NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.051 |
2.078 |
0.027 |
1.3% |
2.238 |
| High |
2.092 |
2.087 |
-0.005 |
-0.2% |
2.281 |
| Low |
2.025 |
2.002 |
-0.023 |
-1.1% |
2.084 |
| Close |
2.076 |
2.004 |
-0.072 |
-3.5% |
2.095 |
| Range |
0.067 |
0.085 |
0.018 |
26.9% |
0.197 |
| ATR |
0.082 |
0.082 |
0.000 |
0.3% |
0.000 |
| Volume |
22,836 |
33,787 |
10,951 |
48.0% |
263,243 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.286 |
2.230 |
2.051 |
|
| R3 |
2.201 |
2.145 |
2.027 |
|
| R2 |
2.116 |
2.116 |
2.020 |
|
| R1 |
2.060 |
2.060 |
2.012 |
2.046 |
| PP |
2.031 |
2.031 |
2.031 |
2.024 |
| S1 |
1.975 |
1.975 |
1.996 |
1.961 |
| S2 |
1.946 |
1.946 |
1.988 |
|
| S3 |
1.861 |
1.890 |
1.981 |
|
| S4 |
1.776 |
1.805 |
1.957 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.744 |
2.617 |
2.203 |
|
| R3 |
2.547 |
2.420 |
2.149 |
|
| R2 |
2.350 |
2.350 |
2.131 |
|
| R1 |
2.223 |
2.223 |
2.113 |
2.188 |
| PP |
2.153 |
2.153 |
2.153 |
2.136 |
| S1 |
2.026 |
2.026 |
2.077 |
1.991 |
| S2 |
1.956 |
1.956 |
2.059 |
|
| S3 |
1.759 |
1.829 |
2.041 |
|
| S4 |
1.562 |
1.632 |
1.987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.217 |
2.002 |
0.215 |
10.7% |
0.083 |
4.1% |
1% |
False |
True |
37,699 |
| 10 |
2.281 |
2.002 |
0.279 |
13.9% |
0.073 |
3.7% |
1% |
False |
True |
45,121 |
| 20 |
2.380 |
2.002 |
0.378 |
18.9% |
0.076 |
3.8% |
1% |
False |
True |
40,340 |
| 40 |
2.549 |
2.002 |
0.547 |
27.3% |
0.080 |
4.0% |
0% |
False |
True |
29,770 |
| 60 |
2.549 |
2.002 |
0.547 |
27.3% |
0.073 |
3.6% |
0% |
False |
True |
24,593 |
| 80 |
2.637 |
2.002 |
0.635 |
31.7% |
0.071 |
3.5% |
0% |
False |
True |
20,191 |
| 100 |
2.809 |
2.002 |
0.807 |
40.3% |
0.065 |
3.3% |
0% |
False |
True |
16,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.448 |
|
2.618 |
2.310 |
|
1.618 |
2.225 |
|
1.000 |
2.172 |
|
0.618 |
2.140 |
|
HIGH |
2.087 |
|
0.618 |
2.055 |
|
0.500 |
2.045 |
|
0.382 |
2.034 |
|
LOW |
2.002 |
|
0.618 |
1.949 |
|
1.000 |
1.917 |
|
1.618 |
1.864 |
|
2.618 |
1.779 |
|
4.250 |
1.641 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.045 |
2.052 |
| PP |
2.031 |
2.036 |
| S1 |
2.018 |
2.020 |
|