NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.184 |
2.129 |
-0.055 |
-2.5% |
2.238 |
| High |
2.217 |
2.159 |
-0.058 |
-2.6% |
2.281 |
| Low |
2.117 |
2.084 |
-0.033 |
-1.6% |
2.084 |
| Close |
2.129 |
2.095 |
-0.034 |
-1.6% |
2.095 |
| Range |
0.100 |
0.075 |
-0.025 |
-25.0% |
0.197 |
| ATR |
0.083 |
0.083 |
-0.001 |
-0.7% |
0.000 |
| Volume |
62,019 |
34,206 |
-27,813 |
-44.8% |
263,243 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.338 |
2.291 |
2.136 |
|
| R3 |
2.263 |
2.216 |
2.116 |
|
| R2 |
2.188 |
2.188 |
2.109 |
|
| R1 |
2.141 |
2.141 |
2.102 |
2.127 |
| PP |
2.113 |
2.113 |
2.113 |
2.106 |
| S1 |
2.066 |
2.066 |
2.088 |
2.052 |
| S2 |
2.038 |
2.038 |
2.081 |
|
| S3 |
1.963 |
1.991 |
2.074 |
|
| S4 |
1.888 |
1.916 |
2.054 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.744 |
2.617 |
2.203 |
|
| R3 |
2.547 |
2.420 |
2.149 |
|
| R2 |
2.350 |
2.350 |
2.131 |
|
| R1 |
2.223 |
2.223 |
2.113 |
2.188 |
| PP |
2.153 |
2.153 |
2.153 |
2.136 |
| S1 |
2.026 |
2.026 |
2.077 |
1.991 |
| S2 |
1.956 |
1.956 |
2.059 |
|
| S3 |
1.759 |
1.829 |
2.041 |
|
| S4 |
1.562 |
1.632 |
1.987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.281 |
2.084 |
0.197 |
9.4% |
0.071 |
3.4% |
6% |
False |
True |
52,648 |
| 10 |
2.320 |
2.084 |
0.236 |
11.3% |
0.075 |
3.6% |
5% |
False |
True |
47,815 |
| 20 |
2.380 |
2.084 |
0.296 |
14.1% |
0.076 |
3.6% |
4% |
False |
True |
38,967 |
| 40 |
2.549 |
2.084 |
0.465 |
22.2% |
0.079 |
3.8% |
2% |
False |
True |
29,003 |
| 60 |
2.585 |
2.084 |
0.501 |
23.9% |
0.072 |
3.4% |
2% |
False |
True |
23,416 |
| 80 |
2.704 |
2.084 |
0.620 |
29.6% |
0.069 |
3.3% |
2% |
False |
True |
19,164 |
| 100 |
2.809 |
2.084 |
0.725 |
34.6% |
0.064 |
3.1% |
2% |
False |
True |
15,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.478 |
|
2.618 |
2.355 |
|
1.618 |
2.280 |
|
1.000 |
2.234 |
|
0.618 |
2.205 |
|
HIGH |
2.159 |
|
0.618 |
2.130 |
|
0.500 |
2.122 |
|
0.382 |
2.113 |
|
LOW |
2.084 |
|
0.618 |
2.038 |
|
1.000 |
2.009 |
|
1.618 |
1.963 |
|
2.618 |
1.888 |
|
4.250 |
1.765 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.122 |
2.151 |
| PP |
2.113 |
2.132 |
| S1 |
2.104 |
2.114 |
|