NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.981 |
1.952 |
-0.029 |
-1.5% |
2.000 |
| High |
1.981 |
1.963 |
-0.018 |
-0.9% |
2.031 |
| Low |
1.910 |
1.880 |
-0.030 |
-1.6% |
1.880 |
| Close |
1.944 |
1.951 |
0.007 |
0.4% |
1.951 |
| Range |
0.071 |
0.083 |
0.012 |
16.9% |
0.151 |
| ATR |
0.071 |
0.071 |
0.001 |
1.3% |
0.000 |
| Volume |
24,351 |
23,936 |
-415 |
-1.7% |
90,437 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.180 |
2.149 |
1.997 |
|
| R3 |
2.097 |
2.066 |
1.974 |
|
| R2 |
2.014 |
2.014 |
1.966 |
|
| R1 |
1.983 |
1.983 |
1.959 |
1.957 |
| PP |
1.931 |
1.931 |
1.931 |
1.919 |
| S1 |
1.900 |
1.900 |
1.943 |
1.874 |
| S2 |
1.848 |
1.848 |
1.936 |
|
| S3 |
1.765 |
1.817 |
1.928 |
|
| S4 |
1.682 |
1.734 |
1.905 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.407 |
2.330 |
2.034 |
|
| R3 |
2.256 |
2.179 |
1.993 |
|
| R2 |
2.105 |
2.105 |
1.979 |
|
| R1 |
2.028 |
2.028 |
1.965 |
1.991 |
| PP |
1.954 |
1.954 |
1.954 |
1.936 |
| S1 |
1.877 |
1.877 |
1.937 |
1.840 |
| S2 |
1.803 |
1.803 |
1.923 |
|
| S3 |
1.652 |
1.726 |
1.909 |
|
| S4 |
1.501 |
1.575 |
1.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.031 |
1.880 |
0.151 |
7.7% |
0.061 |
3.1% |
47% |
False |
True |
18,087 |
| 10 |
2.222 |
1.880 |
0.342 |
17.5% |
0.067 |
3.4% |
21% |
False |
True |
16,558 |
| 20 |
2.413 |
1.880 |
0.533 |
27.3% |
0.067 |
3.4% |
13% |
False |
True |
16,699 |
| 40 |
2.593 |
1.880 |
0.713 |
36.5% |
0.072 |
3.7% |
10% |
False |
True |
14,182 |
| 60 |
2.593 |
1.880 |
0.713 |
36.5% |
0.068 |
3.5% |
10% |
False |
True |
12,037 |
| 80 |
2.642 |
1.880 |
0.762 |
39.1% |
0.065 |
3.3% |
9% |
False |
True |
9,838 |
| 100 |
2.787 |
1.880 |
0.907 |
46.5% |
0.062 |
3.2% |
8% |
False |
True |
8,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.316 |
|
2.618 |
2.180 |
|
1.618 |
2.097 |
|
1.000 |
2.046 |
|
0.618 |
2.014 |
|
HIGH |
1.963 |
|
0.618 |
1.931 |
|
0.500 |
1.922 |
|
0.382 |
1.912 |
|
LOW |
1.880 |
|
0.618 |
1.829 |
|
1.000 |
1.797 |
|
1.618 |
1.746 |
|
2.618 |
1.663 |
|
4.250 |
1.527 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.941 |
1.947 |
| PP |
1.931 |
1.943 |
| S1 |
1.922 |
1.940 |
|