NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.856 |
1.784 |
-0.072 |
-3.9% |
1.952 |
| High |
1.870 |
1.844 |
-0.026 |
-1.4% |
1.963 |
| Low |
1.794 |
1.767 |
-0.027 |
-1.5% |
1.794 |
| Close |
1.804 |
1.821 |
0.017 |
0.9% |
1.804 |
| Range |
0.076 |
0.077 |
0.001 |
1.3% |
0.169 |
| ATR |
0.099 |
0.097 |
-0.002 |
-1.6% |
0.000 |
| Volume |
110,286 |
92,455 |
-17,831 |
-16.2% |
499,439 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.042 |
2.008 |
1.863 |
|
| R3 |
1.965 |
1.931 |
1.842 |
|
| R2 |
1.888 |
1.888 |
1.835 |
|
| R1 |
1.854 |
1.854 |
1.828 |
1.871 |
| PP |
1.811 |
1.811 |
1.811 |
1.819 |
| S1 |
1.777 |
1.777 |
1.814 |
1.794 |
| S2 |
1.734 |
1.734 |
1.807 |
|
| S3 |
1.657 |
1.700 |
1.800 |
|
| S4 |
1.580 |
1.623 |
1.779 |
|
|
| 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 |
1.963 |
1.767 |
0.196 |
10.8% |
0.082 |
4.5% |
28% |
False |
True |
118,378 |
| 10 |
2.172 |
1.767 |
0.405 |
22.2% |
0.082 |
4.5% |
13% |
False |
True |
134,644 |
| 20 |
2.315 |
1.767 |
0.548 |
30.1% |
0.093 |
5.1% |
10% |
False |
True |
147,054 |
| 40 |
2.493 |
1.767 |
0.726 |
39.9% |
0.100 |
5.5% |
7% |
False |
True |
109,295 |
| 60 |
2.493 |
1.767 |
0.726 |
39.9% |
0.091 |
5.0% |
7% |
False |
True |
90,285 |
| 80 |
2.631 |
1.767 |
0.864 |
47.4% |
0.090 |
4.9% |
6% |
False |
True |
75,515 |
| 100 |
2.927 |
1.767 |
1.160 |
63.7% |
0.084 |
4.6% |
5% |
False |
True |
64,858 |
| 120 |
3.062 |
1.767 |
1.295 |
71.1% |
0.078 |
4.3% |
4% |
False |
True |
55,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.171 |
|
2.618 |
2.046 |
|
1.618 |
1.969 |
|
1.000 |
1.921 |
|
0.618 |
1.892 |
|
HIGH |
1.844 |
|
0.618 |
1.815 |
|
0.500 |
1.806 |
|
0.382 |
1.796 |
|
LOW |
1.767 |
|
0.618 |
1.719 |
|
1.000 |
1.690 |
|
1.618 |
1.642 |
|
2.618 |
1.565 |
|
4.250 |
1.440 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.816 |
1.861 |
| PP |
1.811 |
1.847 |
| S1 |
1.806 |
1.834 |
|