NYMEX Natural Gas Future June 2016
Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
2.024 |
2.032 |
0.008 |
0.4% |
1.864 |
High |
2.054 |
2.101 |
0.047 |
2.3% |
2.053 |
Low |
1.976 |
2.013 |
0.037 |
1.9% |
1.844 |
Close |
2.024 |
2.057 |
0.033 |
1.6% |
2.023 |
Range |
0.078 |
0.088 |
0.010 |
12.8% |
0.209 |
ATR |
0.070 |
0.072 |
0.001 |
1.8% |
0.000 |
Volume |
24,254 |
22,954 |
-1,300 |
-5.4% |
155,077 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.321 |
2.277 |
2.105 |
|
R3 |
2.233 |
2.189 |
2.081 |
|
R2 |
2.145 |
2.145 |
2.073 |
|
R1 |
2.101 |
2.101 |
2.065 |
2.123 |
PP |
2.057 |
2.057 |
2.057 |
2.068 |
S1 |
2.013 |
2.013 |
2.049 |
2.035 |
S2 |
1.969 |
1.969 |
2.041 |
|
S3 |
1.881 |
1.925 |
2.033 |
|
S4 |
1.793 |
1.837 |
2.009 |
|
|
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 |
2.101 |
1.903 |
0.198 |
9.6% |
0.072 |
3.5% |
78% |
True |
False |
27,987 |
10 |
2.101 |
1.844 |
0.257 |
12.5% |
0.068 |
3.3% |
83% |
True |
False |
27,737 |
20 |
2.156 |
1.844 |
0.312 |
15.2% |
0.068 |
3.3% |
68% |
False |
False |
25,360 |
40 |
2.413 |
1.844 |
0.569 |
27.7% |
0.068 |
3.3% |
37% |
False |
False |
20,126 |
60 |
2.593 |
1.844 |
0.749 |
36.4% |
0.071 |
3.5% |
28% |
False |
False |
16,627 |
80 |
2.622 |
1.844 |
0.778 |
37.8% |
0.068 |
3.3% |
27% |
False |
False |
13,979 |
100 |
2.728 |
1.844 |
0.884 |
43.0% |
0.066 |
3.2% |
24% |
False |
False |
11,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.475 |
2.618 |
2.331 |
1.618 |
2.243 |
1.000 |
2.189 |
0.618 |
2.155 |
HIGH |
2.101 |
0.618 |
2.067 |
0.500 |
2.057 |
0.382 |
2.047 |
LOW |
2.013 |
0.618 |
1.959 |
1.000 |
1.925 |
1.618 |
1.871 |
2.618 |
1.783 |
4.250 |
1.639 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
2.057 |
2.051 |
PP |
2.057 |
2.045 |
S1 |
2.057 |
2.039 |
|