NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.222 |
2.230 |
0.008 |
0.4% |
2.506 |
| High |
2.313 |
2.293 |
-0.020 |
-0.9% |
2.549 |
| Low |
2.206 |
2.220 |
0.014 |
0.6% |
2.244 |
| Close |
2.247 |
2.270 |
0.023 |
1.0% |
2.252 |
| Range |
0.107 |
0.073 |
-0.034 |
-31.8% |
0.305 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.0% |
0.000 |
| Volume |
29,631 |
18,368 |
-11,263 |
-38.0% |
112,606 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.480 |
2.448 |
2.310 |
|
| R3 |
2.407 |
2.375 |
2.290 |
|
| R2 |
2.334 |
2.334 |
2.283 |
|
| R1 |
2.302 |
2.302 |
2.277 |
2.318 |
| PP |
2.261 |
2.261 |
2.261 |
2.269 |
| S1 |
2.229 |
2.229 |
2.263 |
2.245 |
| S2 |
2.188 |
2.188 |
2.257 |
|
| S3 |
2.115 |
2.156 |
2.250 |
|
| S4 |
2.042 |
2.083 |
2.230 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.263 |
3.063 |
2.420 |
|
| R3 |
2.958 |
2.758 |
2.336 |
|
| R2 |
2.653 |
2.653 |
2.308 |
|
| R1 |
2.453 |
2.453 |
2.280 |
2.401 |
| PP |
2.348 |
2.348 |
2.348 |
2.322 |
| S1 |
2.148 |
2.148 |
2.224 |
2.096 |
| S2 |
2.043 |
2.043 |
2.196 |
|
| S3 |
1.738 |
1.843 |
2.168 |
|
| S4 |
1.433 |
1.538 |
2.084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.409 |
2.206 |
0.203 |
8.9% |
0.080 |
3.5% |
32% |
False |
False |
22,208 |
| 10 |
2.549 |
2.206 |
0.343 |
15.1% |
0.086 |
3.8% |
19% |
False |
False |
23,816 |
| 20 |
2.549 |
2.164 |
0.385 |
17.0% |
0.084 |
3.7% |
28% |
False |
False |
19,200 |
| 40 |
2.549 |
2.087 |
0.462 |
20.4% |
0.071 |
3.1% |
40% |
False |
False |
16,720 |
| 60 |
2.637 |
2.087 |
0.550 |
24.2% |
0.070 |
3.1% |
33% |
False |
False |
13,475 |
| 80 |
2.809 |
2.087 |
0.722 |
31.8% |
0.063 |
2.8% |
25% |
False |
False |
10,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.603 |
|
2.618 |
2.484 |
|
1.618 |
2.411 |
|
1.000 |
2.366 |
|
0.618 |
2.338 |
|
HIGH |
2.293 |
|
0.618 |
2.265 |
|
0.500 |
2.257 |
|
0.382 |
2.248 |
|
LOW |
2.220 |
|
0.618 |
2.175 |
|
1.000 |
2.147 |
|
1.618 |
2.102 |
|
2.618 |
2.029 |
|
4.250 |
1.910 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.266 |
2.267 |
| PP |
2.261 |
2.263 |
| S1 |
2.257 |
2.260 |
|