NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.201 |
2.290 |
0.089 |
4.0% |
2.352 |
| High |
2.264 |
2.331 |
0.067 |
3.0% |
2.360 |
| Low |
2.192 |
2.276 |
0.084 |
3.8% |
2.170 |
| Close |
2.260 |
2.301 |
0.041 |
1.8% |
2.260 |
| Range |
0.072 |
0.055 |
-0.017 |
-23.6% |
0.190 |
| ATR |
0.079 |
0.078 |
-0.001 |
-0.7% |
0.000 |
| Volume |
15,895 |
13,541 |
-2,354 |
-14.8% |
92,617 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.468 |
2.439 |
2.331 |
|
| R3 |
2.413 |
2.384 |
2.316 |
|
| R2 |
2.358 |
2.358 |
2.311 |
|
| R1 |
2.329 |
2.329 |
2.306 |
2.344 |
| PP |
2.303 |
2.303 |
2.303 |
2.310 |
| S1 |
2.274 |
2.274 |
2.296 |
2.289 |
| S2 |
2.248 |
2.248 |
2.291 |
|
| S3 |
2.193 |
2.219 |
2.286 |
|
| S4 |
2.138 |
2.164 |
2.271 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.833 |
2.737 |
2.365 |
|
| R3 |
2.643 |
2.547 |
2.312 |
|
| R2 |
2.453 |
2.453 |
2.295 |
|
| R1 |
2.357 |
2.357 |
2.277 |
2.310 |
| PP |
2.263 |
2.263 |
2.263 |
2.240 |
| S1 |
2.167 |
2.167 |
2.243 |
2.120 |
| S2 |
2.073 |
2.073 |
2.225 |
|
| S3 |
1.883 |
1.977 |
2.208 |
|
| S4 |
1.693 |
1.787 |
2.156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.331 |
2.170 |
0.161 |
7.0% |
0.073 |
3.2% |
81% |
True |
False |
17,157 |
| 10 |
2.413 |
2.170 |
0.243 |
10.6% |
0.067 |
2.9% |
54% |
False |
False |
17,100 |
| 20 |
2.593 |
2.170 |
0.423 |
18.4% |
0.071 |
3.1% |
31% |
False |
False |
14,434 |
| 40 |
2.593 |
2.147 |
0.446 |
19.4% |
0.072 |
3.1% |
35% |
False |
False |
11,503 |
| 60 |
2.642 |
2.147 |
0.495 |
21.5% |
0.066 |
2.9% |
31% |
False |
False |
9,230 |
| 80 |
2.787 |
2.147 |
0.640 |
27.8% |
0.063 |
2.8% |
24% |
False |
False |
7,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.565 |
|
2.618 |
2.475 |
|
1.618 |
2.420 |
|
1.000 |
2.386 |
|
0.618 |
2.365 |
|
HIGH |
2.331 |
|
0.618 |
2.310 |
|
0.500 |
2.304 |
|
0.382 |
2.297 |
|
LOW |
2.276 |
|
0.618 |
2.242 |
|
1.000 |
2.221 |
|
1.618 |
2.187 |
|
2.618 |
2.132 |
|
4.250 |
2.042 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.304 |
2.284 |
| PP |
2.303 |
2.267 |
| S1 |
2.302 |
2.251 |
|