NYMEX Natural Gas Future August 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 |
2.071 |
2.006 |
-0.065 |
-3.1% |
2.121 |
High |
2.080 |
2.062 |
-0.018 |
-0.9% |
2.144 |
Low |
2.003 |
1.990 |
-0.013 |
-0.6% |
2.003 |
Close |
2.072 |
2.034 |
-0.038 |
-1.8% |
2.072 |
Range |
0.077 |
0.072 |
-0.005 |
-6.5% |
0.141 |
ATR |
0.064 |
0.065 |
0.001 |
2.0% |
0.000 |
Volume |
11,331 |
16,686 |
5,355 |
47.3% |
49,004 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.245 |
2.211 |
2.074 |
|
R3 |
2.173 |
2.139 |
2.054 |
|
R2 |
2.101 |
2.101 |
2.047 |
|
R1 |
2.067 |
2.067 |
2.041 |
2.084 |
PP |
2.029 |
2.029 |
2.029 |
2.037 |
S1 |
1.995 |
1.995 |
2.027 |
2.012 |
S2 |
1.957 |
1.957 |
2.021 |
|
S3 |
1.885 |
1.923 |
2.014 |
|
S4 |
1.813 |
1.851 |
1.994 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.496 |
2.425 |
2.150 |
|
R3 |
2.355 |
2.284 |
2.111 |
|
R2 |
2.214 |
2.214 |
2.098 |
|
R1 |
2.143 |
2.143 |
2.085 |
2.108 |
PP |
2.073 |
2.073 |
2.073 |
2.056 |
S1 |
2.002 |
2.002 |
2.059 |
1.967 |
S2 |
1.932 |
1.932 |
2.046 |
|
S3 |
1.791 |
1.861 |
2.033 |
|
S4 |
1.650 |
1.720 |
1.994 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.135 |
1.990 |
0.145 |
7.1% |
0.060 |
3.0% |
30% |
False |
True |
10,818 |
10 |
2.260 |
1.990 |
0.270 |
13.3% |
0.060 |
2.9% |
16% |
False |
True |
10,301 |
20 |
2.419 |
1.990 |
0.429 |
21.1% |
0.060 |
2.9% |
10% |
False |
True |
8,812 |
40 |
2.646 |
1.990 |
0.656 |
32.3% |
0.063 |
3.1% |
7% |
False |
True |
6,950 |
60 |
2.646 |
1.990 |
0.656 |
32.3% |
0.061 |
3.0% |
7% |
False |
True |
5,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.368 |
2.618 |
2.250 |
1.618 |
2.178 |
1.000 |
2.134 |
0.618 |
2.106 |
HIGH |
2.062 |
0.618 |
2.034 |
0.500 |
2.026 |
0.382 |
2.018 |
LOW |
1.990 |
0.618 |
1.946 |
1.000 |
1.918 |
1.618 |
1.874 |
2.618 |
1.802 |
4.250 |
1.684 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
2.031 |
2.039 |
PP |
2.029 |
2.037 |
S1 |
2.026 |
2.036 |
|