NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.143 |
2.238 |
0.095 |
4.4% |
2.301 |
| High |
2.207 |
2.281 |
0.074 |
3.4% |
2.320 |
| Low |
2.135 |
2.222 |
0.087 |
4.1% |
2.112 |
| Close |
2.202 |
2.250 |
0.048 |
2.2% |
2.202 |
| Range |
0.072 |
0.059 |
-0.013 |
-18.1% |
0.208 |
| ATR |
0.085 |
0.085 |
0.000 |
-0.5% |
0.000 |
| Volume |
60,234 |
55,965 |
-4,269 |
-7.1% |
214,914 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.428 |
2.398 |
2.282 |
|
| R3 |
2.369 |
2.339 |
2.266 |
|
| R2 |
2.310 |
2.310 |
2.261 |
|
| R1 |
2.280 |
2.280 |
2.255 |
2.295 |
| PP |
2.251 |
2.251 |
2.251 |
2.259 |
| S1 |
2.221 |
2.221 |
2.245 |
2.236 |
| S2 |
2.192 |
2.192 |
2.239 |
|
| S3 |
2.133 |
2.162 |
2.234 |
|
| S4 |
2.074 |
2.103 |
2.218 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.835 |
2.727 |
2.316 |
|
| R3 |
2.627 |
2.519 |
2.259 |
|
| R2 |
2.419 |
2.419 |
2.240 |
|
| R1 |
2.311 |
2.311 |
2.221 |
2.261 |
| PP |
2.211 |
2.211 |
2.211 |
2.187 |
| S1 |
2.103 |
2.103 |
2.183 |
2.053 |
| S2 |
2.003 |
2.003 |
2.164 |
|
| S3 |
1.795 |
1.895 |
2.145 |
|
| S4 |
1.587 |
1.687 |
2.088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.281 |
2.112 |
0.169 |
7.5% |
0.078 |
3.5% |
82% |
True |
False |
45,867 |
| 10 |
2.380 |
2.112 |
0.268 |
11.9% |
0.077 |
3.4% |
51% |
False |
False |
42,758 |
| 20 |
2.549 |
2.112 |
0.437 |
19.4% |
0.079 |
3.5% |
32% |
False |
False |
33,393 |
| 40 |
2.549 |
2.087 |
0.462 |
20.5% |
0.077 |
3.4% |
35% |
False |
False |
25,534 |
| 60 |
2.602 |
2.087 |
0.515 |
22.9% |
0.070 |
3.1% |
32% |
False |
False |
20,454 |
| 80 |
2.753 |
2.087 |
0.666 |
29.6% |
0.068 |
3.0% |
24% |
False |
False |
16,721 |
| 100 |
2.871 |
2.087 |
0.784 |
34.8% |
0.063 |
2.8% |
21% |
False |
False |
13,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.532 |
|
2.618 |
2.435 |
|
1.618 |
2.376 |
|
1.000 |
2.340 |
|
0.618 |
2.317 |
|
HIGH |
2.281 |
|
0.618 |
2.258 |
|
0.500 |
2.252 |
|
0.382 |
2.245 |
|
LOW |
2.222 |
|
0.618 |
2.186 |
|
1.000 |
2.163 |
|
1.618 |
2.127 |
|
2.618 |
2.068 |
|
4.250 |
1.971 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.252 |
2.232 |
| PP |
2.251 |
2.214 |
| S1 |
2.251 |
2.197 |
|