NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.927 |
1.942 |
0.015 |
0.8% |
2.069 |
| High |
1.963 |
1.954 |
-0.009 |
-0.5% |
2.102 |
| Low |
1.907 |
1.896 |
-0.011 |
-0.6% |
1.940 |
| Close |
1.934 |
1.903 |
-0.031 |
-1.6% |
1.945 |
| Range |
0.056 |
0.058 |
0.002 |
3.6% |
0.162 |
| ATR |
0.080 |
0.078 |
-0.002 |
-1.9% |
0.000 |
| Volume |
31,922 |
28,860 |
-3,062 |
-9.6% |
126,297 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.092 |
2.055 |
1.935 |
|
| R3 |
2.034 |
1.997 |
1.919 |
|
| R2 |
1.976 |
1.976 |
1.914 |
|
| R1 |
1.939 |
1.939 |
1.908 |
1.929 |
| PP |
1.918 |
1.918 |
1.918 |
1.912 |
| S1 |
1.881 |
1.881 |
1.898 |
1.871 |
| S2 |
1.860 |
1.860 |
1.892 |
|
| S3 |
1.802 |
1.823 |
1.887 |
|
| S4 |
1.744 |
1.765 |
1.871 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.482 |
2.375 |
2.034 |
|
| R3 |
2.320 |
2.213 |
1.990 |
|
| R2 |
2.158 |
2.158 |
1.975 |
|
| R1 |
2.051 |
2.051 |
1.960 |
2.024 |
| PP |
1.996 |
1.996 |
1.996 |
1.982 |
| S1 |
1.889 |
1.889 |
1.930 |
1.862 |
| S2 |
1.834 |
1.834 |
1.915 |
|
| S3 |
1.672 |
1.727 |
1.900 |
|
| S4 |
1.510 |
1.565 |
1.856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.092 |
1.896 |
0.196 |
10.3% |
0.069 |
3.6% |
4% |
False |
True |
30,286 |
| 10 |
2.240 |
1.896 |
0.344 |
18.1% |
0.072 |
3.8% |
2% |
False |
True |
39,435 |
| 20 |
2.380 |
1.896 |
0.484 |
25.4% |
0.075 |
3.9% |
1% |
False |
True |
41,097 |
| 40 |
2.549 |
1.896 |
0.653 |
34.3% |
0.079 |
4.2% |
1% |
False |
True |
31,149 |
| 60 |
2.549 |
1.896 |
0.653 |
34.3% |
0.071 |
3.7% |
1% |
False |
True |
25,706 |
| 80 |
2.602 |
1.896 |
0.706 |
37.1% |
0.071 |
3.7% |
1% |
False |
True |
21,147 |
| 100 |
2.760 |
1.896 |
0.864 |
45.4% |
0.066 |
3.4% |
1% |
False |
True |
17,686 |
| 120 |
2.907 |
1.896 |
1.011 |
53.1% |
0.061 |
3.2% |
1% |
False |
True |
15,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.201 |
|
2.618 |
2.106 |
|
1.618 |
2.048 |
|
1.000 |
2.012 |
|
0.618 |
1.990 |
|
HIGH |
1.954 |
|
0.618 |
1.932 |
|
0.500 |
1.925 |
|
0.382 |
1.918 |
|
LOW |
1.896 |
|
0.618 |
1.860 |
|
1.000 |
1.838 |
|
1.618 |
1.802 |
|
2.618 |
1.744 |
|
4.250 |
1.650 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.925 |
1.957 |
| PP |
1.918 |
1.939 |
| S1 |
1.910 |
1.921 |
|