NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.942 |
1.901 |
-0.041 |
-2.1% |
2.069 |
| High |
1.954 |
1.931 |
-0.023 |
-1.2% |
2.102 |
| Low |
1.896 |
1.882 |
-0.014 |
-0.7% |
1.940 |
| Close |
1.903 |
1.909 |
0.006 |
0.3% |
1.945 |
| Range |
0.058 |
0.049 |
-0.009 |
-15.5% |
0.162 |
| ATR |
0.078 |
0.076 |
-0.002 |
-2.7% |
0.000 |
| Volume |
28,860 |
26,784 |
-2,076 |
-7.2% |
126,297 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.054 |
2.031 |
1.936 |
|
| R3 |
2.005 |
1.982 |
1.922 |
|
| R2 |
1.956 |
1.956 |
1.918 |
|
| R1 |
1.933 |
1.933 |
1.913 |
1.945 |
| PP |
1.907 |
1.907 |
1.907 |
1.913 |
| S1 |
1.884 |
1.884 |
1.905 |
1.896 |
| S2 |
1.858 |
1.858 |
1.900 |
|
| S3 |
1.809 |
1.835 |
1.896 |
|
| S4 |
1.760 |
1.786 |
1.882 |
|
|
| 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 |
2.087 |
1.882 |
0.205 |
10.7% |
0.065 |
3.4% |
13% |
False |
True |
31,075 |
| 10 |
2.217 |
1.882 |
0.335 |
17.5% |
0.072 |
3.8% |
8% |
False |
True |
36,628 |
| 20 |
2.380 |
1.882 |
0.498 |
26.1% |
0.073 |
3.8% |
5% |
False |
True |
40,470 |
| 40 |
2.549 |
1.882 |
0.667 |
34.9% |
0.079 |
4.1% |
4% |
False |
True |
31,657 |
| 60 |
2.549 |
1.882 |
0.667 |
34.9% |
0.071 |
3.7% |
4% |
False |
True |
26,044 |
| 80 |
2.602 |
1.882 |
0.720 |
37.7% |
0.070 |
3.7% |
4% |
False |
True |
21,394 |
| 100 |
2.760 |
1.882 |
0.878 |
46.0% |
0.066 |
3.4% |
3% |
False |
True |
17,907 |
| 120 |
2.907 |
1.882 |
1.025 |
53.7% |
0.061 |
3.2% |
3% |
False |
True |
15,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.139 |
|
2.618 |
2.059 |
|
1.618 |
2.010 |
|
1.000 |
1.980 |
|
0.618 |
1.961 |
|
HIGH |
1.931 |
|
0.618 |
1.912 |
|
0.500 |
1.907 |
|
0.382 |
1.901 |
|
LOW |
1.882 |
|
0.618 |
1.852 |
|
1.000 |
1.833 |
|
1.618 |
1.803 |
|
2.618 |
1.754 |
|
4.250 |
1.674 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.908 |
1.923 |
| PP |
1.907 |
1.918 |
| S1 |
1.907 |
1.914 |
|