NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.000 |
2.016 |
0.016 |
0.8% |
2.145 |
| High |
2.031 |
2.025 |
-0.006 |
-0.3% |
2.165 |
| Low |
1.979 |
1.969 |
-0.010 |
-0.5% |
2.011 |
| Close |
2.007 |
1.975 |
-0.032 |
-1.6% |
2.018 |
| Range |
0.052 |
0.056 |
0.004 |
7.7% |
0.154 |
| ATR |
0.074 |
0.072 |
-0.001 |
-1.7% |
0.000 |
| Volume |
15,415 |
12,117 |
-3,298 |
-21.4% |
60,537 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.158 |
2.122 |
2.006 |
|
| R3 |
2.102 |
2.066 |
1.990 |
|
| R2 |
2.046 |
2.046 |
1.985 |
|
| R1 |
2.010 |
2.010 |
1.980 |
2.000 |
| PP |
1.990 |
1.990 |
1.990 |
1.985 |
| S1 |
1.954 |
1.954 |
1.970 |
1.944 |
| S2 |
1.934 |
1.934 |
1.965 |
|
| S3 |
1.878 |
1.898 |
1.960 |
|
| S4 |
1.822 |
1.842 |
1.944 |
|
|
| 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 |
2.156 |
1.969 |
0.187 |
9.5% |
0.065 |
3.3% |
3% |
False |
True |
14,742 |
| 10 |
2.289 |
1.969 |
0.320 |
16.2% |
0.067 |
3.4% |
2% |
False |
True |
14,773 |
| 20 |
2.413 |
1.969 |
0.444 |
22.5% |
0.067 |
3.4% |
1% |
False |
True |
15,936 |
| 40 |
2.593 |
1.969 |
0.624 |
31.6% |
0.073 |
3.7% |
1% |
False |
True |
13,215 |
| 60 |
2.593 |
1.969 |
0.624 |
31.6% |
0.067 |
3.4% |
1% |
False |
True |
11,093 |
| 80 |
2.642 |
1.969 |
0.673 |
34.1% |
0.066 |
3.4% |
1% |
False |
True |
9,210 |
| 100 |
2.787 |
1.969 |
0.818 |
41.4% |
0.061 |
3.1% |
1% |
False |
True |
7,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.263 |
|
2.618 |
2.172 |
|
1.618 |
2.116 |
|
1.000 |
2.081 |
|
0.618 |
2.060 |
|
HIGH |
2.025 |
|
0.618 |
2.004 |
|
0.500 |
1.997 |
|
0.382 |
1.990 |
|
LOW |
1.969 |
|
0.618 |
1.934 |
|
1.000 |
1.913 |
|
1.618 |
1.878 |
|
2.618 |
1.822 |
|
4.250 |
1.731 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.997 |
2.029 |
| PP |
1.990 |
2.011 |
| S1 |
1.982 |
1.993 |
|