NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.224 |
2.213 |
-0.011 |
-0.5% |
2.162 |
| High |
2.315 |
2.228 |
-0.087 |
-3.8% |
2.315 |
| Low |
2.218 |
2.127 |
-0.091 |
-4.1% |
2.082 |
| Close |
2.298 |
2.152 |
-0.146 |
-6.4% |
2.298 |
| Range |
0.097 |
0.101 |
0.004 |
4.1% |
0.233 |
| ATR |
0.105 |
0.110 |
0.005 |
4.5% |
0.000 |
| Volume |
181,501 |
174,774 |
-6,727 |
-3.7% |
761,301 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.472 |
2.413 |
2.208 |
|
| R3 |
2.371 |
2.312 |
2.180 |
|
| R2 |
2.270 |
2.270 |
2.171 |
|
| R1 |
2.211 |
2.211 |
2.161 |
2.190 |
| PP |
2.169 |
2.169 |
2.169 |
2.159 |
| S1 |
2.110 |
2.110 |
2.143 |
2.089 |
| S2 |
2.068 |
2.068 |
2.133 |
|
| S3 |
1.967 |
2.009 |
2.124 |
|
| S4 |
1.866 |
1.908 |
2.096 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.931 |
2.847 |
2.426 |
|
| R3 |
2.698 |
2.614 |
2.362 |
|
| R2 |
2.465 |
2.465 |
2.341 |
|
| R1 |
2.381 |
2.381 |
2.319 |
2.423 |
| PP |
2.232 |
2.232 |
2.232 |
2.253 |
| S1 |
2.148 |
2.148 |
2.277 |
2.190 |
| S2 |
1.999 |
1.999 |
2.255 |
|
| S3 |
1.766 |
1.915 |
2.234 |
|
| S4 |
1.533 |
1.682 |
2.170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.315 |
2.088 |
0.227 |
10.5% |
0.104 |
4.8% |
28% |
False |
False |
163,646 |
| 10 |
2.315 |
2.080 |
0.235 |
10.9% |
0.096 |
4.5% |
31% |
False |
False |
129,638 |
| 20 |
2.493 |
2.080 |
0.413 |
19.2% |
0.103 |
4.8% |
17% |
False |
False |
103,922 |
| 40 |
2.493 |
1.910 |
0.583 |
27.1% |
0.094 |
4.4% |
42% |
False |
False |
80,324 |
| 60 |
2.631 |
1.910 |
0.721 |
33.5% |
0.090 |
4.2% |
34% |
False |
False |
64,299 |
| 80 |
2.887 |
1.910 |
0.977 |
45.4% |
0.084 |
3.9% |
25% |
False |
False |
54,489 |
| 100 |
3.062 |
1.910 |
1.152 |
53.5% |
0.078 |
3.6% |
21% |
False |
False |
46,459 |
| 120 |
3.238 |
1.910 |
1.328 |
61.7% |
0.074 |
3.4% |
18% |
False |
False |
40,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.657 |
|
2.618 |
2.492 |
|
1.618 |
2.391 |
|
1.000 |
2.329 |
|
0.618 |
2.290 |
|
HIGH |
2.228 |
|
0.618 |
2.189 |
|
0.500 |
2.178 |
|
0.382 |
2.166 |
|
LOW |
2.127 |
|
0.618 |
2.065 |
|
1.000 |
2.026 |
|
1.618 |
1.964 |
|
2.618 |
1.863 |
|
4.250 |
1.698 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.178 |
2.202 |
| PP |
2.169 |
2.185 |
| S1 |
2.161 |
2.169 |
|