NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.864 |
1.902 |
0.038 |
2.0% |
1.871 |
| High |
1.940 |
1.926 |
-0.014 |
-0.7% |
1.971 |
| Low |
1.844 |
1.875 |
0.031 |
1.7% |
1.855 |
| Close |
1.892 |
1.906 |
0.014 |
0.7% |
1.900 |
| Range |
0.096 |
0.051 |
-0.045 |
-46.9% |
0.116 |
| ATR |
0.072 |
0.071 |
-0.002 |
-2.1% |
0.000 |
| Volume |
35,056 |
27,294 |
-7,762 |
-22.1% |
168,311 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.055 |
2.032 |
1.934 |
|
| R3 |
2.004 |
1.981 |
1.920 |
|
| R2 |
1.953 |
1.953 |
1.915 |
|
| R1 |
1.930 |
1.930 |
1.911 |
1.942 |
| PP |
1.902 |
1.902 |
1.902 |
1.908 |
| S1 |
1.879 |
1.879 |
1.901 |
1.891 |
| S2 |
1.851 |
1.851 |
1.897 |
|
| S3 |
1.800 |
1.828 |
1.892 |
|
| S4 |
1.749 |
1.777 |
1.878 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.257 |
2.194 |
1.964 |
|
| R3 |
2.141 |
2.078 |
1.932 |
|
| R2 |
2.025 |
2.025 |
1.921 |
|
| R1 |
1.962 |
1.962 |
1.911 |
1.994 |
| PP |
1.909 |
1.909 |
1.909 |
1.924 |
| S1 |
1.846 |
1.846 |
1.889 |
1.878 |
| S2 |
1.793 |
1.793 |
1.879 |
|
| S3 |
1.677 |
1.730 |
1.868 |
|
| S4 |
1.561 |
1.614 |
1.836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.950 |
1.844 |
0.106 |
5.6% |
0.063 |
3.3% |
58% |
False |
False |
27,487 |
| 10 |
1.999 |
1.844 |
0.155 |
8.1% |
0.067 |
3.5% |
40% |
False |
False |
29,356 |
| 20 |
2.289 |
1.844 |
0.445 |
23.3% |
0.067 |
3.5% |
14% |
False |
False |
22,064 |
| 40 |
2.593 |
1.844 |
0.749 |
39.3% |
0.069 |
3.6% |
8% |
False |
False |
18,249 |
| 60 |
2.593 |
1.844 |
0.749 |
39.3% |
0.071 |
3.7% |
8% |
False |
False |
15,024 |
| 80 |
2.642 |
1.844 |
0.798 |
41.9% |
0.066 |
3.5% |
8% |
False |
False |
12,438 |
| 100 |
2.787 |
1.844 |
0.943 |
49.5% |
0.064 |
3.4% |
7% |
False |
False |
10,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.143 |
|
2.618 |
2.060 |
|
1.618 |
2.009 |
|
1.000 |
1.977 |
|
0.618 |
1.958 |
|
HIGH |
1.926 |
|
0.618 |
1.907 |
|
0.500 |
1.901 |
|
0.382 |
1.894 |
|
LOW |
1.875 |
|
0.618 |
1.843 |
|
1.000 |
1.824 |
|
1.618 |
1.792 |
|
2.618 |
1.741 |
|
4.250 |
1.658 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.904 |
1.901 |
| PP |
1.902 |
1.897 |
| S1 |
1.901 |
1.892 |
|