NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.309 |
2.240 |
-0.069 |
-3.0% |
2.361 |
| High |
2.309 |
2.256 |
-0.053 |
-2.3% |
2.413 |
| Low |
2.186 |
2.207 |
0.021 |
1.0% |
2.289 |
| Close |
2.238 |
2.238 |
0.000 |
0.0% |
2.405 |
| Range |
0.123 |
0.049 |
-0.074 |
-60.2% |
0.124 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.9% |
0.000 |
| Volume |
22,866 |
21,201 |
-1,665 |
-7.3% |
80,624 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.381 |
2.358 |
2.265 |
|
| R3 |
2.332 |
2.309 |
2.251 |
|
| R2 |
2.283 |
2.283 |
2.247 |
|
| R1 |
2.260 |
2.260 |
2.242 |
2.247 |
| PP |
2.234 |
2.234 |
2.234 |
2.227 |
| S1 |
2.211 |
2.211 |
2.234 |
2.198 |
| S2 |
2.185 |
2.185 |
2.229 |
|
| S3 |
2.136 |
2.162 |
2.225 |
|
| S4 |
2.087 |
2.113 |
2.211 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.741 |
2.697 |
2.473 |
|
| R3 |
2.617 |
2.573 |
2.439 |
|
| R2 |
2.493 |
2.493 |
2.428 |
|
| R1 |
2.449 |
2.449 |
2.416 |
2.471 |
| PP |
2.369 |
2.369 |
2.369 |
2.380 |
| S1 |
2.325 |
2.325 |
2.394 |
2.347 |
| S2 |
2.245 |
2.245 |
2.382 |
|
| S3 |
2.121 |
2.201 |
2.371 |
|
| S4 |
1.997 |
2.077 |
2.337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.413 |
2.186 |
0.227 |
10.1% |
0.070 |
3.1% |
23% |
False |
False |
21,259 |
| 10 |
2.413 |
2.186 |
0.227 |
10.1% |
0.068 |
3.0% |
23% |
False |
False |
16,416 |
| 20 |
2.593 |
2.186 |
0.407 |
18.2% |
0.074 |
3.3% |
13% |
False |
False |
14,047 |
| 40 |
2.593 |
2.147 |
0.446 |
19.9% |
0.072 |
3.2% |
20% |
False |
False |
11,306 |
| 60 |
2.642 |
2.147 |
0.495 |
22.1% |
0.066 |
3.0% |
18% |
False |
False |
8,686 |
| 80 |
2.787 |
2.147 |
0.640 |
28.6% |
0.062 |
2.8% |
14% |
False |
False |
7,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.464 |
|
2.618 |
2.384 |
|
1.618 |
2.335 |
|
1.000 |
2.305 |
|
0.618 |
2.286 |
|
HIGH |
2.256 |
|
0.618 |
2.237 |
|
0.500 |
2.232 |
|
0.382 |
2.226 |
|
LOW |
2.207 |
|
0.618 |
2.177 |
|
1.000 |
2.158 |
|
1.618 |
2.128 |
|
2.618 |
2.079 |
|
4.250 |
1.999 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.236 |
2.273 |
| PP |
2.234 |
2.261 |
| S1 |
2.232 |
2.250 |
|