NYMEX Natural Gas Future April 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
2.124 |
2.128 |
0.004 |
0.2% |
2.241 |
High |
2.144 |
2.128 |
-0.016 |
-0.7% |
2.347 |
Low |
2.085 |
2.044 |
-0.041 |
-2.0% |
2.163 |
Close |
2.123 |
2.062 |
-0.061 |
-2.9% |
2.332 |
Range |
0.059 |
0.084 |
0.025 |
42.4% |
0.184 |
ATR |
0.094 |
0.094 |
-0.001 |
-0.8% |
0.000 |
Volume |
54,167 |
64,541 |
10,374 |
19.2% |
251,767 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.330 |
2.280 |
2.108 |
|
R3 |
2.246 |
2.196 |
2.085 |
|
R2 |
2.162 |
2.162 |
2.077 |
|
R1 |
2.112 |
2.112 |
2.070 |
2.095 |
PP |
2.078 |
2.078 |
2.078 |
2.070 |
S1 |
2.028 |
2.028 |
2.054 |
2.011 |
S2 |
1.994 |
1.994 |
2.047 |
|
S3 |
1.910 |
1.944 |
2.039 |
|
S4 |
1.826 |
1.860 |
2.016 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.833 |
2.766 |
2.433 |
|
R3 |
2.649 |
2.582 |
2.383 |
|
R2 |
2.465 |
2.465 |
2.366 |
|
R1 |
2.398 |
2.398 |
2.349 |
2.432 |
PP |
2.281 |
2.281 |
2.281 |
2.297 |
S1 |
2.214 |
2.214 |
2.315 |
2.248 |
S2 |
2.097 |
2.097 |
2.298 |
|
S3 |
1.913 |
2.030 |
2.281 |
|
S4 |
1.729 |
1.846 |
2.231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.347 |
2.044 |
0.303 |
14.7% |
0.090 |
4.4% |
6% |
False |
True |
68,772 |
10 |
2.347 |
2.044 |
0.303 |
14.7% |
0.086 |
4.2% |
6% |
False |
True |
55,053 |
20 |
2.512 |
2.044 |
0.468 |
22.7% |
0.089 |
4.3% |
4% |
False |
True |
47,912 |
40 |
2.512 |
2.017 |
0.495 |
24.0% |
0.083 |
4.0% |
9% |
False |
False |
42,806 |
60 |
2.581 |
2.017 |
0.564 |
27.4% |
0.077 |
3.7% |
8% |
False |
False |
37,333 |
80 |
2.746 |
2.017 |
0.729 |
35.4% |
0.073 |
3.5% |
6% |
False |
False |
33,258 |
100 |
2.912 |
2.017 |
0.895 |
43.4% |
0.068 |
3.3% |
5% |
False |
False |
29,116 |
120 |
3.008 |
2.017 |
0.991 |
48.1% |
0.063 |
3.1% |
5% |
False |
False |
25,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.485 |
2.618 |
2.348 |
1.618 |
2.264 |
1.000 |
2.212 |
0.618 |
2.180 |
HIGH |
2.128 |
0.618 |
2.096 |
0.500 |
2.086 |
0.382 |
2.076 |
LOW |
2.044 |
0.618 |
1.992 |
1.000 |
1.960 |
1.618 |
1.908 |
2.618 |
1.824 |
4.250 |
1.687 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
2.086 |
2.128 |
PP |
2.078 |
2.106 |
S1 |
2.070 |
2.084 |
|