NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.301 |
2.263 |
-0.038 |
-1.7% |
2.299 |
| High |
2.320 |
2.265 |
-0.055 |
-2.4% |
2.380 |
| Low |
2.253 |
2.130 |
-0.123 |
-5.5% |
2.223 |
| Close |
2.280 |
2.181 |
-0.099 |
-4.3% |
2.368 |
| Range |
0.067 |
0.135 |
0.068 |
101.5% |
0.157 |
| ATR |
0.085 |
0.089 |
0.005 |
5.5% |
0.000 |
| Volume |
41,543 |
45,720 |
4,177 |
10.1% |
185,934 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.597 |
2.524 |
2.255 |
|
| R3 |
2.462 |
2.389 |
2.218 |
|
| R2 |
2.327 |
2.327 |
2.206 |
|
| R1 |
2.254 |
2.254 |
2.193 |
2.223 |
| PP |
2.192 |
2.192 |
2.192 |
2.177 |
| S1 |
2.119 |
2.119 |
2.169 |
2.088 |
| S2 |
2.057 |
2.057 |
2.156 |
|
| S3 |
1.922 |
1.984 |
2.144 |
|
| S4 |
1.787 |
1.849 |
2.107 |
|
|
| 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 |
2.130 |
0.250 |
11.5% |
0.087 |
4.0% |
20% |
False |
True |
40,930 |
| 10 |
2.380 |
2.130 |
0.250 |
11.5% |
0.080 |
3.6% |
20% |
False |
True |
34,201 |
| 20 |
2.549 |
2.130 |
0.419 |
19.2% |
0.083 |
3.8% |
12% |
False |
True |
29,100 |
| 40 |
2.549 |
2.087 |
0.462 |
21.2% |
0.075 |
3.5% |
20% |
False |
False |
22,692 |
| 60 |
2.602 |
2.087 |
0.515 |
23.6% |
0.071 |
3.3% |
18% |
False |
False |
17,909 |
| 80 |
2.760 |
2.087 |
0.673 |
30.9% |
0.066 |
3.0% |
14% |
False |
False |
14,558 |
| 100 |
2.907 |
2.087 |
0.820 |
37.6% |
0.061 |
2.8% |
11% |
False |
False |
12,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.839 |
|
2.618 |
2.618 |
|
1.618 |
2.483 |
|
1.000 |
2.400 |
|
0.618 |
2.348 |
|
HIGH |
2.265 |
|
0.618 |
2.213 |
|
0.500 |
2.198 |
|
0.382 |
2.182 |
|
LOW |
2.130 |
|
0.618 |
2.047 |
|
1.000 |
1.995 |
|
1.618 |
1.912 |
|
2.618 |
1.777 |
|
4.250 |
1.556 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.198 |
2.255 |
| PP |
2.192 |
2.230 |
| S1 |
2.187 |
2.206 |
|