NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2.006 |
1.927 |
-0.079 |
-3.9% |
2.069 |
| High |
2.017 |
1.963 |
-0.054 |
-2.7% |
2.102 |
| Low |
1.940 |
1.907 |
-0.033 |
-1.7% |
1.940 |
| Close |
1.945 |
1.934 |
-0.011 |
-0.6% |
1.945 |
| Range |
0.077 |
0.056 |
-0.021 |
-27.3% |
0.162 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.2% |
0.000 |
| Volume |
34,026 |
31,922 |
-2,104 |
-6.2% |
126,297 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.103 |
2.074 |
1.965 |
|
| R3 |
2.047 |
2.018 |
1.949 |
|
| R2 |
1.991 |
1.991 |
1.944 |
|
| R1 |
1.962 |
1.962 |
1.939 |
1.977 |
| PP |
1.935 |
1.935 |
1.935 |
1.942 |
| S1 |
1.906 |
1.906 |
1.929 |
1.921 |
| S2 |
1.879 |
1.879 |
1.924 |
|
| S3 |
1.823 |
1.850 |
1.919 |
|
| S4 |
1.767 |
1.794 |
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 |
2.102 |
1.907 |
0.195 |
10.1% |
0.074 |
3.8% |
14% |
False |
True |
31,643 |
| 10 |
2.281 |
1.907 |
0.374 |
19.3% |
0.072 |
3.7% |
7% |
False |
True |
42,146 |
| 20 |
2.380 |
1.907 |
0.473 |
24.5% |
0.076 |
3.9% |
6% |
False |
True |
41,115 |
| 40 |
2.549 |
1.907 |
0.642 |
33.2% |
0.080 |
4.1% |
4% |
False |
True |
30,750 |
| 60 |
2.549 |
1.907 |
0.642 |
33.2% |
0.071 |
3.7% |
4% |
False |
True |
25,399 |
| 80 |
2.602 |
1.907 |
0.695 |
35.9% |
0.071 |
3.7% |
4% |
False |
True |
20,857 |
| 100 |
2.790 |
1.907 |
0.883 |
45.7% |
0.066 |
3.4% |
3% |
False |
True |
17,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.201 |
|
2.618 |
2.110 |
|
1.618 |
2.054 |
|
1.000 |
2.019 |
|
0.618 |
1.998 |
|
HIGH |
1.963 |
|
0.618 |
1.942 |
|
0.500 |
1.935 |
|
0.382 |
1.928 |
|
LOW |
1.907 |
|
0.618 |
1.872 |
|
1.000 |
1.851 |
|
1.618 |
1.816 |
|
2.618 |
1.760 |
|
4.250 |
1.669 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.935 |
1.997 |
| PP |
1.935 |
1.976 |
| S1 |
1.934 |
1.955 |
|