NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.263 |
2.183 |
-0.080 |
-3.5% |
2.299 |
| High |
2.265 |
2.203 |
-0.062 |
-2.7% |
2.380 |
| Low |
2.130 |
2.150 |
0.020 |
0.9% |
2.223 |
| Close |
2.181 |
2.183 |
0.002 |
0.1% |
2.368 |
| Range |
0.135 |
0.053 |
-0.082 |
-60.7% |
0.157 |
| ATR |
0.089 |
0.087 |
-0.003 |
-2.9% |
0.000 |
| Volume |
45,720 |
31,953 |
-13,767 |
-30.1% |
185,934 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.338 |
2.313 |
2.212 |
|
| R3 |
2.285 |
2.260 |
2.198 |
|
| R2 |
2.232 |
2.232 |
2.193 |
|
| R1 |
2.207 |
2.207 |
2.188 |
2.210 |
| PP |
2.179 |
2.179 |
2.179 |
2.180 |
| S1 |
2.154 |
2.154 |
2.178 |
2.157 |
| S2 |
2.126 |
2.126 |
2.173 |
|
| S3 |
2.073 |
2.101 |
2.168 |
|
| S4 |
2.020 |
2.048 |
2.154 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.795 |
2.738 |
2.454 |
|
| R3 |
2.638 |
2.581 |
2.411 |
|
| R2 |
2.481 |
2.481 |
2.397 |
|
| R1 |
2.424 |
2.424 |
2.382 |
2.453 |
| PP |
2.324 |
2.324 |
2.324 |
2.338 |
| S1 |
2.267 |
2.267 |
2.354 |
2.296 |
| S2 |
2.167 |
2.167 |
2.339 |
|
| S3 |
2.010 |
2.110 |
2.325 |
|
| S4 |
1.853 |
1.953 |
2.282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.380 |
2.130 |
0.250 |
11.5% |
0.084 |
3.9% |
21% |
False |
False |
40,258 |
| 10 |
2.380 |
2.130 |
0.250 |
11.5% |
0.078 |
3.6% |
21% |
False |
False |
35,559 |
| 20 |
2.549 |
2.130 |
0.419 |
19.2% |
0.082 |
3.8% |
13% |
False |
False |
29,687 |
| 40 |
2.549 |
2.087 |
0.462 |
21.2% |
0.076 |
3.5% |
21% |
False |
False |
23,293 |
| 60 |
2.602 |
2.087 |
0.515 |
23.6% |
0.070 |
3.2% |
19% |
False |
False |
18,349 |
| 80 |
2.760 |
2.087 |
0.673 |
30.8% |
0.067 |
3.0% |
14% |
False |
False |
14,925 |
| 100 |
2.907 |
2.087 |
0.820 |
37.6% |
0.062 |
2.8% |
12% |
False |
False |
12,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.428 |
|
2.618 |
2.342 |
|
1.618 |
2.289 |
|
1.000 |
2.256 |
|
0.618 |
2.236 |
|
HIGH |
2.203 |
|
0.618 |
2.183 |
|
0.500 |
2.177 |
|
0.382 |
2.170 |
|
LOW |
2.150 |
|
0.618 |
2.117 |
|
1.000 |
2.097 |
|
1.618 |
2.064 |
|
2.618 |
2.011 |
|
4.250 |
1.925 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.181 |
2.225 |
| PP |
2.179 |
2.211 |
| S1 |
2.177 |
2.197 |
|