NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.952 |
1.871 |
-0.081 |
-4.1% |
2.000 |
| High |
1.963 |
1.927 |
-0.036 |
-1.8% |
2.031 |
| Low |
1.880 |
1.863 |
-0.017 |
-0.9% |
1.880 |
| Close |
1.951 |
1.896 |
-0.055 |
-2.8% |
1.951 |
| Range |
0.083 |
0.064 |
-0.019 |
-22.9% |
0.151 |
| ATR |
0.071 |
0.073 |
0.001 |
1.7% |
0.000 |
| Volume |
23,936 |
39,697 |
15,761 |
65.8% |
90,437 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.087 |
2.056 |
1.931 |
|
| R3 |
2.023 |
1.992 |
1.914 |
|
| R2 |
1.959 |
1.959 |
1.908 |
|
| R1 |
1.928 |
1.928 |
1.902 |
1.944 |
| PP |
1.895 |
1.895 |
1.895 |
1.903 |
| S1 |
1.864 |
1.864 |
1.890 |
1.880 |
| S2 |
1.831 |
1.831 |
1.884 |
|
| S3 |
1.767 |
1.800 |
1.878 |
|
| S4 |
1.703 |
1.736 |
1.861 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.407 |
2.330 |
2.034 |
|
| R3 |
2.256 |
2.179 |
1.993 |
|
| R2 |
2.105 |
2.105 |
1.979 |
|
| R1 |
2.028 |
2.028 |
1.965 |
1.991 |
| PP |
1.954 |
1.954 |
1.954 |
1.936 |
| S1 |
1.877 |
1.877 |
1.937 |
1.840 |
| S2 |
1.803 |
1.803 |
1.923 |
|
| S3 |
1.652 |
1.726 |
1.909 |
|
| S4 |
1.501 |
1.575 |
1.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.025 |
1.863 |
0.162 |
8.5% |
0.064 |
3.4% |
20% |
False |
True |
22,943 |
| 10 |
2.165 |
1.863 |
0.302 |
15.9% |
0.067 |
3.5% |
11% |
False |
True |
19,067 |
| 20 |
2.360 |
1.863 |
0.497 |
26.2% |
0.068 |
3.6% |
7% |
False |
True |
17,824 |
| 40 |
2.593 |
1.863 |
0.730 |
38.5% |
0.071 |
3.7% |
5% |
False |
True |
14,921 |
| 60 |
2.593 |
1.863 |
0.730 |
38.5% |
0.068 |
3.6% |
5% |
False |
True |
12,623 |
| 80 |
2.642 |
1.863 |
0.779 |
41.1% |
0.066 |
3.5% |
4% |
False |
True |
10,262 |
| 100 |
2.787 |
1.863 |
0.924 |
48.7% |
0.062 |
3.3% |
4% |
False |
True |
8,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.199 |
|
2.618 |
2.095 |
|
1.618 |
2.031 |
|
1.000 |
1.991 |
|
0.618 |
1.967 |
|
HIGH |
1.927 |
|
0.618 |
1.903 |
|
0.500 |
1.895 |
|
0.382 |
1.887 |
|
LOW |
1.863 |
|
0.618 |
1.823 |
|
1.000 |
1.799 |
|
1.618 |
1.759 |
|
2.618 |
1.695 |
|
4.250 |
1.591 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.896 |
1.922 |
| PP |
1.895 |
1.913 |
| S1 |
1.895 |
1.905 |
|