NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2.291 |
2.280 |
-0.011 |
-0.5% |
2.222 |
| High |
2.338 |
2.320 |
-0.018 |
-0.8% |
2.325 |
| Low |
2.274 |
2.223 |
-0.051 |
-2.2% |
2.206 |
| Close |
2.290 |
2.287 |
-0.003 |
-0.1% |
2.289 |
| Range |
0.064 |
0.097 |
0.033 |
51.6% |
0.119 |
| ATR |
0.080 |
0.081 |
0.001 |
1.5% |
0.000 |
| Volume |
35,309 |
38,933 |
3,624 |
10.3% |
98,444 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.568 |
2.524 |
2.340 |
|
| R3 |
2.471 |
2.427 |
2.314 |
|
| R2 |
2.374 |
2.374 |
2.305 |
|
| R1 |
2.330 |
2.330 |
2.296 |
2.352 |
| PP |
2.277 |
2.277 |
2.277 |
2.288 |
| S1 |
2.233 |
2.233 |
2.278 |
2.255 |
| S2 |
2.180 |
2.180 |
2.269 |
|
| S3 |
2.083 |
2.136 |
2.260 |
|
| S4 |
1.986 |
2.039 |
2.234 |
|
|
| 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 |
2.223 |
0.128 |
5.6% |
0.075 |
3.3% |
50% |
False |
True |
32,701 |
| 10 |
2.407 |
2.206 |
0.201 |
8.8% |
0.081 |
3.6% |
40% |
False |
False |
28,216 |
| 20 |
2.549 |
2.206 |
0.343 |
15.0% |
0.083 |
3.6% |
24% |
False |
False |
24,955 |
| 40 |
2.549 |
2.087 |
0.462 |
20.2% |
0.072 |
3.1% |
43% |
False |
False |
20,441 |
| 60 |
2.602 |
2.087 |
0.515 |
22.5% |
0.068 |
3.0% |
39% |
False |
False |
15,998 |
| 80 |
2.760 |
2.087 |
0.673 |
29.4% |
0.064 |
2.8% |
30% |
False |
False |
13,104 |
| 100 |
2.907 |
2.087 |
0.820 |
35.9% |
0.060 |
2.6% |
24% |
False |
False |
10,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.732 |
|
2.618 |
2.574 |
|
1.618 |
2.477 |
|
1.000 |
2.417 |
|
0.618 |
2.380 |
|
HIGH |
2.320 |
|
0.618 |
2.283 |
|
0.500 |
2.272 |
|
0.382 |
2.260 |
|
LOW |
2.223 |
|
0.618 |
2.163 |
|
1.000 |
2.126 |
|
1.618 |
2.066 |
|
2.618 |
1.969 |
|
4.250 |
1.811 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.282 |
2.287 |
| PP |
2.277 |
2.287 |
| S1 |
2.272 |
2.287 |
|