NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.032 |
2.055 |
0.023 |
1.1% |
1.864 |
| High |
2.101 |
2.079 |
-0.022 |
-1.0% |
2.053 |
| Low |
2.013 |
2.019 |
0.006 |
0.3% |
1.844 |
| Close |
2.057 |
2.065 |
0.008 |
0.4% |
2.023 |
| Range |
0.088 |
0.060 |
-0.028 |
-31.8% |
0.209 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.2% |
0.000 |
| Volume |
22,954 |
20,323 |
-2,631 |
-11.5% |
155,077 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.234 |
2.210 |
2.098 |
|
| R3 |
2.174 |
2.150 |
2.082 |
|
| R2 |
2.114 |
2.114 |
2.076 |
|
| R1 |
2.090 |
2.090 |
2.071 |
2.102 |
| PP |
2.054 |
2.054 |
2.054 |
2.061 |
| S1 |
2.030 |
2.030 |
2.060 |
2.042 |
| S2 |
1.994 |
1.994 |
2.054 |
|
| S3 |
1.934 |
1.970 |
2.049 |
|
| S4 |
1.874 |
1.910 |
2.032 |
|
|
| 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 |
1.936 |
0.165 |
8.0% |
0.071 |
3.4% |
78% |
False |
False |
25,923 |
| 10 |
2.101 |
1.844 |
0.257 |
12.4% |
0.067 |
3.2% |
86% |
False |
False |
27,449 |
| 20 |
2.154 |
1.844 |
0.310 |
15.0% |
0.068 |
3.3% |
71% |
False |
False |
25,655 |
| 40 |
2.413 |
1.844 |
0.569 |
27.6% |
0.067 |
3.3% |
39% |
False |
False |
20,432 |
| 60 |
2.593 |
1.844 |
0.749 |
36.3% |
0.071 |
3.5% |
30% |
False |
False |
16,749 |
| 80 |
2.593 |
1.844 |
0.749 |
36.3% |
0.068 |
3.3% |
30% |
False |
False |
14,195 |
| 100 |
2.696 |
1.844 |
0.852 |
41.3% |
0.066 |
3.2% |
26% |
False |
False |
12,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.334 |
|
2.618 |
2.236 |
|
1.618 |
2.176 |
|
1.000 |
2.139 |
|
0.618 |
2.116 |
|
HIGH |
2.079 |
|
0.618 |
2.056 |
|
0.500 |
2.049 |
|
0.382 |
2.042 |
|
LOW |
2.019 |
|
0.618 |
1.982 |
|
1.000 |
1.959 |
|
1.618 |
1.922 |
|
2.618 |
1.862 |
|
4.250 |
1.764 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.060 |
2.056 |
| PP |
2.054 |
2.047 |
| S1 |
2.049 |
2.039 |
|