NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.073 |
1.984 |
-0.089 |
-4.3% |
2.024 |
| High |
2.089 |
2.042 |
-0.047 |
-2.2% |
2.132 |
| Low |
1.980 |
1.968 |
-0.012 |
-0.6% |
1.976 |
| Close |
1.999 |
2.035 |
0.036 |
1.8% |
2.085 |
| Range |
0.109 |
0.074 |
-0.035 |
-32.1% |
0.156 |
| ATR |
0.075 |
0.075 |
0.000 |
-0.1% |
0.000 |
| Volume |
34,923 |
25,017 |
-9,906 |
-28.4% |
125,013 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.237 |
2.210 |
2.076 |
|
| R3 |
2.163 |
2.136 |
2.055 |
|
| R2 |
2.089 |
2.089 |
2.049 |
|
| R1 |
2.062 |
2.062 |
2.042 |
2.076 |
| PP |
2.015 |
2.015 |
2.015 |
2.022 |
| S1 |
1.988 |
1.988 |
2.028 |
2.002 |
| S2 |
1.941 |
1.941 |
2.021 |
|
| S3 |
1.867 |
1.914 |
2.015 |
|
| S4 |
1.793 |
1.840 |
1.994 |
|
|
| 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 |
1.968 |
0.164 |
8.1% |
0.081 |
4.0% |
41% |
False |
True |
27,549 |
| 10 |
2.132 |
1.903 |
0.229 |
11.3% |
0.076 |
3.7% |
58% |
False |
False |
27,768 |
| 20 |
2.132 |
1.844 |
0.288 |
14.2% |
0.072 |
3.5% |
66% |
False |
False |
28,562 |
| 40 |
2.413 |
1.844 |
0.569 |
28.0% |
0.069 |
3.4% |
34% |
False |
False |
22,249 |
| 60 |
2.593 |
1.844 |
0.749 |
36.8% |
0.073 |
3.6% |
26% |
False |
False |
18,331 |
| 80 |
2.593 |
1.844 |
0.749 |
36.8% |
0.068 |
3.3% |
26% |
False |
False |
15,461 |
| 100 |
2.642 |
1.844 |
0.798 |
39.2% |
0.067 |
3.3% |
24% |
False |
False |
13,080 |
| 120 |
2.787 |
1.844 |
0.943 |
46.3% |
0.063 |
3.1% |
20% |
False |
False |
11,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.357 |
|
2.618 |
2.236 |
|
1.618 |
2.162 |
|
1.000 |
2.116 |
|
0.618 |
2.088 |
|
HIGH |
2.042 |
|
0.618 |
2.014 |
|
0.500 |
2.005 |
|
0.382 |
1.996 |
|
LOW |
1.968 |
|
0.618 |
1.922 |
|
1.000 |
1.894 |
|
1.618 |
1.848 |
|
2.618 |
1.774 |
|
4.250 |
1.654 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.025 |
2.050 |
| PP |
2.015 |
2.045 |
| S1 |
2.005 |
2.040 |
|