NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.970 |
1.981 |
0.011 |
0.6% |
2.145 |
| High |
1.999 |
1.981 |
-0.018 |
-0.9% |
2.165 |
| Low |
1.954 |
1.910 |
-0.044 |
-2.3% |
2.011 |
| Close |
1.982 |
1.944 |
-0.038 |
-1.9% |
2.018 |
| Range |
0.045 |
0.071 |
0.026 |
57.8% |
0.154 |
| ATR |
0.070 |
0.071 |
0.000 |
0.2% |
0.000 |
| Volume |
14,618 |
24,351 |
9,733 |
66.6% |
60,537 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.158 |
2.122 |
1.983 |
|
| R3 |
2.087 |
2.051 |
1.964 |
|
| R2 |
2.016 |
2.016 |
1.957 |
|
| R1 |
1.980 |
1.980 |
1.951 |
1.963 |
| PP |
1.945 |
1.945 |
1.945 |
1.936 |
| S1 |
1.909 |
1.909 |
1.937 |
1.892 |
| S2 |
1.874 |
1.874 |
1.931 |
|
| S3 |
1.803 |
1.838 |
1.924 |
|
| S4 |
1.732 |
1.767 |
1.905 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.527 |
2.426 |
2.103 |
|
| R3 |
2.373 |
2.272 |
2.060 |
|
| R2 |
2.219 |
2.219 |
2.046 |
|
| R1 |
2.118 |
2.118 |
2.032 |
2.092 |
| PP |
2.065 |
2.065 |
2.065 |
2.051 |
| S1 |
1.964 |
1.964 |
2.004 |
1.938 |
| S2 |
1.911 |
1.911 |
1.990 |
|
| S3 |
1.757 |
1.810 |
1.976 |
|
| S4 |
1.603 |
1.656 |
1.933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.089 |
1.910 |
0.179 |
9.2% |
0.060 |
3.1% |
19% |
False |
True |
16,946 |
| 10 |
2.273 |
1.910 |
0.363 |
18.7% |
0.068 |
3.5% |
9% |
False |
True |
16,029 |
| 20 |
2.413 |
1.910 |
0.503 |
25.9% |
0.066 |
3.4% |
7% |
False |
True |
16,735 |
| 40 |
2.593 |
1.910 |
0.683 |
35.1% |
0.072 |
3.7% |
5% |
False |
True |
13,893 |
| 60 |
2.593 |
1.910 |
0.683 |
35.1% |
0.067 |
3.4% |
5% |
False |
True |
11,683 |
| 80 |
2.642 |
1.910 |
0.732 |
37.7% |
0.065 |
3.4% |
5% |
False |
True |
9,596 |
| 100 |
2.787 |
1.910 |
0.877 |
45.1% |
0.061 |
3.2% |
4% |
False |
True |
8,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.283 |
|
2.618 |
2.167 |
|
1.618 |
2.096 |
|
1.000 |
2.052 |
|
0.618 |
2.025 |
|
HIGH |
1.981 |
|
0.618 |
1.954 |
|
0.500 |
1.946 |
|
0.382 |
1.937 |
|
LOW |
1.910 |
|
0.618 |
1.866 |
|
1.000 |
1.839 |
|
1.618 |
1.795 |
|
2.618 |
1.724 |
|
4.250 |
1.608 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.946 |
1.968 |
| PP |
1.945 |
1.960 |
| S1 |
1.945 |
1.952 |
|