NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.240 |
2.235 |
-0.005 |
-0.2% |
2.361 |
| High |
2.256 |
2.235 |
-0.021 |
-0.9% |
2.413 |
| Low |
2.207 |
2.170 |
-0.037 |
-1.7% |
2.289 |
| Close |
2.238 |
2.191 |
-0.047 |
-2.1% |
2.405 |
| Range |
0.049 |
0.065 |
0.016 |
32.7% |
0.124 |
| ATR |
0.080 |
0.079 |
-0.001 |
-1.1% |
0.000 |
| Volume |
21,201 |
12,285 |
-8,916 |
-42.1% |
80,624 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.394 |
2.357 |
2.227 |
|
| R3 |
2.329 |
2.292 |
2.209 |
|
| R2 |
2.264 |
2.264 |
2.203 |
|
| R1 |
2.227 |
2.227 |
2.197 |
2.213 |
| PP |
2.199 |
2.199 |
2.199 |
2.192 |
| S1 |
2.162 |
2.162 |
2.185 |
2.148 |
| S2 |
2.134 |
2.134 |
2.179 |
|
| S3 |
2.069 |
2.097 |
2.173 |
|
| S4 |
2.004 |
2.032 |
2.155 |
|
|
| 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 |
2.170 |
0.243 |
11.1% |
0.069 |
3.1% |
9% |
False |
True |
18,782 |
| 10 |
2.413 |
2.170 |
0.243 |
11.1% |
0.067 |
3.1% |
9% |
False |
True |
16,538 |
| 20 |
2.593 |
2.170 |
0.423 |
19.3% |
0.073 |
3.3% |
5% |
False |
True |
14,248 |
| 40 |
2.593 |
2.147 |
0.446 |
20.4% |
0.072 |
3.3% |
10% |
False |
False |
11,380 |
| 60 |
2.642 |
2.147 |
0.495 |
22.6% |
0.066 |
3.0% |
9% |
False |
False |
8,846 |
| 80 |
2.787 |
2.147 |
0.640 |
29.2% |
0.063 |
2.9% |
7% |
False |
False |
7,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.511 |
|
2.618 |
2.405 |
|
1.618 |
2.340 |
|
1.000 |
2.300 |
|
0.618 |
2.275 |
|
HIGH |
2.235 |
|
0.618 |
2.210 |
|
0.500 |
2.203 |
|
0.382 |
2.195 |
|
LOW |
2.170 |
|
0.618 |
2.130 |
|
1.000 |
2.105 |
|
1.618 |
2.065 |
|
2.618 |
2.000 |
|
4.250 |
1.894 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.203 |
2.240 |
| PP |
2.199 |
2.223 |
| S1 |
2.195 |
2.207 |
|