NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.290 |
2.291 |
0.001 |
0.0% |
2.222 |
| High |
2.351 |
2.338 |
-0.013 |
-0.6% |
2.325 |
| Low |
2.269 |
2.274 |
0.005 |
0.2% |
2.206 |
| Close |
2.303 |
2.290 |
-0.013 |
-0.6% |
2.289 |
| Range |
0.082 |
0.064 |
-0.018 |
-22.0% |
0.119 |
| ATR |
0.081 |
0.080 |
-0.001 |
-1.5% |
0.000 |
| Volume |
39,322 |
35,309 |
-4,013 |
-10.2% |
98,444 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.493 |
2.455 |
2.325 |
|
| R3 |
2.429 |
2.391 |
2.308 |
|
| R2 |
2.365 |
2.365 |
2.302 |
|
| R1 |
2.327 |
2.327 |
2.296 |
2.314 |
| PP |
2.301 |
2.301 |
2.301 |
2.294 |
| S1 |
2.263 |
2.263 |
2.284 |
2.250 |
| S2 |
2.237 |
2.237 |
2.278 |
|
| S3 |
2.173 |
2.199 |
2.272 |
|
| S4 |
2.109 |
2.135 |
2.255 |
|
|
| 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 |
2.239 |
0.112 |
4.9% |
0.071 |
3.1% |
46% |
False |
False |
30,860 |
| 10 |
2.409 |
2.206 |
0.203 |
8.9% |
0.075 |
3.3% |
41% |
False |
False |
26,534 |
| 20 |
2.549 |
2.206 |
0.343 |
15.0% |
0.082 |
3.6% |
24% |
False |
False |
23,870 |
| 40 |
2.549 |
2.087 |
0.462 |
20.2% |
0.071 |
3.1% |
44% |
False |
False |
19,631 |
| 60 |
2.602 |
2.087 |
0.515 |
22.5% |
0.069 |
3.0% |
39% |
False |
False |
15,495 |
| 80 |
2.760 |
2.087 |
0.673 |
29.4% |
0.064 |
2.8% |
30% |
False |
False |
12,658 |
| 100 |
2.907 |
2.087 |
0.820 |
35.8% |
0.059 |
2.6% |
25% |
False |
False |
10,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.610 |
|
2.618 |
2.506 |
|
1.618 |
2.442 |
|
1.000 |
2.402 |
|
0.618 |
2.378 |
|
HIGH |
2.338 |
|
0.618 |
2.314 |
|
0.500 |
2.306 |
|
0.382 |
2.298 |
|
LOW |
2.274 |
|
0.618 |
2.234 |
|
1.000 |
2.210 |
|
1.618 |
2.170 |
|
2.618 |
2.106 |
|
4.250 |
2.002 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.306 |
2.295 |
| PP |
2.301 |
2.293 |
| S1 |
2.295 |
2.292 |
|