NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.871 |
1.895 |
0.024 |
1.3% |
2.000 |
| High |
1.927 |
1.971 |
0.044 |
2.3% |
2.031 |
| Low |
1.863 |
1.880 |
0.017 |
0.9% |
1.880 |
| Close |
1.896 |
1.939 |
0.043 |
2.3% |
1.951 |
| Range |
0.064 |
0.091 |
0.027 |
42.2% |
0.151 |
| ATR |
0.073 |
0.074 |
0.001 |
1.8% |
0.000 |
| Volume |
39,697 |
53,526 |
13,829 |
34.8% |
90,437 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.203 |
2.162 |
1.989 |
|
| R3 |
2.112 |
2.071 |
1.964 |
|
| R2 |
2.021 |
2.021 |
1.956 |
|
| R1 |
1.980 |
1.980 |
1.947 |
2.001 |
| PP |
1.930 |
1.930 |
1.930 |
1.940 |
| S1 |
1.889 |
1.889 |
1.931 |
1.910 |
| S2 |
1.839 |
1.839 |
1.922 |
|
| S3 |
1.748 |
1.798 |
1.914 |
|
| S4 |
1.657 |
1.707 |
1.889 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.407 |
2.330 |
2.034 |
|
| R3 |
2.256 |
2.179 |
1.993 |
|
| R2 |
2.105 |
2.105 |
1.979 |
|
| R1 |
2.028 |
2.028 |
1.965 |
1.991 |
| PP |
1.954 |
1.954 |
1.954 |
1.936 |
| S1 |
1.877 |
1.877 |
1.937 |
1.840 |
| S2 |
1.803 |
1.803 |
1.923 |
|
| S3 |
1.652 |
1.726 |
1.909 |
|
| S4 |
1.501 |
1.575 |
1.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.999 |
1.863 |
0.136 |
7.0% |
0.071 |
3.7% |
56% |
False |
False |
31,225 |
| 10 |
2.156 |
1.863 |
0.293 |
15.1% |
0.068 |
3.5% |
26% |
False |
False |
22,983 |
| 20 |
2.331 |
1.863 |
0.468 |
24.1% |
0.069 |
3.6% |
16% |
False |
False |
19,482 |
| 40 |
2.593 |
1.863 |
0.730 |
37.6% |
0.071 |
3.7% |
10% |
False |
False |
16,088 |
| 60 |
2.593 |
1.863 |
0.730 |
37.6% |
0.069 |
3.6% |
10% |
False |
False |
13,410 |
| 80 |
2.642 |
1.863 |
0.779 |
40.2% |
0.066 |
3.4% |
10% |
False |
False |
10,886 |
| 100 |
2.787 |
1.863 |
0.924 |
47.7% |
0.063 |
3.2% |
8% |
False |
False |
9,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.358 |
|
2.618 |
2.209 |
|
1.618 |
2.118 |
|
1.000 |
2.062 |
|
0.618 |
2.027 |
|
HIGH |
1.971 |
|
0.618 |
1.936 |
|
0.500 |
1.926 |
|
0.382 |
1.915 |
|
LOW |
1.880 |
|
0.618 |
1.824 |
|
1.000 |
1.789 |
|
1.618 |
1.733 |
|
2.618 |
1.642 |
|
4.250 |
1.493 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.935 |
1.932 |
| PP |
1.930 |
1.924 |
| S1 |
1.926 |
1.917 |
|