NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.909 |
1.870 |
-0.039 |
-2.0% |
1.927 |
| High |
1.909 |
1.887 |
-0.022 |
-1.2% |
1.963 |
| Low |
1.832 |
1.807 |
-0.025 |
-1.4% |
1.807 |
| Close |
1.867 |
1.873 |
0.006 |
0.3% |
1.873 |
| Range |
0.077 |
0.080 |
0.003 |
3.9% |
0.156 |
| ATR |
0.076 |
0.076 |
0.000 |
0.4% |
0.000 |
| Volume |
56,392 |
36,085 |
-20,307 |
-36.0% |
180,043 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.096 |
2.064 |
1.917 |
|
| R3 |
2.016 |
1.984 |
1.895 |
|
| R2 |
1.936 |
1.936 |
1.888 |
|
| R1 |
1.904 |
1.904 |
1.880 |
1.920 |
| PP |
1.856 |
1.856 |
1.856 |
1.864 |
| S1 |
1.824 |
1.824 |
1.866 |
1.840 |
| S2 |
1.776 |
1.776 |
1.858 |
|
| S3 |
1.696 |
1.744 |
1.851 |
|
| S4 |
1.616 |
1.664 |
1.829 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.349 |
2.267 |
1.959 |
|
| R3 |
2.193 |
2.111 |
1.916 |
|
| R2 |
2.037 |
2.037 |
1.902 |
|
| R1 |
1.955 |
1.955 |
1.887 |
1.918 |
| PP |
1.881 |
1.881 |
1.881 |
1.863 |
| S1 |
1.799 |
1.799 |
1.859 |
1.762 |
| S2 |
1.725 |
1.725 |
1.844 |
|
| S3 |
1.569 |
1.643 |
1.830 |
|
| S4 |
1.413 |
1.487 |
1.787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.963 |
1.807 |
0.156 |
8.3% |
0.064 |
3.4% |
42% |
False |
True |
36,008 |
| 10 |
2.159 |
1.807 |
0.352 |
18.8% |
0.071 |
3.8% |
19% |
False |
True |
34,054 |
| 20 |
2.380 |
1.807 |
0.573 |
30.6% |
0.073 |
3.9% |
12% |
False |
True |
41,382 |
| 40 |
2.549 |
1.807 |
0.742 |
39.6% |
0.078 |
4.2% |
9% |
False |
True |
33,168 |
| 60 |
2.549 |
1.807 |
0.742 |
39.6% |
0.072 |
3.9% |
9% |
False |
True |
27,421 |
| 80 |
2.602 |
1.807 |
0.795 |
42.4% |
0.070 |
3.7% |
8% |
False |
True |
22,344 |
| 100 |
2.760 |
1.807 |
0.953 |
50.9% |
0.066 |
3.5% |
7% |
False |
True |
18,759 |
| 120 |
2.907 |
1.807 |
1.100 |
58.7% |
0.062 |
3.3% |
6% |
False |
True |
15,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.227 |
|
2.618 |
2.096 |
|
1.618 |
2.016 |
|
1.000 |
1.967 |
|
0.618 |
1.936 |
|
HIGH |
1.887 |
|
0.618 |
1.856 |
|
0.500 |
1.847 |
|
0.382 |
1.838 |
|
LOW |
1.807 |
|
0.618 |
1.758 |
|
1.000 |
1.727 |
|
1.618 |
1.678 |
|
2.618 |
1.598 |
|
4.250 |
1.467 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.864 |
1.872 |
| PP |
1.856 |
1.870 |
| S1 |
1.847 |
1.869 |
|