NYMEX Natural Gas Future March 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 |
2.036 |
2.042 |
0.006 |
0.3% |
2.162 |
| High |
2.065 |
2.048 |
-0.017 |
-0.8% |
2.315 |
| Low |
1.992 |
1.954 |
-0.038 |
-1.9% |
2.082 |
| Close |
2.038 |
1.972 |
-0.066 |
-3.2% |
2.298 |
| Range |
0.073 |
0.094 |
0.021 |
28.8% |
0.233 |
| ATR |
0.111 |
0.110 |
-0.001 |
-1.1% |
0.000 |
| Volume |
124,472 |
153,156 |
28,684 |
23.0% |
761,301 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.273 |
2.217 |
2.024 |
|
| R3 |
2.179 |
2.123 |
1.998 |
|
| R2 |
2.085 |
2.085 |
1.989 |
|
| R1 |
2.029 |
2.029 |
1.981 |
2.010 |
| PP |
1.991 |
1.991 |
1.991 |
1.982 |
| S1 |
1.935 |
1.935 |
1.963 |
1.916 |
| S2 |
1.897 |
1.897 |
1.955 |
|
| S3 |
1.803 |
1.841 |
1.946 |
|
| S4 |
1.709 |
1.747 |
1.920 |
|
|
| 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 |
1.954 |
0.361 |
18.3% |
0.106 |
5.4% |
5% |
False |
True |
169,923 |
| 10 |
2.315 |
1.954 |
0.361 |
18.3% |
0.100 |
5.1% |
5% |
False |
True |
150,991 |
| 20 |
2.493 |
1.954 |
0.539 |
27.3% |
0.104 |
5.3% |
3% |
False |
True |
119,768 |
| 40 |
2.493 |
1.910 |
0.583 |
29.6% |
0.098 |
4.9% |
11% |
False |
False |
88,580 |
| 60 |
2.631 |
1.910 |
0.721 |
36.6% |
0.091 |
4.6% |
9% |
False |
False |
70,853 |
| 80 |
2.887 |
1.910 |
0.977 |
49.5% |
0.087 |
4.4% |
6% |
False |
False |
59,845 |
| 100 |
3.062 |
1.910 |
1.152 |
58.4% |
0.080 |
4.1% |
5% |
False |
False |
51,066 |
| 120 |
3.166 |
1.910 |
1.256 |
63.7% |
0.075 |
3.8% |
5% |
False |
False |
43,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.448 |
|
2.618 |
2.294 |
|
1.618 |
2.200 |
|
1.000 |
2.142 |
|
0.618 |
2.106 |
|
HIGH |
2.048 |
|
0.618 |
2.012 |
|
0.500 |
2.001 |
|
0.382 |
1.990 |
|
LOW |
1.954 |
|
0.618 |
1.896 |
|
1.000 |
1.860 |
|
1.618 |
1.802 |
|
2.618 |
1.708 |
|
4.250 |
1.555 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.001 |
2.047 |
| PP |
1.991 |
2.022 |
| S1 |
1.982 |
1.997 |
|