NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.324 |
2.301 |
-0.023 |
-1.0% |
2.299 |
| High |
2.380 |
2.320 |
-0.060 |
-2.5% |
2.380 |
| Low |
2.310 |
2.253 |
-0.057 |
-2.5% |
2.223 |
| Close |
2.368 |
2.280 |
-0.088 |
-3.7% |
2.368 |
| Range |
0.070 |
0.067 |
-0.003 |
-4.3% |
0.157 |
| ATR |
0.082 |
0.085 |
0.002 |
2.8% |
0.000 |
| Volume |
43,145 |
41,543 |
-1,602 |
-3.7% |
185,934 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.485 |
2.450 |
2.317 |
|
| R3 |
2.418 |
2.383 |
2.298 |
|
| R2 |
2.351 |
2.351 |
2.292 |
|
| R1 |
2.316 |
2.316 |
2.286 |
2.300 |
| PP |
2.284 |
2.284 |
2.284 |
2.277 |
| S1 |
2.249 |
2.249 |
2.274 |
2.233 |
| S2 |
2.217 |
2.217 |
2.268 |
|
| S3 |
2.150 |
2.182 |
2.262 |
|
| S4 |
2.083 |
2.115 |
2.243 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.795 |
2.738 |
2.454 |
|
| R3 |
2.638 |
2.581 |
2.411 |
|
| R2 |
2.481 |
2.481 |
2.397 |
|
| R1 |
2.424 |
2.424 |
2.382 |
2.453 |
| PP |
2.324 |
2.324 |
2.324 |
2.338 |
| S1 |
2.267 |
2.267 |
2.354 |
2.296 |
| S2 |
2.167 |
2.167 |
2.339 |
|
| S3 |
2.010 |
2.110 |
2.325 |
|
| S4 |
1.853 |
1.953 |
2.282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.380 |
2.223 |
0.157 |
6.9% |
0.076 |
3.3% |
36% |
False |
False |
39,650 |
| 10 |
2.380 |
2.206 |
0.174 |
7.6% |
0.077 |
3.4% |
43% |
False |
False |
32,592 |
| 20 |
2.549 |
2.206 |
0.343 |
15.0% |
0.081 |
3.6% |
22% |
False |
False |
27,841 |
| 40 |
2.549 |
2.087 |
0.462 |
20.3% |
0.073 |
3.2% |
42% |
False |
False |
21,833 |
| 60 |
2.602 |
2.087 |
0.515 |
22.6% |
0.070 |
3.1% |
37% |
False |
False |
17,217 |
| 80 |
2.760 |
2.087 |
0.673 |
29.5% |
0.065 |
2.9% |
29% |
False |
False |
14,068 |
| 100 |
2.907 |
2.087 |
0.820 |
36.0% |
0.060 |
2.7% |
24% |
False |
False |
11,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.605 |
|
2.618 |
2.495 |
|
1.618 |
2.428 |
|
1.000 |
2.387 |
|
0.618 |
2.361 |
|
HIGH |
2.320 |
|
0.618 |
2.294 |
|
0.500 |
2.287 |
|
0.382 |
2.279 |
|
LOW |
2.253 |
|
0.618 |
2.212 |
|
1.000 |
2.186 |
|
1.618 |
2.145 |
|
2.618 |
2.078 |
|
4.250 |
1.968 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.287 |
2.302 |
| PP |
2.284 |
2.294 |
| S1 |
2.282 |
2.287 |
|