NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.042 |
1.981 |
-0.061 |
-3.0% |
2.213 |
| High |
2.048 |
2.076 |
0.028 |
1.4% |
2.228 |
| Low |
1.954 |
1.981 |
0.027 |
1.4% |
1.954 |
| Close |
1.972 |
2.063 |
0.091 |
4.6% |
2.063 |
| Range |
0.094 |
0.095 |
0.001 |
1.1% |
0.274 |
| ATR |
0.110 |
0.110 |
0.000 |
-0.4% |
0.000 |
| Volume |
153,156 |
165,224 |
12,068 |
7.9% |
833,341 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.325 |
2.289 |
2.115 |
|
| R3 |
2.230 |
2.194 |
2.089 |
|
| R2 |
2.135 |
2.135 |
2.080 |
|
| R1 |
2.099 |
2.099 |
2.072 |
2.117 |
| PP |
2.040 |
2.040 |
2.040 |
2.049 |
| S1 |
2.004 |
2.004 |
2.054 |
2.022 |
| S2 |
1.945 |
1.945 |
2.046 |
|
| S3 |
1.850 |
1.909 |
2.037 |
|
| S4 |
1.755 |
1.814 |
2.011 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.904 |
2.757 |
2.214 |
|
| R3 |
2.630 |
2.483 |
2.138 |
|
| R2 |
2.356 |
2.356 |
2.113 |
|
| R1 |
2.209 |
2.209 |
2.088 |
2.146 |
| PP |
2.082 |
2.082 |
2.082 |
2.050 |
| S1 |
1.935 |
1.935 |
2.038 |
1.872 |
| S2 |
1.808 |
1.808 |
2.013 |
|
| S3 |
1.534 |
1.661 |
1.988 |
|
| S4 |
1.260 |
1.387 |
1.912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.228 |
1.954 |
0.274 |
13.3% |
0.105 |
5.1% |
40% |
False |
False |
166,668 |
| 10 |
2.315 |
1.954 |
0.361 |
17.5% |
0.104 |
5.0% |
30% |
False |
False |
159,464 |
| 20 |
2.493 |
1.954 |
0.539 |
26.1% |
0.102 |
4.9% |
20% |
False |
False |
123,734 |
| 40 |
2.493 |
1.910 |
0.583 |
28.3% |
0.098 |
4.8% |
26% |
False |
False |
90,950 |
| 60 |
2.631 |
1.910 |
0.721 |
34.9% |
0.091 |
4.4% |
21% |
False |
False |
73,144 |
| 80 |
2.887 |
1.910 |
0.977 |
47.4% |
0.087 |
4.2% |
16% |
False |
False |
61,679 |
| 100 |
3.062 |
1.910 |
1.152 |
55.8% |
0.081 |
3.9% |
13% |
False |
False |
52,560 |
| 120 |
3.131 |
1.910 |
1.221 |
59.2% |
0.075 |
3.6% |
13% |
False |
False |
45,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.480 |
|
2.618 |
2.325 |
|
1.618 |
2.230 |
|
1.000 |
2.171 |
|
0.618 |
2.135 |
|
HIGH |
2.076 |
|
0.618 |
2.040 |
|
0.500 |
2.029 |
|
0.382 |
2.017 |
|
LOW |
1.981 |
|
0.618 |
1.922 |
|
1.000 |
1.886 |
|
1.618 |
1.827 |
|
2.618 |
1.732 |
|
4.250 |
1.577 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.052 |
2.047 |
| PP |
2.040 |
2.031 |
| S1 |
2.029 |
2.015 |
|