NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.981 |
2.106 |
0.125 |
6.3% |
2.213 |
| High |
2.076 |
2.172 |
0.096 |
4.6% |
2.228 |
| Low |
1.981 |
2.105 |
0.124 |
6.3% |
1.954 |
| Close |
2.063 |
2.140 |
0.077 |
3.7% |
2.063 |
| Range |
0.095 |
0.067 |
-0.028 |
-29.5% |
0.274 |
| ATR |
0.110 |
0.110 |
0.000 |
0.0% |
0.000 |
| Volume |
165,224 |
197,084 |
31,860 |
19.3% |
833,341 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.340 |
2.307 |
2.177 |
|
| R3 |
2.273 |
2.240 |
2.158 |
|
| R2 |
2.206 |
2.206 |
2.152 |
|
| R1 |
2.173 |
2.173 |
2.146 |
2.190 |
| PP |
2.139 |
2.139 |
2.139 |
2.147 |
| S1 |
2.106 |
2.106 |
2.134 |
2.123 |
| S2 |
2.072 |
2.072 |
2.128 |
|
| S3 |
2.005 |
2.039 |
2.122 |
|
| S4 |
1.938 |
1.972 |
2.103 |
|
|
| 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 |
2.172 |
1.954 |
0.218 |
10.2% |
0.099 |
4.6% |
85% |
True |
False |
171,130 |
| 10 |
2.315 |
1.954 |
0.361 |
16.9% |
0.101 |
4.7% |
52% |
False |
False |
167,388 |
| 20 |
2.484 |
1.954 |
0.530 |
24.8% |
0.100 |
4.7% |
35% |
False |
False |
128,791 |
| 40 |
2.493 |
1.910 |
0.583 |
27.2% |
0.098 |
4.6% |
39% |
False |
False |
94,181 |
| 60 |
2.631 |
1.910 |
0.721 |
33.7% |
0.091 |
4.3% |
32% |
False |
False |
75,725 |
| 80 |
2.887 |
1.910 |
0.977 |
45.7% |
0.087 |
4.1% |
24% |
False |
False |
63,872 |
| 100 |
3.026 |
1.910 |
1.116 |
52.1% |
0.081 |
3.8% |
21% |
False |
False |
54,424 |
| 120 |
3.099 |
1.910 |
1.189 |
55.6% |
0.075 |
3.5% |
19% |
False |
False |
46,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.457 |
|
2.618 |
2.347 |
|
1.618 |
2.280 |
|
1.000 |
2.239 |
|
0.618 |
2.213 |
|
HIGH |
2.172 |
|
0.618 |
2.146 |
|
0.500 |
2.139 |
|
0.382 |
2.131 |
|
LOW |
2.105 |
|
0.618 |
2.064 |
|
1.000 |
2.038 |
|
1.618 |
1.997 |
|
2.618 |
1.930 |
|
4.250 |
1.820 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.140 |
2.114 |
| PP |
2.139 |
2.089 |
| S1 |
2.139 |
2.063 |
|