NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.948 |
1.856 |
-0.092 |
-4.7% |
1.952 |
| High |
1.954 |
1.870 |
-0.084 |
-4.3% |
1.963 |
| Low |
1.849 |
1.794 |
-0.055 |
-3.0% |
1.794 |
| Close |
1.852 |
1.804 |
-0.048 |
-2.6% |
1.804 |
| Range |
0.105 |
0.076 |
-0.029 |
-27.6% |
0.169 |
| ATR |
0.101 |
0.099 |
-0.002 |
-1.8% |
0.000 |
| Volume |
144,732 |
110,286 |
-34,446 |
-23.8% |
499,439 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.051 |
2.003 |
1.846 |
|
| R3 |
1.975 |
1.927 |
1.825 |
|
| R2 |
1.899 |
1.899 |
1.818 |
|
| R1 |
1.851 |
1.851 |
1.811 |
1.837 |
| PP |
1.823 |
1.823 |
1.823 |
1.816 |
| S1 |
1.775 |
1.775 |
1.797 |
1.761 |
| S2 |
1.747 |
1.747 |
1.790 |
|
| S3 |
1.671 |
1.699 |
1.783 |
|
| S4 |
1.595 |
1.623 |
1.762 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.361 |
2.251 |
1.897 |
|
| R3 |
2.192 |
2.082 |
1.850 |
|
| R2 |
2.023 |
2.023 |
1.835 |
|
| R1 |
1.913 |
1.913 |
1.819 |
1.884 |
| PP |
1.854 |
1.854 |
1.854 |
1.839 |
| S1 |
1.744 |
1.744 |
1.789 |
1.715 |
| S2 |
1.685 |
1.685 |
1.773 |
|
| S3 |
1.516 |
1.575 |
1.758 |
|
| S4 |
1.347 |
1.406 |
1.711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.025 |
1.794 |
0.231 |
12.8% |
0.081 |
4.5% |
4% |
False |
True |
120,290 |
| 10 |
2.172 |
1.794 |
0.378 |
21.0% |
0.084 |
4.7% |
3% |
False |
True |
141,921 |
| 20 |
2.315 |
1.794 |
0.521 |
28.9% |
0.092 |
5.1% |
2% |
False |
True |
146,456 |
| 40 |
2.493 |
1.794 |
0.699 |
38.7% |
0.099 |
5.5% |
1% |
False |
True |
107,801 |
| 60 |
2.493 |
1.794 |
0.699 |
38.7% |
0.091 |
5.1% |
1% |
False |
True |
89,175 |
| 80 |
2.631 |
1.794 |
0.837 |
46.4% |
0.090 |
5.0% |
1% |
False |
True |
74,784 |
| 100 |
2.956 |
1.794 |
1.162 |
64.4% |
0.084 |
4.6% |
1% |
False |
True |
64,162 |
| 120 |
3.062 |
1.794 |
1.268 |
70.3% |
0.078 |
4.3% |
1% |
False |
True |
55,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.193 |
|
2.618 |
2.069 |
|
1.618 |
1.993 |
|
1.000 |
1.946 |
|
0.618 |
1.917 |
|
HIGH |
1.870 |
|
0.618 |
1.841 |
|
0.500 |
1.832 |
|
0.382 |
1.823 |
|
LOW |
1.794 |
|
0.618 |
1.747 |
|
1.000 |
1.718 |
|
1.618 |
1.671 |
|
2.618 |
1.595 |
|
4.250 |
1.471 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.832 |
1.877 |
| PP |
1.823 |
1.853 |
| S1 |
1.813 |
1.828 |
|