NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.068 |
2.111 |
0.043 |
2.1% |
2.024 |
| High |
2.124 |
2.132 |
0.008 |
0.4% |
2.132 |
| Low |
2.030 |
2.065 |
0.035 |
1.7% |
1.976 |
| Close |
2.110 |
2.085 |
-0.025 |
-1.2% |
2.085 |
| Range |
0.094 |
0.067 |
-0.027 |
-28.7% |
0.156 |
| ATR |
0.073 |
0.072 |
0.000 |
-0.5% |
0.000 |
| Volume |
32,074 |
25,408 |
-6,666 |
-20.8% |
125,013 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.295 |
2.257 |
2.122 |
|
| R3 |
2.228 |
2.190 |
2.103 |
|
| R2 |
2.161 |
2.161 |
2.097 |
|
| R1 |
2.123 |
2.123 |
2.091 |
2.109 |
| PP |
2.094 |
2.094 |
2.094 |
2.087 |
| S1 |
2.056 |
2.056 |
2.079 |
2.042 |
| S2 |
2.027 |
2.027 |
2.073 |
|
| S3 |
1.960 |
1.989 |
2.067 |
|
| S4 |
1.893 |
1.922 |
2.048 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.532 |
2.465 |
2.171 |
|
| R3 |
2.376 |
2.309 |
2.128 |
|
| R2 |
2.220 |
2.220 |
2.114 |
|
| R1 |
2.153 |
2.153 |
2.099 |
2.187 |
| PP |
2.064 |
2.064 |
2.064 |
2.081 |
| S1 |
1.997 |
1.997 |
2.071 |
2.031 |
| S2 |
1.908 |
1.908 |
2.056 |
|
| S3 |
1.752 |
1.841 |
2.042 |
|
| S4 |
1.596 |
1.685 |
1.999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.132 |
1.976 |
0.156 |
7.5% |
0.077 |
3.7% |
70% |
True |
False |
25,002 |
| 10 |
2.132 |
1.844 |
0.288 |
13.8% |
0.073 |
3.5% |
84% |
True |
False |
28,009 |
| 20 |
2.132 |
1.844 |
0.288 |
13.8% |
0.068 |
3.3% |
84% |
True |
False |
26,941 |
| 40 |
2.413 |
1.844 |
0.569 |
27.3% |
0.068 |
3.3% |
42% |
False |
False |
21,346 |
| 60 |
2.593 |
1.844 |
0.749 |
35.9% |
0.072 |
3.4% |
32% |
False |
False |
17,499 |
| 80 |
2.593 |
1.844 |
0.749 |
35.9% |
0.068 |
3.2% |
32% |
False |
False |
14,811 |
| 100 |
2.642 |
1.844 |
0.798 |
38.3% |
0.067 |
3.2% |
30% |
False |
False |
12,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.417 |
|
2.618 |
2.307 |
|
1.618 |
2.240 |
|
1.000 |
2.199 |
|
0.618 |
2.173 |
|
HIGH |
2.132 |
|
0.618 |
2.106 |
|
0.500 |
2.099 |
|
0.382 |
2.091 |
|
LOW |
2.065 |
|
0.618 |
2.024 |
|
1.000 |
1.998 |
|
1.618 |
1.957 |
|
2.618 |
1.890 |
|
4.250 |
1.780 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.099 |
2.082 |
| PP |
2.094 |
2.079 |
| S1 |
2.090 |
2.076 |
|