NYMEX Natural Gas Future June 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.945 |
1.905 |
-0.040 |
-2.1% |
2.000 |
High |
1.950 |
1.916 |
-0.034 |
-1.7% |
2.031 |
Low |
1.881 |
1.868 |
-0.013 |
-0.7% |
1.880 |
Close |
1.903 |
1.880 |
-0.023 |
-1.2% |
1.951 |
Range |
0.069 |
0.048 |
-0.021 |
-30.4% |
0.151 |
ATR |
0.074 |
0.072 |
-0.002 |
-2.5% |
0.000 |
Volume |
23,197 |
28,068 |
4,871 |
21.0% |
90,437 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.032 |
2.004 |
1.906 |
|
R3 |
1.984 |
1.956 |
1.893 |
|
R2 |
1.936 |
1.936 |
1.889 |
|
R1 |
1.908 |
1.908 |
1.884 |
1.898 |
PP |
1.888 |
1.888 |
1.888 |
1.883 |
S1 |
1.860 |
1.860 |
1.876 |
1.850 |
S2 |
1.840 |
1.840 |
1.871 |
|
S3 |
1.792 |
1.812 |
1.867 |
|
S4 |
1.744 |
1.764 |
1.854 |
|
|
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 |
1.971 |
1.863 |
0.108 |
5.7% |
0.071 |
3.8% |
16% |
False |
False |
33,684 |
10 |
2.089 |
1.863 |
0.226 |
12.0% |
0.066 |
3.5% |
8% |
False |
False |
25,315 |
20 |
2.331 |
1.863 |
0.468 |
24.9% |
0.066 |
3.5% |
4% |
False |
False |
19,842 |
40 |
2.593 |
1.863 |
0.730 |
38.8% |
0.070 |
3.7% |
2% |
False |
False |
16,944 |
60 |
2.593 |
1.863 |
0.730 |
38.8% |
0.070 |
3.7% |
2% |
False |
False |
14,151 |
80 |
2.642 |
1.863 |
0.779 |
41.4% |
0.066 |
3.5% |
2% |
False |
False |
11,475 |
100 |
2.787 |
1.863 |
0.924 |
49.1% |
0.063 |
3.4% |
2% |
False |
False |
9,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.120 |
2.618 |
2.042 |
1.618 |
1.994 |
1.000 |
1.964 |
0.618 |
1.946 |
HIGH |
1.916 |
0.618 |
1.898 |
0.500 |
1.892 |
0.382 |
1.886 |
LOW |
1.868 |
0.618 |
1.838 |
1.000 |
1.820 |
1.618 |
1.790 |
2.618 |
1.742 |
4.250 |
1.664 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.892 |
1.920 |
PP |
1.888 |
1.906 |
S1 |
1.884 |
1.893 |
|