NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.078 |
2.006 |
-0.072 |
-3.5% |
2.069 |
| High |
2.087 |
2.017 |
-0.070 |
-3.4% |
2.102 |
| Low |
2.002 |
1.940 |
-0.062 |
-3.1% |
1.940 |
| Close |
2.004 |
1.945 |
-0.059 |
-2.9% |
1.945 |
| Range |
0.085 |
0.077 |
-0.008 |
-9.4% |
0.162 |
| ATR |
0.082 |
0.082 |
0.000 |
-0.4% |
0.000 |
| Volume |
33,787 |
34,026 |
239 |
0.7% |
126,297 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.198 |
2.149 |
1.987 |
|
| R3 |
2.121 |
2.072 |
1.966 |
|
| R2 |
2.044 |
2.044 |
1.959 |
|
| R1 |
1.995 |
1.995 |
1.952 |
1.981 |
| PP |
1.967 |
1.967 |
1.967 |
1.961 |
| S1 |
1.918 |
1.918 |
1.938 |
1.904 |
| S2 |
1.890 |
1.890 |
1.931 |
|
| S3 |
1.813 |
1.841 |
1.924 |
|
| S4 |
1.736 |
1.764 |
1.903 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.482 |
2.375 |
2.034 |
|
| R3 |
2.320 |
2.213 |
1.990 |
|
| R2 |
2.158 |
2.158 |
1.975 |
|
| R1 |
2.051 |
2.051 |
1.960 |
2.024 |
| PP |
1.996 |
1.996 |
1.996 |
1.982 |
| S1 |
1.889 |
1.889 |
1.930 |
1.862 |
| S2 |
1.834 |
1.834 |
1.915 |
|
| S3 |
1.672 |
1.727 |
1.900 |
|
| S4 |
1.510 |
1.565 |
1.856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.159 |
1.940 |
0.219 |
11.3% |
0.078 |
4.0% |
2% |
False |
True |
32,100 |
| 10 |
2.281 |
1.940 |
0.341 |
17.5% |
0.074 |
3.8% |
1% |
False |
True |
44,977 |
| 20 |
2.380 |
1.940 |
0.440 |
22.6% |
0.075 |
3.9% |
1% |
False |
True |
40,555 |
| 40 |
2.549 |
1.940 |
0.609 |
31.3% |
0.080 |
4.1% |
1% |
False |
True |
30,233 |
| 60 |
2.549 |
1.940 |
0.609 |
31.3% |
0.072 |
3.7% |
1% |
False |
True |
24,987 |
| 80 |
2.602 |
1.940 |
0.662 |
34.0% |
0.071 |
3.7% |
1% |
False |
True |
20,558 |
| 100 |
2.809 |
1.940 |
0.869 |
44.7% |
0.066 |
3.4% |
1% |
False |
True |
17,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.344 |
|
2.618 |
2.219 |
|
1.618 |
2.142 |
|
1.000 |
2.094 |
|
0.618 |
2.065 |
|
HIGH |
2.017 |
|
0.618 |
1.988 |
|
0.500 |
1.979 |
|
0.382 |
1.969 |
|
LOW |
1.940 |
|
0.618 |
1.892 |
|
1.000 |
1.863 |
|
1.618 |
1.815 |
|
2.618 |
1.738 |
|
4.250 |
1.613 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.979 |
2.016 |
| PP |
1.967 |
1.992 |
| S1 |
1.956 |
1.969 |
|