NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.183 |
2.180 |
-0.003 |
-0.1% |
2.299 |
| High |
2.203 |
2.183 |
-0.020 |
-0.9% |
2.380 |
| Low |
2.150 |
2.112 |
-0.038 |
-1.8% |
2.223 |
| Close |
2.183 |
2.130 |
-0.053 |
-2.4% |
2.368 |
| Range |
0.053 |
0.071 |
0.018 |
34.0% |
0.157 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.3% |
0.000 |
| Volume |
31,953 |
35,464 |
3,511 |
11.0% |
185,934 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.355 |
2.313 |
2.169 |
|
| R3 |
2.284 |
2.242 |
2.150 |
|
| R2 |
2.213 |
2.213 |
2.143 |
|
| R1 |
2.171 |
2.171 |
2.137 |
2.157 |
| PP |
2.142 |
2.142 |
2.142 |
2.134 |
| S1 |
2.100 |
2.100 |
2.123 |
2.086 |
| S2 |
2.071 |
2.071 |
2.117 |
|
| S3 |
2.000 |
2.029 |
2.110 |
|
| S4 |
1.929 |
1.958 |
2.091 |
|
|
| 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 |
2.112 |
0.268 |
12.6% |
0.079 |
3.7% |
7% |
False |
True |
39,565 |
| 10 |
2.380 |
2.112 |
0.268 |
12.6% |
0.077 |
3.6% |
7% |
False |
True |
36,133 |
| 20 |
2.549 |
2.112 |
0.437 |
20.5% |
0.081 |
3.8% |
4% |
False |
True |
30,248 |
| 40 |
2.549 |
2.087 |
0.462 |
21.7% |
0.077 |
3.6% |
9% |
False |
False |
23,723 |
| 60 |
2.602 |
2.087 |
0.515 |
24.2% |
0.071 |
3.3% |
8% |
False |
False |
18,793 |
| 80 |
2.760 |
2.087 |
0.673 |
31.6% |
0.067 |
3.1% |
6% |
False |
False |
15,334 |
| 100 |
2.907 |
2.087 |
0.820 |
38.5% |
0.062 |
2.9% |
5% |
False |
False |
12,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.485 |
|
2.618 |
2.369 |
|
1.618 |
2.298 |
|
1.000 |
2.254 |
|
0.618 |
2.227 |
|
HIGH |
2.183 |
|
0.618 |
2.156 |
|
0.500 |
2.148 |
|
0.382 |
2.139 |
|
LOW |
2.112 |
|
0.618 |
2.068 |
|
1.000 |
2.041 |
|
1.618 |
1.997 |
|
2.618 |
1.926 |
|
4.250 |
1.810 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.148 |
2.189 |
| PP |
2.142 |
2.169 |
| S1 |
2.136 |
2.150 |
|