NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.902 |
1.916 |
0.014 |
0.7% |
1.871 |
| High |
1.926 |
1.965 |
0.039 |
2.0% |
1.971 |
| Low |
1.875 |
1.903 |
0.028 |
1.5% |
1.855 |
| Close |
1.906 |
1.946 |
0.040 |
2.1% |
1.900 |
| Range |
0.051 |
0.062 |
0.011 |
21.6% |
0.116 |
| ATR |
0.071 |
0.070 |
-0.001 |
-0.9% |
0.000 |
| Volume |
27,294 |
30,641 |
3,347 |
12.3% |
168,311 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.124 |
2.097 |
1.980 |
|
| R3 |
2.062 |
2.035 |
1.963 |
|
| R2 |
2.000 |
2.000 |
1.957 |
|
| R1 |
1.973 |
1.973 |
1.952 |
1.987 |
| PP |
1.938 |
1.938 |
1.938 |
1.945 |
| S1 |
1.911 |
1.911 |
1.940 |
1.925 |
| S2 |
1.876 |
1.876 |
1.935 |
|
| S3 |
1.814 |
1.849 |
1.929 |
|
| S4 |
1.752 |
1.787 |
1.912 |
|
|
| 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 |
1.965 |
1.844 |
0.121 |
6.2% |
0.062 |
3.2% |
84% |
True |
False |
28,976 |
| 10 |
1.981 |
1.844 |
0.137 |
7.0% |
0.069 |
3.5% |
74% |
False |
False |
30,958 |
| 20 |
2.273 |
1.844 |
0.429 |
22.0% |
0.068 |
3.5% |
24% |
False |
False |
22,863 |
| 40 |
2.484 |
1.844 |
0.640 |
32.9% |
0.068 |
3.5% |
16% |
False |
False |
18,660 |
| 60 |
2.593 |
1.844 |
0.749 |
38.5% |
0.071 |
3.6% |
14% |
False |
False |
15,376 |
| 80 |
2.642 |
1.844 |
0.798 |
41.0% |
0.067 |
3.4% |
13% |
False |
False |
12,744 |
| 100 |
2.787 |
1.844 |
0.943 |
48.5% |
0.064 |
3.3% |
11% |
False |
False |
10,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.229 |
|
2.618 |
2.127 |
|
1.618 |
2.065 |
|
1.000 |
2.027 |
|
0.618 |
2.003 |
|
HIGH |
1.965 |
|
0.618 |
1.941 |
|
0.500 |
1.934 |
|
0.382 |
1.927 |
|
LOW |
1.903 |
|
0.618 |
1.865 |
|
1.000 |
1.841 |
|
1.618 |
1.803 |
|
2.618 |
1.741 |
|
4.250 |
1.640 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.942 |
1.932 |
| PP |
1.938 |
1.918 |
| S1 |
1.934 |
1.905 |
|