NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.087 |
2.000 |
-0.087 |
-4.2% |
2.145 |
| High |
2.089 |
2.031 |
-0.058 |
-2.8% |
2.165 |
| Low |
2.011 |
1.979 |
-0.032 |
-1.6% |
2.011 |
| Close |
2.018 |
2.007 |
-0.011 |
-0.5% |
2.018 |
| Range |
0.078 |
0.052 |
-0.026 |
-33.3% |
0.154 |
| ATR |
0.075 |
0.074 |
-0.002 |
-2.2% |
0.000 |
| Volume |
18,229 |
15,415 |
-2,814 |
-15.4% |
60,537 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.162 |
2.136 |
2.036 |
|
| R3 |
2.110 |
2.084 |
2.021 |
|
| R2 |
2.058 |
2.058 |
2.017 |
|
| R1 |
2.032 |
2.032 |
2.012 |
2.045 |
| PP |
2.006 |
2.006 |
2.006 |
2.012 |
| S1 |
1.980 |
1.980 |
2.002 |
1.993 |
| S2 |
1.954 |
1.954 |
1.997 |
|
| S3 |
1.902 |
1.928 |
1.993 |
|
| S4 |
1.850 |
1.876 |
1.978 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.527 |
2.426 |
2.103 |
|
| R3 |
2.373 |
2.272 |
2.060 |
|
| R2 |
2.219 |
2.219 |
2.046 |
|
| R1 |
2.118 |
2.118 |
2.032 |
2.092 |
| PP |
2.065 |
2.065 |
2.065 |
2.051 |
| S1 |
1.964 |
1.964 |
2.004 |
1.938 |
| S2 |
1.911 |
1.911 |
1.990 |
|
| S3 |
1.757 |
1.810 |
1.976 |
|
| S4 |
1.603 |
1.656 |
1.933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.165 |
1.979 |
0.186 |
9.3% |
0.069 |
3.5% |
15% |
False |
True |
15,190 |
| 10 |
2.331 |
1.979 |
0.352 |
17.5% |
0.066 |
3.3% |
8% |
False |
True |
14,915 |
| 20 |
2.413 |
1.979 |
0.434 |
21.6% |
0.068 |
3.4% |
6% |
False |
True |
16,119 |
| 40 |
2.593 |
1.979 |
0.614 |
30.6% |
0.073 |
3.6% |
5% |
False |
True |
13,059 |
| 60 |
2.593 |
1.979 |
0.614 |
30.6% |
0.067 |
3.3% |
5% |
False |
True |
10,967 |
| 80 |
2.642 |
1.979 |
0.663 |
33.0% |
0.067 |
3.3% |
4% |
False |
True |
9,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.252 |
|
2.618 |
2.167 |
|
1.618 |
2.115 |
|
1.000 |
2.083 |
|
0.618 |
2.063 |
|
HIGH |
2.031 |
|
0.618 |
2.011 |
|
0.500 |
2.005 |
|
0.382 |
1.999 |
|
LOW |
1.979 |
|
0.618 |
1.947 |
|
1.000 |
1.927 |
|
1.618 |
1.895 |
|
2.618 |
1.843 |
|
4.250 |
1.758 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.006 |
2.067 |
| PP |
2.006 |
2.047 |
| S1 |
2.005 |
2.027 |
|