NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.952 |
1.925 |
-0.027 |
-1.4% |
2.106 |
| High |
1.963 |
1.960 |
-0.003 |
-0.2% |
2.172 |
| Low |
1.879 |
1.893 |
0.014 |
0.7% |
1.951 |
| Close |
1.903 |
1.942 |
0.039 |
2.0% |
1.966 |
| Range |
0.084 |
0.067 |
-0.017 |
-20.2% |
0.221 |
| ATR |
0.103 |
0.100 |
-0.003 |
-2.5% |
0.000 |
| Volume |
135,735 |
108,686 |
-27,049 |
-19.9% |
754,549 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.133 |
2.104 |
1.979 |
|
| R3 |
2.066 |
2.037 |
1.960 |
|
| R2 |
1.999 |
1.999 |
1.954 |
|
| R1 |
1.970 |
1.970 |
1.948 |
1.985 |
| PP |
1.932 |
1.932 |
1.932 |
1.939 |
| S1 |
1.903 |
1.903 |
1.936 |
1.918 |
| S2 |
1.865 |
1.865 |
1.930 |
|
| S3 |
1.798 |
1.836 |
1.924 |
|
| S4 |
1.731 |
1.769 |
1.905 |
|
|
| 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 |
2.109 |
1.879 |
0.230 |
11.8% |
0.086 |
4.4% |
27% |
False |
False |
131,479 |
| 10 |
2.172 |
1.879 |
0.293 |
15.1% |
0.083 |
4.3% |
22% |
False |
False |
144,182 |
| 20 |
2.315 |
1.879 |
0.436 |
22.5% |
0.092 |
4.7% |
14% |
False |
False |
143,189 |
| 40 |
2.493 |
1.879 |
0.614 |
31.6% |
0.100 |
5.2% |
10% |
False |
False |
104,353 |
| 60 |
2.557 |
1.879 |
0.678 |
34.9% |
0.092 |
4.7% |
9% |
False |
False |
86,040 |
| 80 |
2.749 |
1.879 |
0.870 |
44.8% |
0.090 |
4.6% |
7% |
False |
False |
72,236 |
| 100 |
2.956 |
1.879 |
1.077 |
55.5% |
0.083 |
4.3% |
6% |
False |
False |
61,898 |
| 120 |
3.062 |
1.879 |
1.183 |
60.9% |
0.077 |
4.0% |
5% |
False |
False |
53,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.245 |
|
2.618 |
2.135 |
|
1.618 |
2.068 |
|
1.000 |
2.027 |
|
0.618 |
2.001 |
|
HIGH |
1.960 |
|
0.618 |
1.934 |
|
0.500 |
1.927 |
|
0.382 |
1.919 |
|
LOW |
1.893 |
|
0.618 |
1.852 |
|
1.000 |
1.826 |
|
1.618 |
1.785 |
|
2.618 |
1.718 |
|
4.250 |
1.608 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.937 |
1.952 |
| PP |
1.932 |
1.949 |
| S1 |
1.927 |
1.945 |
|