.411 |
|
1.000 |
2.380 |
|
1.618 |
2.329 |
|
2.618 |
2.247 |
|
4.250 |
2.114 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.524 |
2.508 |
| PP |
2.513 |
2.482 |
| S1 |
2.503 |
2.456 |
|