NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.832 |
1.786 |
-0.046 |
-2.5% |
1.854 |
| High |
1.837 |
1.805 |
-0.032 |
-1.7% |
1.893 |
| Low |
1.747 |
1.731 |
-0.016 |
-0.9% |
1.731 |
| Close |
1.785 |
1.791 |
0.006 |
0.3% |
1.791 |
| Range |
0.090 |
0.074 |
-0.016 |
-17.8% |
0.162 |
| ATR |
0.084 |
0.083 |
-0.001 |
-0.8% |
0.000 |
| Volume |
159,634 |
115,553 |
-44,081 |
-27.6% |
548,775 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.998 |
1.968 |
1.832 |
|
| R3 |
1.924 |
1.894 |
1.811 |
|
| R2 |
1.850 |
1.850 |
1.805 |
|
| R1 |
1.820 |
1.820 |
1.798 |
1.835 |
| PP |
1.776 |
1.776 |
1.776 |
1.783 |
| S1 |
1.746 |
1.746 |
1.784 |
1.761 |
| S2 |
1.702 |
1.702 |
1.777 |
|
| S3 |
1.628 |
1.672 |
1.771 |
|
| S4 |
1.554 |
1.598 |
1.750 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.291 |
2.203 |
1.880 |
|
| R3 |
2.129 |
2.041 |
1.836 |
|
| R2 |
1.967 |
1.967 |
1.821 |
|
| R1 |
1.879 |
1.879 |
1.806 |
1.842 |
| PP |
1.805 |
1.805 |
1.805 |
1.787 |
| S1 |
1.717 |
1.717 |
1.776 |
1.680 |
| S2 |
1.643 |
1.643 |
1.761 |
|
| S3 |
1.481 |
1.555 |
1.746 |
|
| S4 |
1.319 |
1.393 |
1.702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.893 |
1.731 |
0.162 |
9.0% |
0.070 |
3.9% |
37% |
False |
True |
109,755 |
| 10 |
2.092 |
1.731 |
0.361 |
20.2% |
0.076 |
4.3% |
17% |
False |
True |
95,943 |
| 20 |
2.347 |
1.731 |
0.616 |
34.4% |
0.080 |
4.5% |
10% |
False |
True |
87,900 |
| 40 |
2.512 |
1.731 |
0.781 |
43.6% |
0.085 |
4.7% |
8% |
False |
True |
64,209 |
| 60 |
2.512 |
1.731 |
0.781 |
43.6% |
0.078 |
4.4% |
8% |
False |
True |
55,079 |
| 80 |
2.581 |
1.731 |
0.850 |
47.5% |
0.076 |
4.2% |
7% |
False |
True |
47,054 |
| 100 |
2.746 |
1.731 |
1.015 |
56.7% |
0.072 |
4.0% |
6% |
False |
True |
41,351 |
| 120 |
2.912 |
1.731 |
1.181 |
65.9% |
0.067 |
3.8% |
5% |
False |
True |
36,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.120 |
|
2.618 |
1.999 |
|
1.618 |
1.925 |
|
1.000 |
1.879 |
|
0.618 |
1.851 |
|
HIGH |
1.805 |
|
0.618 |
1.777 |
|
0.500 |
1.768 |
|
0.382 |
1.759 |
|
LOW |
1.731 |
|
0.618 |
1.685 |
|
1.000 |
1.657 |
|
1.618 |
1.611 |
|
2.618 |
1.537 |
|
4.250 |
1.417 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.783 |
1.797 |
| PP |
1.776 |
1.795 |
| S1 |
1.768 |
1.793 |
|