NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.786 |
1.711 |
-0.075 |
-4.2% |
1.854 |
| High |
1.805 |
1.737 |
-0.068 |
-3.8% |
1.893 |
| Low |
1.731 |
1.690 |
-0.041 |
-2.4% |
1.731 |
| Close |
1.791 |
1.711 |
-0.080 |
-4.5% |
1.791 |
| Range |
0.074 |
0.047 |
-0.027 |
-36.5% |
0.162 |
| ATR |
0.083 |
0.084 |
0.001 |
1.5% |
0.000 |
| Volume |
115,553 |
173,244 |
57,691 |
49.9% |
548,775 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.854 |
1.829 |
1.737 |
|
| R3 |
1.807 |
1.782 |
1.724 |
|
| R2 |
1.760 |
1.760 |
1.720 |
|
| R1 |
1.735 |
1.735 |
1.715 |
1.735 |
| PP |
1.713 |
1.713 |
1.713 |
1.712 |
| S1 |
1.688 |
1.688 |
1.707 |
1.688 |
| S2 |
1.666 |
1.666 |
1.702 |
|
| S3 |
1.619 |
1.641 |
1.698 |
|
| S4 |
1.572 |
1.594 |
1.685 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.291 |
2.203 |
1.880 |
|
| R3 |
2.129 |
2.041 |
1.836 |
|
| R2 |
1.967 |
1.967 |
1.821 |
|
| R1 |
1.879 |
1.879 |
1.806 |
1.842 |
| PP |
1.805 |
1.805 |
1.805 |
1.787 |
| S1 |
1.717 |
1.717 |
1.776 |
1.680 |
| S2 |
1.643 |
1.643 |
1.761 |
|
| S3 |
1.481 |
1.555 |
1.746 |
|
| S4 |
1.319 |
1.393 |
1.702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.885 |
1.690 |
0.195 |
11.4% |
0.067 |
3.9% |
11% |
False |
True |
125,516 |
| 10 |
2.033 |
1.690 |
0.343 |
20.0% |
0.073 |
4.3% |
6% |
False |
True |
106,357 |
| 20 |
2.279 |
1.690 |
0.589 |
34.4% |
0.078 |
4.6% |
4% |
False |
True |
93,116 |
| 40 |
2.512 |
1.690 |
0.822 |
48.0% |
0.083 |
4.9% |
3% |
False |
True |
67,555 |
| 60 |
2.512 |
1.690 |
0.822 |
48.0% |
0.078 |
4.6% |
3% |
False |
True |
57,343 |
| 80 |
2.581 |
1.690 |
0.891 |
52.1% |
0.076 |
4.4% |
2% |
False |
True |
49,010 |
| 100 |
2.746 |
1.690 |
1.056 |
61.7% |
0.072 |
4.2% |
2% |
False |
True |
42,990 |
| 120 |
2.912 |
1.690 |
1.222 |
71.4% |
0.068 |
4.0% |
2% |
False |
True |
37,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.937 |
|
2.618 |
1.860 |
|
1.618 |
1.813 |
|
1.000 |
1.784 |
|
0.618 |
1.766 |
|
HIGH |
1.737 |
|
0.618 |
1.719 |
|
0.500 |
1.714 |
|
0.382 |
1.708 |
|
LOW |
1.690 |
|
0.618 |
1.661 |
|
1.000 |
1.643 |
|
1.618 |
1.614 |
|
2.618 |
1.567 |
|
4.250 |
1.490 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.714 |
1.764 |
| PP |
1.713 |
1.746 |
| S1 |
1.712 |
1.729 |
|