NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.129 |
2.097 |
-0.032 |
-1.5% |
2.213 |
| High |
2.134 |
2.109 |
-0.025 |
-1.2% |
2.228 |
| Low |
2.065 |
2.017 |
-0.048 |
-2.3% |
1.954 |
| Close |
2.098 |
2.046 |
-0.052 |
-2.5% |
2.063 |
| Range |
0.069 |
0.092 |
0.023 |
33.3% |
0.274 |
| ATR |
0.107 |
0.106 |
-0.001 |
-1.0% |
0.000 |
| Volume |
144,489 |
147,136 |
2,647 |
1.8% |
833,341 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.333 |
2.282 |
2.097 |
|
| R3 |
2.241 |
2.190 |
2.071 |
|
| R2 |
2.149 |
2.149 |
2.063 |
|
| R1 |
2.098 |
2.098 |
2.054 |
2.078 |
| PP |
2.057 |
2.057 |
2.057 |
2.047 |
| S1 |
2.006 |
2.006 |
2.038 |
1.986 |
| S2 |
1.965 |
1.965 |
2.029 |
|
| S3 |
1.873 |
1.914 |
2.021 |
|
| S4 |
1.781 |
1.822 |
1.995 |
|
|
| 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 |
10.7% |
0.083 |
4.1% |
42% |
False |
False |
161,417 |
| 10 |
2.315 |
1.954 |
0.361 |
17.6% |
0.100 |
4.9% |
25% |
False |
False |
168,751 |
| 20 |
2.324 |
1.954 |
0.370 |
18.1% |
0.096 |
4.7% |
25% |
False |
False |
134,429 |
| 40 |
2.493 |
1.910 |
0.583 |
28.5% |
0.099 |
4.9% |
23% |
False |
False |
97,842 |
| 60 |
2.631 |
1.910 |
0.721 |
35.2% |
0.092 |
4.5% |
19% |
False |
False |
79,440 |
| 80 |
2.820 |
1.910 |
0.910 |
44.5% |
0.088 |
4.3% |
15% |
False |
False |
66,853 |
| 100 |
2.967 |
1.910 |
1.057 |
51.7% |
0.081 |
4.0% |
13% |
False |
False |
57,172 |
| 120 |
3.099 |
1.910 |
1.189 |
58.1% |
0.076 |
3.7% |
11% |
False |
False |
49,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.500 |
|
2.618 |
2.350 |
|
1.618 |
2.258 |
|
1.000 |
2.201 |
|
0.618 |
2.166 |
|
HIGH |
2.109 |
|
0.618 |
2.074 |
|
0.500 |
2.063 |
|
0.382 |
2.052 |
|
LOW |
2.017 |
|
0.618 |
1.960 |
|
1.000 |
1.925 |
|
1.618 |
1.868 |
|
2.618 |
1.776 |
|
4.250 |
1.626 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.063 |
2.095 |
| PP |
2.057 |
2.078 |
| S1 |
2.052 |
2.062 |
|