NYMEX Natural Gas Future June 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 |
2.364 |
2.352 |
-0.012 |
-0.5% |
2.361 |
| High |
2.413 |
2.360 |
-0.053 |
-2.2% |
2.413 |
| Low |
2.364 |
2.302 |
-0.062 |
-2.6% |
2.289 |
| Close |
2.405 |
2.327 |
-0.078 |
-3.2% |
2.405 |
| Range |
0.049 |
0.058 |
0.009 |
18.4% |
0.124 |
| ATR |
0.076 |
0.078 |
0.002 |
2.5% |
0.000 |
| Volume |
17,192 |
20,370 |
3,178 |
18.5% |
80,624 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.504 |
2.473 |
2.359 |
|
| R3 |
2.446 |
2.415 |
2.343 |
|
| R2 |
2.388 |
2.388 |
2.338 |
|
| R1 |
2.357 |
2.357 |
2.332 |
2.344 |
| PP |
2.330 |
2.330 |
2.330 |
2.323 |
| S1 |
2.299 |
2.299 |
2.322 |
2.286 |
| S2 |
2.272 |
2.272 |
2.316 |
|
| S3 |
2.214 |
2.241 |
2.311 |
|
| S4 |
2.156 |
2.183 |
2.295 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.741 |
2.697 |
2.473 |
|
| R3 |
2.617 |
2.573 |
2.439 |
|
| R2 |
2.493 |
2.493 |
2.428 |
|
| R1 |
2.449 |
2.449 |
2.416 |
2.471 |
| PP |
2.369 |
2.369 |
2.369 |
2.380 |
| S1 |
2.325 |
2.325 |
2.394 |
2.347 |
| S2 |
2.245 |
2.245 |
2.382 |
|
| S3 |
2.121 |
2.201 |
2.371 |
|
| S4 |
1.997 |
2.077 |
2.337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.413 |
2.289 |
0.124 |
5.3% |
0.062 |
2.6% |
31% |
False |
False |
17,043 |
| 10 |
2.413 |
2.275 |
0.138 |
5.9% |
0.067 |
2.9% |
38% |
False |
False |
13,803 |
| 20 |
2.593 |
2.275 |
0.318 |
13.7% |
0.073 |
3.2% |
16% |
False |
False |
12,695 |
| 40 |
2.593 |
2.147 |
0.446 |
19.2% |
0.069 |
3.0% |
40% |
False |
False |
10,374 |
| 60 |
2.642 |
2.147 |
0.495 |
21.3% |
0.065 |
2.8% |
36% |
False |
False |
8,020 |
| 80 |
2.787 |
2.147 |
0.640 |
27.5% |
0.061 |
2.6% |
28% |
False |
False |
6,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.607 |
|
2.618 |
2.512 |
|
1.618 |
2.454 |
|
1.000 |
2.418 |
|
0.618 |
2.396 |
|
HIGH |
2.360 |
|
0.618 |
2.338 |
|
0.500 |
2.331 |
|
0.382 |
2.324 |
|
LOW |
2.302 |
|
0.618 |
2.266 |
|
1.000 |
2.244 |
|
1.618 |
2.208 |
|
2.618 |
2.150 |
|
4.250 |
2.056 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.331 |
2.351 |
| PP |
2.330 |
2.343 |
| S1 |
2.328 |
2.335 |
|