NYMEX Natural Gas Future July 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
2.031 |
1.972 |
-0.059 |
-2.9% |
2.077 |
High |
2.037 |
2.014 |
-0.023 |
-1.1% |
2.104 |
Low |
1.954 |
1.946 |
-0.008 |
-0.4% |
1.954 |
Close |
2.028 |
1.985 |
-0.043 |
-2.1% |
2.028 |
Range |
0.083 |
0.068 |
-0.015 |
-18.1% |
0.150 |
ATR |
0.068 |
0.069 |
0.001 |
1.5% |
0.000 |
Volume |
28,144 |
35,855 |
7,711 |
27.4% |
87,945 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.186 |
2.153 |
2.022 |
|
R3 |
2.118 |
2.085 |
2.004 |
|
R2 |
2.050 |
2.050 |
1.997 |
|
R1 |
2.017 |
2.017 |
1.991 |
2.034 |
PP |
1.982 |
1.982 |
1.982 |
1.990 |
S1 |
1.949 |
1.949 |
1.979 |
1.966 |
S2 |
1.914 |
1.914 |
1.973 |
|
S3 |
1.846 |
1.881 |
1.966 |
|
S4 |
1.778 |
1.813 |
1.948 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.479 |
2.403 |
2.111 |
|
R3 |
2.329 |
2.253 |
2.069 |
|
R2 |
2.179 |
2.179 |
2.056 |
|
R1 |
2.103 |
2.103 |
2.042 |
2.066 |
PP |
2.029 |
2.029 |
2.029 |
2.010 |
S1 |
1.953 |
1.953 |
2.014 |
1.916 |
S2 |
1.879 |
1.879 |
2.001 |
|
S3 |
1.729 |
1.803 |
1.987 |
|
S4 |
1.579 |
1.653 |
1.946 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.097 |
1.946 |
0.151 |
7.6% |
0.064 |
3.2% |
26% |
False |
True |
21,629 |
10 |
2.236 |
1.946 |
0.290 |
14.6% |
0.065 |
3.3% |
13% |
False |
True |
20,356 |
20 |
2.408 |
1.946 |
0.462 |
23.3% |
0.065 |
3.2% |
8% |
False |
True |
18,824 |
40 |
2.635 |
1.946 |
0.689 |
34.7% |
0.068 |
3.4% |
6% |
False |
True |
14,821 |
60 |
2.635 |
1.946 |
0.689 |
34.7% |
0.065 |
3.3% |
6% |
False |
True |
12,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.303 |
2.618 |
2.192 |
1.618 |
2.124 |
1.000 |
2.082 |
0.618 |
2.056 |
HIGH |
2.014 |
0.618 |
1.988 |
0.500 |
1.980 |
0.382 |
1.972 |
LOW |
1.946 |
0.618 |
1.904 |
1.000 |
1.878 |
1.618 |
1.836 |
2.618 |
1.768 |
4.250 |
1.657 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.983 |
2.000 |
PP |
1.982 |
1.995 |
S1 |
1.980 |
1.990 |
|