NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.870 |
1.783 |
-0.087 |
-4.7% |
1.927 |
| High |
1.887 |
1.838 |
-0.049 |
-2.6% |
1.963 |
| Low |
1.807 |
1.778 |
-0.029 |
-1.6% |
1.807 |
| Close |
1.873 |
1.808 |
-0.065 |
-3.5% |
1.873 |
| Range |
0.080 |
0.060 |
-0.020 |
-25.0% |
0.156 |
| ATR |
0.076 |
0.078 |
0.001 |
1.7% |
0.000 |
| Volume |
36,085 |
88,611 |
52,526 |
145.6% |
180,043 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.988 |
1.958 |
1.841 |
|
| R3 |
1.928 |
1.898 |
1.825 |
|
| R2 |
1.868 |
1.868 |
1.819 |
|
| R1 |
1.838 |
1.838 |
1.814 |
1.853 |
| PP |
1.808 |
1.808 |
1.808 |
1.816 |
| S1 |
1.778 |
1.778 |
1.803 |
1.793 |
| S2 |
1.748 |
1.748 |
1.797 |
|
| S3 |
1.688 |
1.718 |
1.792 |
|
| S4 |
1.628 |
1.658 |
1.775 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.349 |
2.267 |
1.959 |
|
| R3 |
2.193 |
2.111 |
1.916 |
|
| R2 |
2.037 |
2.037 |
1.902 |
|
| R1 |
1.955 |
1.955 |
1.887 |
1.918 |
| PP |
1.881 |
1.881 |
1.881 |
1.863 |
| S1 |
1.799 |
1.799 |
1.859 |
1.762 |
| S2 |
1.725 |
1.725 |
1.844 |
|
| S3 |
1.569 |
1.643 |
1.830 |
|
| S4 |
1.413 |
1.487 |
1.787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.954 |
1.778 |
0.176 |
9.7% |
0.065 |
3.6% |
17% |
False |
True |
47,346 |
| 10 |
2.102 |
1.778 |
0.324 |
17.9% |
0.070 |
3.8% |
9% |
False |
True |
39,495 |
| 20 |
2.320 |
1.778 |
0.542 |
30.0% |
0.072 |
4.0% |
6% |
False |
True |
43,655 |
| 40 |
2.549 |
1.778 |
0.771 |
42.6% |
0.077 |
4.3% |
4% |
False |
True |
35,032 |
| 60 |
2.549 |
1.778 |
0.771 |
42.6% |
0.073 |
4.0% |
4% |
False |
True |
28,670 |
| 80 |
2.602 |
1.778 |
0.824 |
45.6% |
0.070 |
3.9% |
4% |
False |
True |
23,376 |
| 100 |
2.760 |
1.778 |
0.982 |
54.3% |
0.066 |
3.7% |
3% |
False |
True |
19,617 |
| 120 |
2.907 |
1.778 |
1.129 |
62.4% |
0.062 |
3.4% |
3% |
False |
True |
16,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.093 |
|
2.618 |
1.995 |
|
1.618 |
1.935 |
|
1.000 |
1.898 |
|
0.618 |
1.875 |
|
HIGH |
1.838 |
|
0.618 |
1.815 |
|
0.500 |
1.808 |
|
0.382 |
1.801 |
|
LOW |
1.778 |
|
0.618 |
1.741 |
|
1.000 |
1.718 |
|
1.618 |
1.681 |
|
2.618 |
1.621 |
|
4.250 |
1.523 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.808 |
1.844 |
| PP |
1.808 |
1.832 |
| S1 |
1.808 |
1.820 |
|