NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.901 |
1.909 |
0.008 |
0.4% |
2.069 |
| High |
1.931 |
1.909 |
-0.022 |
-1.1% |
2.102 |
| Low |
1.882 |
1.832 |
-0.050 |
-2.7% |
1.940 |
| Close |
1.909 |
1.867 |
-0.042 |
-2.2% |
1.945 |
| Range |
0.049 |
0.077 |
0.028 |
57.1% |
0.162 |
| ATR |
0.076 |
0.076 |
0.000 |
0.1% |
0.000 |
| Volume |
26,784 |
56,392 |
29,608 |
110.5% |
126,297 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.100 |
2.061 |
1.909 |
|
| R3 |
2.023 |
1.984 |
1.888 |
|
| R2 |
1.946 |
1.946 |
1.881 |
|
| R1 |
1.907 |
1.907 |
1.874 |
1.888 |
| PP |
1.869 |
1.869 |
1.869 |
1.860 |
| S1 |
1.830 |
1.830 |
1.860 |
1.811 |
| S2 |
1.792 |
1.792 |
1.853 |
|
| S3 |
1.715 |
1.753 |
1.846 |
|
| S4 |
1.638 |
1.676 |
1.825 |
|
|
| 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 |
2.017 |
1.832 |
0.185 |
9.9% |
0.063 |
3.4% |
19% |
False |
True |
35,596 |
| 10 |
2.217 |
1.832 |
0.385 |
20.6% |
0.073 |
3.9% |
9% |
False |
True |
36,648 |
| 20 |
2.380 |
1.832 |
0.548 |
29.4% |
0.074 |
3.9% |
6% |
False |
True |
41,524 |
| 40 |
2.549 |
1.832 |
0.717 |
38.4% |
0.078 |
4.2% |
5% |
False |
True |
32,697 |
| 60 |
2.549 |
1.832 |
0.717 |
38.4% |
0.072 |
3.8% |
5% |
False |
True |
26,929 |
| 80 |
2.602 |
1.832 |
0.770 |
41.2% |
0.070 |
3.7% |
5% |
False |
True |
22,003 |
| 100 |
2.760 |
1.832 |
0.928 |
49.7% |
0.066 |
3.5% |
4% |
False |
True |
18,431 |
| 120 |
2.907 |
1.832 |
1.075 |
57.6% |
0.062 |
3.3% |
3% |
False |
True |
15,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.236 |
|
2.618 |
2.111 |
|
1.618 |
2.034 |
|
1.000 |
1.986 |
|
0.618 |
1.957 |
|
HIGH |
1.909 |
|
0.618 |
1.880 |
|
0.500 |
1.871 |
|
0.382 |
1.861 |
|
LOW |
1.832 |
|
0.618 |
1.784 |
|
1.000 |
1.755 |
|
1.618 |
1.707 |
|
2.618 |
1.630 |
|
4.250 |
1.505 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.871 |
1.893 |
| PP |
1.869 |
1.884 |
| S1 |
1.868 |
1.876 |
|