NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.832 |
1.785 |
-0.047 |
-2.6% |
1.952 |
| High |
1.848 |
1.808 |
-0.040 |
-2.2% |
1.963 |
| Low |
1.773 |
1.761 |
-0.012 |
-0.7% |
1.794 |
| Close |
1.782 |
1.778 |
-0.004 |
-0.2% |
1.804 |
| Range |
0.075 |
0.047 |
-0.028 |
-37.3% |
0.169 |
| ATR |
0.096 |
0.092 |
-0.003 |
-3.6% |
0.000 |
| Volume |
54,649 |
39,324 |
-15,325 |
-28.0% |
499,439 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.923 |
1.898 |
1.804 |
|
| R3 |
1.876 |
1.851 |
1.791 |
|
| R2 |
1.829 |
1.829 |
1.787 |
|
| R1 |
1.804 |
1.804 |
1.782 |
1.793 |
| PP |
1.782 |
1.782 |
1.782 |
1.777 |
| S1 |
1.757 |
1.757 |
1.774 |
1.746 |
| S2 |
1.735 |
1.735 |
1.769 |
|
| S3 |
1.688 |
1.710 |
1.765 |
|
| S4 |
1.641 |
1.663 |
1.752 |
|
|
| 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 |
1.954 |
1.761 |
0.193 |
10.9% |
0.076 |
4.3% |
9% |
False |
True |
88,289 |
| 10 |
2.109 |
1.761 |
0.348 |
19.6% |
0.081 |
4.6% |
5% |
False |
True |
109,884 |
| 20 |
2.315 |
1.761 |
0.554 |
31.2% |
0.090 |
5.0% |
3% |
False |
True |
138,552 |
| 40 |
2.493 |
1.761 |
0.732 |
41.2% |
0.098 |
5.5% |
2% |
False |
True |
110,110 |
| 60 |
2.493 |
1.761 |
0.732 |
41.2% |
0.090 |
5.1% |
2% |
False |
True |
90,858 |
| 80 |
2.631 |
1.761 |
0.870 |
48.9% |
0.089 |
5.0% |
2% |
False |
True |
75,922 |
| 100 |
2.887 |
1.761 |
1.126 |
63.3% |
0.083 |
4.7% |
2% |
False |
True |
65,412 |
| 120 |
3.062 |
1.761 |
1.301 |
73.2% |
0.078 |
4.4% |
1% |
False |
True |
56,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.008 |
|
2.618 |
1.931 |
|
1.618 |
1.884 |
|
1.000 |
1.855 |
|
0.618 |
1.837 |
|
HIGH |
1.808 |
|
0.618 |
1.790 |
|
0.500 |
1.785 |
|
0.382 |
1.779 |
|
LOW |
1.761 |
|
0.618 |
1.732 |
|
1.000 |
1.714 |
|
1.618 |
1.685 |
|
2.618 |
1.638 |
|
4.250 |
1.561 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.785 |
1.805 |
| PP |
1.782 |
1.796 |
| S1 |
1.780 |
1.787 |
|