NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.299 |
2.290 |
-0.009 |
-0.4% |
2.222 |
| High |
2.314 |
2.351 |
0.037 |
1.6% |
2.325 |
| Low |
2.239 |
2.269 |
0.030 |
1.3% |
2.206 |
| Close |
2.309 |
2.303 |
-0.006 |
-0.3% |
2.289 |
| Range |
0.075 |
0.082 |
0.007 |
9.3% |
0.119 |
| ATR |
0.081 |
0.081 |
0.000 |
0.0% |
0.000 |
| Volume |
29,225 |
39,322 |
10,097 |
34.5% |
98,444 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.554 |
2.510 |
2.348 |
|
| R3 |
2.472 |
2.428 |
2.326 |
|
| R2 |
2.390 |
2.390 |
2.318 |
|
| R1 |
2.346 |
2.346 |
2.311 |
2.368 |
| PP |
2.308 |
2.308 |
2.308 |
2.319 |
| S1 |
2.264 |
2.264 |
2.295 |
2.286 |
| S2 |
2.226 |
2.226 |
2.288 |
|
| S3 |
2.144 |
2.182 |
2.280 |
|
| S4 |
2.062 |
2.100 |
2.258 |
|
|
| 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 |
2.351 |
2.220 |
0.131 |
5.7% |
0.073 |
3.2% |
63% |
True |
False |
27,472 |
| 10 |
2.441 |
2.206 |
0.235 |
10.2% |
0.077 |
3.3% |
41% |
False |
False |
25,765 |
| 20 |
2.549 |
2.206 |
0.343 |
14.9% |
0.085 |
3.7% |
28% |
False |
False |
22,844 |
| 40 |
2.549 |
2.087 |
0.462 |
20.1% |
0.070 |
3.0% |
47% |
False |
False |
18,831 |
| 60 |
2.602 |
2.087 |
0.515 |
22.4% |
0.069 |
3.0% |
42% |
False |
False |
15,036 |
| 80 |
2.760 |
2.087 |
0.673 |
29.2% |
0.064 |
2.8% |
32% |
False |
False |
12,266 |
| 100 |
2.907 |
2.087 |
0.820 |
35.6% |
0.059 |
2.6% |
26% |
False |
False |
10,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.700 |
|
2.618 |
2.566 |
|
1.618 |
2.484 |
|
1.000 |
2.433 |
|
0.618 |
2.402 |
|
HIGH |
2.351 |
|
0.618 |
2.320 |
|
0.500 |
2.310 |
|
0.382 |
2.300 |
|
LOW |
2.269 |
|
0.618 |
2.218 |
|
1.000 |
2.187 |
|
1.618 |
2.136 |
|
2.618 |
2.054 |
|
4.250 |
1.921 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.310 |
2.300 |
| PP |
2.308 |
2.298 |
| S1 |
2.305 |
2.295 |
|