NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.260 |
2.243 |
-0.017 |
-0.8% |
2.352 |
| High |
2.265 |
2.273 |
0.008 |
0.4% |
2.360 |
| Low |
2.205 |
2.183 |
-0.022 |
-1.0% |
2.170 |
| Close |
2.232 |
2.196 |
-0.036 |
-1.6% |
2.260 |
| Range |
0.060 |
0.090 |
0.030 |
50.0% |
0.190 |
| ATR |
0.075 |
0.076 |
0.001 |
1.4% |
0.000 |
| Volume |
11,746 |
18,637 |
6,891 |
58.7% |
92,617 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.487 |
2.432 |
2.246 |
|
| R3 |
2.397 |
2.342 |
2.221 |
|
| R2 |
2.307 |
2.307 |
2.213 |
|
| R1 |
2.252 |
2.252 |
2.204 |
2.235 |
| PP |
2.217 |
2.217 |
2.217 |
2.209 |
| S1 |
2.162 |
2.162 |
2.188 |
2.145 |
| S2 |
2.127 |
2.127 |
2.180 |
|
| S3 |
2.037 |
2.072 |
2.171 |
|
| S4 |
1.947 |
1.982 |
2.147 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.833 |
2.737 |
2.365 |
|
| R3 |
2.643 |
2.547 |
2.312 |
|
| R2 |
2.453 |
2.453 |
2.295 |
|
| R1 |
2.357 |
2.357 |
2.277 |
2.310 |
| PP |
2.263 |
2.263 |
2.263 |
2.240 |
| S1 |
2.167 |
2.167 |
2.243 |
2.120 |
| S2 |
2.073 |
2.073 |
2.225 |
|
| S3 |
1.883 |
1.977 |
2.208 |
|
| S4 |
1.693 |
1.787 |
2.156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.331 |
2.183 |
0.148 |
6.7% |
0.064 |
2.9% |
9% |
False |
True |
14,896 |
| 10 |
2.413 |
2.170 |
0.243 |
11.1% |
0.067 |
3.0% |
11% |
False |
False |
16,839 |
| 20 |
2.463 |
2.170 |
0.293 |
13.3% |
0.070 |
3.2% |
9% |
False |
False |
14,566 |
| 40 |
2.593 |
2.147 |
0.446 |
20.3% |
0.074 |
3.4% |
11% |
False |
False |
11,999 |
| 60 |
2.642 |
2.147 |
0.495 |
22.5% |
0.067 |
3.1% |
10% |
False |
False |
9,786 |
| 80 |
2.741 |
2.147 |
0.594 |
27.0% |
0.064 |
2.9% |
8% |
False |
False |
8,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.656 |
|
2.618 |
2.509 |
|
1.618 |
2.419 |
|
1.000 |
2.363 |
|
0.618 |
2.329 |
|
HIGH |
2.273 |
|
0.618 |
2.239 |
|
0.500 |
2.228 |
|
0.382 |
2.217 |
|
LOW |
2.183 |
|
0.618 |
2.127 |
|
1.000 |
2.093 |
|
1.618 |
2.037 |
|
2.618 |
1.947 |
|
4.250 |
1.801 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.228 |
2.236 |
| PP |
2.217 |
2.223 |
| S1 |
2.207 |
2.209 |
|