NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.213 |
2.136 |
-0.077 |
-3.5% |
2.162 |
| High |
2.228 |
2.140 |
-0.088 |
-3.9% |
2.315 |
| Low |
2.127 |
1.976 |
-0.151 |
-7.1% |
2.082 |
| Close |
2.152 |
2.025 |
-0.127 |
-5.9% |
2.298 |
| Range |
0.101 |
0.164 |
0.063 |
62.4% |
0.233 |
| ATR |
0.110 |
0.114 |
0.005 |
4.3% |
0.000 |
| Volume |
174,774 |
215,715 |
40,941 |
23.4% |
761,301 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.539 |
2.446 |
2.115 |
|
| R3 |
2.375 |
2.282 |
2.070 |
|
| R2 |
2.211 |
2.211 |
2.055 |
|
| R1 |
2.118 |
2.118 |
2.040 |
2.083 |
| PP |
2.047 |
2.047 |
2.047 |
2.029 |
| S1 |
1.954 |
1.954 |
2.010 |
1.919 |
| S2 |
1.883 |
1.883 |
1.995 |
|
| S3 |
1.719 |
1.790 |
1.980 |
|
| S4 |
1.555 |
1.626 |
1.935 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.931 |
2.847 |
2.426 |
|
| R3 |
2.698 |
2.614 |
2.362 |
|
| R2 |
2.465 |
2.465 |
2.341 |
|
| R1 |
2.381 |
2.381 |
2.319 |
2.423 |
| PP |
2.232 |
2.232 |
2.232 |
2.253 |
| S1 |
2.148 |
2.148 |
2.277 |
2.190 |
| S2 |
1.999 |
1.999 |
2.255 |
|
| S3 |
1.766 |
1.915 |
2.234 |
|
| S4 |
1.533 |
1.682 |
2.170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.315 |
1.976 |
0.339 |
16.7% |
0.117 |
5.8% |
14% |
False |
True |
177,556 |
| 10 |
2.315 |
1.976 |
0.339 |
16.7% |
0.101 |
5.0% |
14% |
False |
True |
142,197 |
| 20 |
2.493 |
1.976 |
0.517 |
25.5% |
0.106 |
5.2% |
9% |
False |
True |
112,137 |
| 40 |
2.493 |
1.910 |
0.583 |
28.8% |
0.096 |
4.8% |
20% |
False |
False |
84,355 |
| 60 |
2.631 |
1.910 |
0.721 |
35.6% |
0.092 |
4.5% |
16% |
False |
False |
67,462 |
| 80 |
2.887 |
1.910 |
0.977 |
48.2% |
0.086 |
4.2% |
12% |
False |
False |
56,850 |
| 100 |
3.062 |
1.910 |
1.152 |
56.9% |
0.080 |
3.9% |
10% |
False |
False |
48,510 |
| 120 |
3.238 |
1.910 |
1.328 |
65.6% |
0.074 |
3.7% |
9% |
False |
False |
41,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.837 |
|
2.618 |
2.569 |
|
1.618 |
2.405 |
|
1.000 |
2.304 |
|
0.618 |
2.241 |
|
HIGH |
2.140 |
|
0.618 |
2.077 |
|
0.500 |
2.058 |
|
0.382 |
2.039 |
|
LOW |
1.976 |
|
0.618 |
1.875 |
|
1.000 |
1.812 |
|
1.618 |
1.711 |
|
2.618 |
1.547 |
|
4.250 |
1.279 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.058 |
2.146 |
| PP |
2.047 |
2.105 |
| S1 |
2.036 |
2.065 |
|