NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.259 |
2.211 |
-0.048 |
-2.1% |
2.241 |
| High |
2.279 |
2.212 |
-0.067 |
-2.9% |
2.347 |
| Low |
2.200 |
2.065 |
-0.135 |
-6.1% |
2.163 |
| Close |
2.226 |
2.120 |
-0.106 |
-4.8% |
2.332 |
| Range |
0.079 |
0.147 |
0.068 |
86.1% |
0.184 |
| ATR |
0.092 |
0.097 |
0.005 |
5.3% |
0.000 |
| Volume |
74,492 |
81,728 |
7,236 |
9.7% |
251,767 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.573 |
2.494 |
2.201 |
|
| R3 |
2.426 |
2.347 |
2.160 |
|
| R2 |
2.279 |
2.279 |
2.147 |
|
| R1 |
2.200 |
2.200 |
2.133 |
2.166 |
| PP |
2.132 |
2.132 |
2.132 |
2.116 |
| S1 |
2.053 |
2.053 |
2.107 |
2.019 |
| S2 |
1.985 |
1.985 |
2.093 |
|
| S3 |
1.838 |
1.906 |
2.080 |
|
| S4 |
1.691 |
1.759 |
2.039 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.833 |
2.766 |
2.433 |
|
| R3 |
2.649 |
2.582 |
2.383 |
|
| R2 |
2.465 |
2.465 |
2.366 |
|
| R1 |
2.398 |
2.398 |
2.349 |
2.432 |
| PP |
2.281 |
2.281 |
2.281 |
2.297 |
| S1 |
2.214 |
2.214 |
2.315 |
2.248 |
| S2 |
2.097 |
2.097 |
2.298 |
|
| S3 |
1.913 |
2.030 |
2.281 |
|
| S4 |
1.729 |
1.846 |
2.231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.347 |
2.065 |
0.282 |
13.3% |
0.097 |
4.6% |
20% |
False |
True |
66,941 |
| 10 |
2.347 |
2.065 |
0.282 |
13.3% |
0.087 |
4.1% |
20% |
False |
True |
51,255 |
| 20 |
2.512 |
2.065 |
0.447 |
21.1% |
0.090 |
4.2% |
12% |
False |
True |
46,088 |
| 40 |
2.512 |
2.017 |
0.495 |
23.3% |
0.081 |
3.8% |
21% |
False |
False |
41,502 |
| 60 |
2.581 |
2.017 |
0.564 |
26.6% |
0.077 |
3.6% |
18% |
False |
False |
36,300 |
| 80 |
2.746 |
2.017 |
0.729 |
34.4% |
0.072 |
3.4% |
14% |
False |
False |
32,036 |
| 100 |
2.912 |
2.017 |
0.895 |
42.2% |
0.067 |
3.2% |
12% |
False |
False |
28,131 |
| 120 |
3.056 |
2.017 |
1.039 |
49.0% |
0.063 |
3.0% |
10% |
False |
False |
24,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.837 |
|
2.618 |
2.597 |
|
1.618 |
2.450 |
|
1.000 |
2.359 |
|
0.618 |
2.303 |
|
HIGH |
2.212 |
|
0.618 |
2.156 |
|
0.500 |
2.139 |
|
0.382 |
2.121 |
|
LOW |
2.065 |
|
0.618 |
1.974 |
|
1.000 |
1.918 |
|
1.618 |
1.827 |
|
2.618 |
1.680 |
|
4.250 |
1.440 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.139 |
2.206 |
| PP |
2.132 |
2.177 |
| S1 |
2.126 |
2.149 |
|