NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.299 |
2.297 |
-0.002 |
-0.1% |
2.415 |
| High |
2.316 |
2.297 |
-0.019 |
-0.8% |
2.458 |
| Low |
2.270 |
2.240 |
-0.030 |
-1.3% |
2.347 |
| Close |
2.301 |
2.256 |
-0.045 |
-2.0% |
2.451 |
| Range |
0.046 |
0.057 |
0.011 |
23.9% |
0.111 |
| ATR |
0.076 |
0.075 |
-0.001 |
-1.4% |
0.000 |
| Volume |
17,610 |
14,860 |
-2,750 |
-15.6% |
65,811 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.435 |
2.403 |
2.287 |
|
| R3 |
2.378 |
2.346 |
2.272 |
|
| R2 |
2.321 |
2.321 |
2.266 |
|
| R1 |
2.289 |
2.289 |
2.261 |
2.277 |
| PP |
2.264 |
2.264 |
2.264 |
2.258 |
| S1 |
2.232 |
2.232 |
2.251 |
2.220 |
| S2 |
2.207 |
2.207 |
2.246 |
|
| S3 |
2.150 |
2.175 |
2.240 |
|
| S4 |
2.093 |
2.118 |
2.225 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.752 |
2.712 |
2.512 |
|
| R3 |
2.641 |
2.601 |
2.482 |
|
| R2 |
2.530 |
2.530 |
2.471 |
|
| R1 |
2.490 |
2.490 |
2.461 |
2.510 |
| PP |
2.419 |
2.419 |
2.419 |
2.429 |
| S1 |
2.379 |
2.379 |
2.441 |
2.399 |
| S2 |
2.308 |
2.308 |
2.431 |
|
| S3 |
2.197 |
2.268 |
2.420 |
|
| S4 |
2.086 |
2.157 |
2.390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.457 |
2.240 |
0.217 |
9.6% |
0.064 |
2.9% |
7% |
False |
True |
18,294 |
| 10 |
2.458 |
2.240 |
0.218 |
9.7% |
0.063 |
2.8% |
7% |
False |
True |
14,880 |
| 20 |
2.635 |
2.240 |
0.395 |
17.5% |
0.068 |
3.0% |
4% |
False |
True |
13,117 |
| 40 |
2.635 |
2.206 |
0.429 |
19.0% |
0.068 |
3.0% |
12% |
False |
False |
10,579 |
| 60 |
2.684 |
2.206 |
0.478 |
21.2% |
0.063 |
2.8% |
10% |
False |
False |
8,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.539 |
|
2.618 |
2.446 |
|
1.618 |
2.389 |
|
1.000 |
2.354 |
|
0.618 |
2.332 |
|
HIGH |
2.297 |
|
0.618 |
2.275 |
|
0.500 |
2.269 |
|
0.382 |
2.262 |
|
LOW |
2.240 |
|
0.618 |
2.205 |
|
1.000 |
2.183 |
|
1.618 |
2.148 |
|
2.618 |
2.091 |
|
4.250 |
1.998 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.269 |
2.300 |
| PP |
2.264 |
2.285 |
| S1 |
2.260 |
2.271 |
|