NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.925 |
1.948 |
0.023 |
1.2% |
2.106 |
| High |
1.960 |
1.954 |
-0.006 |
-0.3% |
2.172 |
| Low |
1.893 |
1.849 |
-0.044 |
-2.3% |
1.951 |
| Close |
1.942 |
1.852 |
-0.090 |
-4.6% |
1.966 |
| Range |
0.067 |
0.105 |
0.038 |
56.7% |
0.221 |
| ATR |
0.100 |
0.101 |
0.000 |
0.3% |
0.000 |
| Volume |
108,686 |
144,732 |
36,046 |
33.2% |
754,549 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.200 |
2.131 |
1.910 |
|
| R3 |
2.095 |
2.026 |
1.881 |
|
| R2 |
1.990 |
1.990 |
1.871 |
|
| R1 |
1.921 |
1.921 |
1.862 |
1.903 |
| PP |
1.885 |
1.885 |
1.885 |
1.876 |
| S1 |
1.816 |
1.816 |
1.842 |
1.798 |
| S2 |
1.780 |
1.780 |
1.833 |
|
| S3 |
1.675 |
1.711 |
1.823 |
|
| S4 |
1.570 |
1.606 |
1.794 |
|
|
| 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 |
2.093 |
1.849 |
0.244 |
13.2% |
0.089 |
4.8% |
1% |
False |
True |
130,998 |
| 10 |
2.172 |
1.849 |
0.323 |
17.4% |
0.086 |
4.6% |
1% |
False |
True |
146,208 |
| 20 |
2.315 |
1.849 |
0.466 |
25.2% |
0.093 |
5.0% |
1% |
False |
True |
146,852 |
| 40 |
2.493 |
1.849 |
0.644 |
34.8% |
0.100 |
5.4% |
0% |
False |
True |
106,575 |
| 60 |
2.493 |
1.849 |
0.644 |
34.8% |
0.092 |
5.0% |
0% |
False |
True |
87,997 |
| 80 |
2.695 |
1.849 |
0.846 |
45.7% |
0.090 |
4.9% |
0% |
False |
True |
73,696 |
| 100 |
2.956 |
1.849 |
1.107 |
59.8% |
0.083 |
4.5% |
0% |
False |
True |
63,196 |
| 120 |
3.062 |
1.849 |
1.213 |
65.5% |
0.077 |
4.2% |
0% |
False |
True |
54,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.400 |
|
2.618 |
2.229 |
|
1.618 |
2.124 |
|
1.000 |
2.059 |
|
0.618 |
2.019 |
|
HIGH |
1.954 |
|
0.618 |
1.914 |
|
0.500 |
1.902 |
|
0.382 |
1.889 |
|
LOW |
1.849 |
|
0.618 |
1.784 |
|
1.000 |
1.744 |
|
1.618 |
1.679 |
|
2.618 |
1.574 |
|
4.250 |
1.403 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.902 |
1.906 |
| PP |
1.885 |
1.888 |
| S1 |
1.869 |
1.870 |
|