NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.106 |
2.129 |
0.023 |
1.1% |
2.213 |
| High |
2.172 |
2.134 |
-0.038 |
-1.7% |
2.228 |
| Low |
2.105 |
2.065 |
-0.040 |
-1.9% |
1.954 |
| Close |
2.140 |
2.098 |
-0.042 |
-2.0% |
2.063 |
| Range |
0.067 |
0.069 |
0.002 |
3.0% |
0.274 |
| ATR |
0.110 |
0.107 |
-0.002 |
-2.3% |
0.000 |
| Volume |
197,084 |
144,489 |
-52,595 |
-26.7% |
833,341 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.306 |
2.271 |
2.136 |
|
| R3 |
2.237 |
2.202 |
2.117 |
|
| R2 |
2.168 |
2.168 |
2.111 |
|
| R1 |
2.133 |
2.133 |
2.104 |
2.116 |
| PP |
2.099 |
2.099 |
2.099 |
2.091 |
| S1 |
2.064 |
2.064 |
2.092 |
2.047 |
| S2 |
2.030 |
2.030 |
2.085 |
|
| S3 |
1.961 |
1.995 |
2.079 |
|
| S4 |
1.892 |
1.926 |
2.060 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.904 |
2.757 |
2.214 |
|
| R3 |
2.630 |
2.483 |
2.138 |
|
| R2 |
2.356 |
2.356 |
2.113 |
|
| R1 |
2.209 |
2.209 |
2.088 |
2.146 |
| PP |
2.082 |
2.082 |
2.082 |
2.050 |
| S1 |
1.935 |
1.935 |
2.038 |
1.872 |
| S2 |
1.808 |
1.808 |
2.013 |
|
| S3 |
1.534 |
1.661 |
1.988 |
|
| S4 |
1.260 |
1.387 |
1.912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.172 |
1.954 |
0.218 |
10.4% |
0.080 |
3.8% |
66% |
False |
False |
156,885 |
| 10 |
2.315 |
1.954 |
0.361 |
17.2% |
0.098 |
4.7% |
40% |
False |
False |
167,220 |
| 20 |
2.364 |
1.954 |
0.410 |
19.5% |
0.097 |
4.6% |
35% |
False |
False |
131,631 |
| 40 |
2.493 |
1.910 |
0.583 |
27.8% |
0.098 |
4.7% |
32% |
False |
False |
95,797 |
| 60 |
2.631 |
1.910 |
0.721 |
34.4% |
0.091 |
4.3% |
26% |
False |
False |
77,514 |
| 80 |
2.887 |
1.910 |
0.977 |
46.6% |
0.088 |
4.2% |
19% |
False |
False |
65,456 |
| 100 |
2.976 |
1.910 |
1.066 |
50.8% |
0.081 |
3.9% |
18% |
False |
False |
55,771 |
| 120 |
3.099 |
1.910 |
1.189 |
56.7% |
0.076 |
3.6% |
16% |
False |
False |
48,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.427 |
|
2.618 |
2.315 |
|
1.618 |
2.246 |
|
1.000 |
2.203 |
|
0.618 |
2.177 |
|
HIGH |
2.134 |
|
0.618 |
2.108 |
|
0.500 |
2.100 |
|
0.382 |
2.091 |
|
LOW |
2.065 |
|
0.618 |
2.022 |
|
1.000 |
1.996 |
|
1.618 |
1.953 |
|
2.618 |
1.884 |
|
4.250 |
1.772 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.100 |
2.091 |
| PP |
2.099 |
2.084 |
| S1 |
2.099 |
2.077 |
|