NYMEX Natural Gas Future March 2016
Trading Metrics calculated at close of trading on 03-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
2.136 |
2.036 |
-0.100 |
-4.7% |
2.162 |
High |
2.140 |
2.065 |
-0.075 |
-3.5% |
2.315 |
Low |
1.976 |
1.992 |
0.016 |
0.8% |
2.082 |
Close |
2.025 |
2.038 |
0.013 |
0.6% |
2.298 |
Range |
0.164 |
0.073 |
-0.091 |
-55.5% |
0.233 |
ATR |
0.114 |
0.111 |
-0.003 |
-2.6% |
0.000 |
Volume |
215,715 |
124,472 |
-91,243 |
-42.3% |
761,301 |
|
Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.251 |
2.217 |
2.078 |
|
R3 |
2.178 |
2.144 |
2.058 |
|
R2 |
2.105 |
2.105 |
2.051 |
|
R1 |
2.071 |
2.071 |
2.045 |
2.088 |
PP |
2.032 |
2.032 |
2.032 |
2.040 |
S1 |
1.998 |
1.998 |
2.031 |
2.015 |
S2 |
1.959 |
1.959 |
2.025 |
|
S3 |
1.886 |
1.925 |
2.018 |
|
S4 |
1.813 |
1.852 |
1.998 |
|
|
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 |
16.6% |
0.116 |
5.7% |
18% |
False |
False |
176,084 |
10 |
2.315 |
1.976 |
0.339 |
16.6% |
0.101 |
4.9% |
18% |
False |
False |
147,496 |
20 |
2.493 |
1.976 |
0.517 |
25.4% |
0.105 |
5.1% |
12% |
False |
False |
115,934 |
40 |
2.493 |
1.910 |
0.583 |
28.6% |
0.097 |
4.8% |
22% |
False |
False |
86,737 |
60 |
2.631 |
1.910 |
0.721 |
35.4% |
0.091 |
4.5% |
18% |
False |
False |
68,872 |
80 |
2.887 |
1.910 |
0.977 |
47.9% |
0.086 |
4.2% |
13% |
False |
False |
58,162 |
100 |
3.062 |
1.910 |
1.152 |
56.5% |
0.080 |
3.9% |
11% |
False |
False |
49,628 |
120 |
3.238 |
1.910 |
1.328 |
65.2% |
0.075 |
3.7% |
10% |
False |
False |
42,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.375 |
2.618 |
2.256 |
1.618 |
2.183 |
1.000 |
2.138 |
0.618 |
2.110 |
HIGH |
2.065 |
0.618 |
2.037 |
0.500 |
2.029 |
0.382 |
2.020 |
LOW |
1.992 |
0.618 |
1.947 |
1.000 |
1.919 |
1.618 |
1.874 |
2.618 |
1.801 |
4.250 |
1.682 |
|
|
Fisher Pivots for day following 03-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
2.035 |
2.102 |
PP |
2.032 |
2.081 |
S1 |
2.029 |
2.059 |
|