NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.008 |
2.024 |
0.016 |
0.8% |
1.864 |
| High |
2.053 |
2.054 |
0.001 |
0.0% |
2.053 |
| Low |
1.996 |
1.976 |
-0.020 |
-1.0% |
1.844 |
| Close |
2.023 |
2.024 |
0.001 |
0.0% |
2.023 |
| Range |
0.057 |
0.078 |
0.021 |
36.8% |
0.209 |
| ATR |
0.070 |
0.070 |
0.001 |
0.8% |
0.000 |
| Volume |
24,715 |
24,254 |
-461 |
-1.9% |
155,077 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.252 |
2.216 |
2.067 |
|
| R3 |
2.174 |
2.138 |
2.045 |
|
| R2 |
2.096 |
2.096 |
2.038 |
|
| R1 |
2.060 |
2.060 |
2.031 |
2.063 |
| PP |
2.018 |
2.018 |
2.018 |
2.020 |
| S1 |
1.982 |
1.982 |
2.017 |
1.985 |
| S2 |
1.940 |
1.940 |
2.010 |
|
| S3 |
1.862 |
1.904 |
2.003 |
|
| S4 |
1.784 |
1.826 |
1.981 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.600 |
2.521 |
2.138 |
|
| R3 |
2.391 |
2.312 |
2.080 |
|
| R2 |
2.182 |
2.182 |
2.061 |
|
| R1 |
2.103 |
2.103 |
2.042 |
2.143 |
| PP |
1.973 |
1.973 |
1.973 |
1.993 |
| S1 |
1.894 |
1.894 |
2.004 |
1.934 |
| S2 |
1.764 |
1.764 |
1.985 |
|
| S3 |
1.555 |
1.685 |
1.966 |
|
| S4 |
1.346 |
1.476 |
1.908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.054 |
1.875 |
0.179 |
8.8% |
0.064 |
3.2% |
83% |
True |
False |
28,855 |
| 10 |
2.054 |
1.844 |
0.210 |
10.4% |
0.068 |
3.3% |
86% |
True |
False |
30,794 |
| 20 |
2.165 |
1.844 |
0.321 |
15.9% |
0.067 |
3.3% |
56% |
False |
False |
24,930 |
| 40 |
2.413 |
1.844 |
0.569 |
28.1% |
0.068 |
3.3% |
32% |
False |
False |
19,736 |
| 60 |
2.593 |
1.844 |
0.749 |
37.0% |
0.072 |
3.6% |
24% |
False |
False |
16,409 |
| 80 |
2.626 |
1.844 |
0.782 |
38.6% |
0.067 |
3.3% |
23% |
False |
False |
13,719 |
| 100 |
2.741 |
1.844 |
0.897 |
44.3% |
0.065 |
3.2% |
20% |
False |
False |
11,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.386 |
|
2.618 |
2.258 |
|
1.618 |
2.180 |
|
1.000 |
2.132 |
|
0.618 |
2.102 |
|
HIGH |
2.054 |
|
0.618 |
2.024 |
|
0.500 |
2.015 |
|
0.382 |
2.006 |
|
LOW |
1.976 |
|
0.618 |
1.928 |
|
1.000 |
1.898 |
|
1.618 |
1.850 |
|
2.618 |
1.772 |
|
4.250 |
1.645 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.021 |
2.014 |
| PP |
2.018 |
2.005 |
| S1 |
2.015 |
1.995 |
|