NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.283 |
2.299 |
0.016 |
0.7% |
2.222 |
| High |
2.312 |
2.314 |
0.002 |
0.1% |
2.325 |
| Low |
2.257 |
2.239 |
-0.018 |
-0.8% |
2.206 |
| Close |
2.289 |
2.309 |
0.020 |
0.9% |
2.289 |
| Range |
0.055 |
0.075 |
0.020 |
36.4% |
0.119 |
| ATR |
0.082 |
0.081 |
0.000 |
-0.6% |
0.000 |
| Volume |
20,719 |
29,225 |
8,506 |
41.1% |
98,444 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.512 |
2.486 |
2.350 |
|
| R3 |
2.437 |
2.411 |
2.330 |
|
| R2 |
2.362 |
2.362 |
2.323 |
|
| R1 |
2.336 |
2.336 |
2.316 |
2.349 |
| PP |
2.287 |
2.287 |
2.287 |
2.294 |
| S1 |
2.261 |
2.261 |
2.302 |
2.274 |
| S2 |
2.212 |
2.212 |
2.295 |
|
| S3 |
2.137 |
2.186 |
2.288 |
|
| S4 |
2.062 |
2.111 |
2.268 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.630 |
2.579 |
2.354 |
|
| R3 |
2.511 |
2.460 |
2.322 |
|
| R2 |
2.392 |
2.392 |
2.311 |
|
| R1 |
2.341 |
2.341 |
2.300 |
2.367 |
| PP |
2.273 |
2.273 |
2.273 |
2.286 |
| S1 |
2.222 |
2.222 |
2.278 |
2.248 |
| S2 |
2.154 |
2.154 |
2.267 |
|
| S3 |
2.035 |
2.103 |
2.256 |
|
| S4 |
1.916 |
1.984 |
2.224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.325 |
2.206 |
0.119 |
5.2% |
0.078 |
3.4% |
87% |
False |
False |
25,533 |
| 10 |
2.549 |
2.206 |
0.343 |
14.9% |
0.080 |
3.5% |
30% |
False |
False |
24,027 |
| 20 |
2.549 |
2.204 |
0.345 |
14.9% |
0.084 |
3.6% |
30% |
False |
False |
21,202 |
| 40 |
2.549 |
2.087 |
0.462 |
20.0% |
0.069 |
3.0% |
48% |
False |
False |
18,010 |
| 60 |
2.602 |
2.087 |
0.515 |
22.3% |
0.069 |
3.0% |
43% |
False |
False |
14,496 |
| 80 |
2.760 |
2.087 |
0.673 |
29.1% |
0.063 |
2.7% |
33% |
False |
False |
11,833 |
| 100 |
2.907 |
2.087 |
0.820 |
35.5% |
0.058 |
2.5% |
27% |
False |
False |
9,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.633 |
|
2.618 |
2.510 |
|
1.618 |
2.435 |
|
1.000 |
2.389 |
|
0.618 |
2.360 |
|
HIGH |
2.314 |
|
0.618 |
2.285 |
|
0.500 |
2.277 |
|
0.382 |
2.268 |
|
LOW |
2.239 |
|
0.618 |
2.193 |
|
1.000 |
2.164 |
|
1.618 |
2.118 |
|
2.618 |
2.043 |
|
4.250 |
1.920 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.298 |
2.300 |
| PP |
2.287 |
2.291 |
| S1 |
2.277 |
2.282 |
|