NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.052 |
1.994 |
-0.058 |
-2.8% |
2.106 |
| High |
2.093 |
2.025 |
-0.068 |
-3.2% |
2.172 |
| Low |
1.980 |
1.951 |
-0.029 |
-1.5% |
1.951 |
| Close |
1.994 |
1.966 |
-0.028 |
-1.4% |
1.966 |
| Range |
0.113 |
0.074 |
-0.039 |
-34.5% |
0.221 |
| ATR |
0.107 |
0.104 |
-0.002 |
-2.2% |
0.000 |
| Volume |
163,827 |
102,013 |
-61,814 |
-37.7% |
754,549 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.203 |
2.158 |
2.007 |
|
| R3 |
2.129 |
2.084 |
1.986 |
|
| R2 |
2.055 |
2.055 |
1.980 |
|
| R1 |
2.010 |
2.010 |
1.973 |
1.996 |
| PP |
1.981 |
1.981 |
1.981 |
1.973 |
| S1 |
1.936 |
1.936 |
1.959 |
1.922 |
| S2 |
1.907 |
1.907 |
1.952 |
|
| S3 |
1.833 |
1.862 |
1.946 |
|
| S4 |
1.759 |
1.788 |
1.925 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.693 |
2.550 |
2.088 |
|
| R3 |
2.472 |
2.329 |
2.027 |
|
| R2 |
2.251 |
2.251 |
2.007 |
|
| R1 |
2.108 |
2.108 |
1.986 |
2.069 |
| PP |
2.030 |
2.030 |
2.030 |
2.010 |
| S1 |
1.887 |
1.887 |
1.946 |
1.848 |
| S2 |
1.809 |
1.809 |
1.925 |
|
| S3 |
1.588 |
1.666 |
1.905 |
|
| S4 |
1.367 |
1.445 |
1.844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.172 |
1.951 |
0.221 |
11.2% |
0.083 |
4.2% |
7% |
False |
True |
150,909 |
| 10 |
2.228 |
1.951 |
0.277 |
14.1% |
0.094 |
4.8% |
5% |
False |
True |
158,789 |
| 20 |
2.315 |
1.951 |
0.364 |
18.5% |
0.094 |
4.8% |
4% |
False |
True |
139,001 |
| 40 |
2.493 |
1.910 |
0.583 |
29.7% |
0.100 |
5.1% |
10% |
False |
False |
102,027 |
| 60 |
2.605 |
1.910 |
0.695 |
35.4% |
0.092 |
4.7% |
8% |
False |
False |
82,904 |
| 80 |
2.820 |
1.910 |
0.910 |
46.3% |
0.089 |
4.5% |
6% |
False |
False |
69,813 |
| 100 |
2.956 |
1.910 |
1.046 |
53.2% |
0.082 |
4.2% |
5% |
False |
False |
59,602 |
| 120 |
3.062 |
1.910 |
1.152 |
58.6% |
0.076 |
3.9% |
5% |
False |
False |
51,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.340 |
|
2.618 |
2.219 |
|
1.618 |
2.145 |
|
1.000 |
2.099 |
|
0.618 |
2.071 |
|
HIGH |
2.025 |
|
0.618 |
1.997 |
|
0.500 |
1.988 |
|
0.382 |
1.979 |
|
LOW |
1.951 |
|
0.618 |
1.905 |
|
1.000 |
1.877 |
|
1.618 |
1.831 |
|
2.618 |
1.757 |
|
4.250 |
1.637 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.988 |
2.030 |
| PP |
1.981 |
2.009 |
| S1 |
1.973 |
1.987 |
|