NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.097 |
2.052 |
-0.045 |
-2.1% |
2.213 |
| High |
2.109 |
2.093 |
-0.016 |
-0.8% |
2.228 |
| Low |
2.017 |
1.980 |
-0.037 |
-1.8% |
1.954 |
| Close |
2.046 |
1.994 |
-0.052 |
-2.5% |
2.063 |
| Range |
0.092 |
0.113 |
0.021 |
22.8% |
0.274 |
| ATR |
0.106 |
0.107 |
0.000 |
0.5% |
0.000 |
| Volume |
147,136 |
163,827 |
16,691 |
11.3% |
833,341 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.361 |
2.291 |
2.056 |
|
| R3 |
2.248 |
2.178 |
2.025 |
|
| R2 |
2.135 |
2.135 |
2.015 |
|
| R1 |
2.065 |
2.065 |
2.004 |
2.044 |
| PP |
2.022 |
2.022 |
2.022 |
2.012 |
| S1 |
1.952 |
1.952 |
1.984 |
1.931 |
| S2 |
1.909 |
1.909 |
1.973 |
|
| S3 |
1.796 |
1.839 |
1.963 |
|
| S4 |
1.683 |
1.726 |
1.932 |
|
|
| 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 |
1.980 |
0.192 |
9.6% |
0.087 |
4.4% |
7% |
False |
True |
163,552 |
| 10 |
2.315 |
1.954 |
0.361 |
18.1% |
0.097 |
4.8% |
11% |
False |
False |
166,737 |
| 20 |
2.319 |
1.954 |
0.365 |
18.3% |
0.098 |
4.9% |
11% |
False |
False |
138,409 |
| 40 |
2.493 |
1.910 |
0.583 |
29.2% |
0.101 |
5.1% |
14% |
False |
False |
100,854 |
| 60 |
2.631 |
1.910 |
0.721 |
36.2% |
0.092 |
4.6% |
12% |
False |
False |
81,668 |
| 80 |
2.820 |
1.910 |
0.910 |
45.6% |
0.089 |
4.5% |
9% |
False |
False |
68,699 |
| 100 |
2.956 |
1.910 |
1.046 |
52.5% |
0.082 |
4.1% |
8% |
False |
False |
58,717 |
| 120 |
3.081 |
1.910 |
1.171 |
58.7% |
0.076 |
3.8% |
7% |
False |
False |
50,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.573 |
|
2.618 |
2.389 |
|
1.618 |
2.276 |
|
1.000 |
2.206 |
|
0.618 |
2.163 |
|
HIGH |
2.093 |
|
0.618 |
2.050 |
|
0.500 |
2.037 |
|
0.382 |
2.023 |
|
LOW |
1.980 |
|
0.618 |
1.910 |
|
1.000 |
1.867 |
|
1.618 |
1.797 |
|
2.618 |
1.684 |
|
4.250 |
1.500 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.037 |
2.057 |
| PP |
2.022 |
2.036 |
| S1 |
2.008 |
2.015 |
|