NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.972 |
1.979 |
0.007 |
0.4% |
2.077 |
| High |
2.014 |
2.058 |
0.044 |
2.2% |
2.104 |
| Low |
1.946 |
1.970 |
0.024 |
1.2% |
1.954 |
| Close |
1.985 |
2.024 |
0.039 |
2.0% |
2.028 |
| Range |
0.068 |
0.088 |
0.020 |
29.4% |
0.150 |
| ATR |
0.069 |
0.070 |
0.001 |
2.0% |
0.000 |
| Volume |
35,855 |
37,184 |
1,329 |
3.7% |
87,945 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.281 |
2.241 |
2.072 |
|
| R3 |
2.193 |
2.153 |
2.048 |
|
| R2 |
2.105 |
2.105 |
2.040 |
|
| R1 |
2.065 |
2.065 |
2.032 |
2.085 |
| PP |
2.017 |
2.017 |
2.017 |
2.028 |
| S1 |
1.977 |
1.977 |
2.016 |
1.997 |
| S2 |
1.929 |
1.929 |
2.008 |
|
| S3 |
1.841 |
1.889 |
2.000 |
|
| S4 |
1.753 |
1.801 |
1.976 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.479 |
2.403 |
2.111 |
|
| R3 |
2.329 |
2.253 |
2.069 |
|
| R2 |
2.179 |
2.179 |
2.056 |
|
| R1 |
2.103 |
2.103 |
2.042 |
2.066 |
| PP |
2.029 |
2.029 |
2.029 |
2.010 |
| S1 |
1.953 |
1.953 |
2.014 |
1.916 |
| S2 |
1.879 |
1.879 |
2.001 |
|
| S3 |
1.729 |
1.803 |
1.987 |
|
| S4 |
1.579 |
1.653 |
1.946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.070 |
1.946 |
0.124 |
6.1% |
0.070 |
3.5% |
63% |
False |
False |
26,864 |
| 10 |
2.225 |
1.946 |
0.279 |
13.8% |
0.066 |
3.2% |
28% |
False |
False |
21,792 |
| 20 |
2.387 |
1.946 |
0.441 |
21.8% |
0.066 |
3.3% |
18% |
False |
False |
19,770 |
| 40 |
2.635 |
1.946 |
0.689 |
34.0% |
0.068 |
3.4% |
11% |
False |
False |
15,615 |
| 60 |
2.635 |
1.946 |
0.689 |
34.0% |
0.066 |
3.3% |
11% |
False |
False |
12,933 |
| 80 |
2.684 |
1.946 |
0.738 |
36.5% |
0.063 |
3.1% |
11% |
False |
False |
10,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.432 |
|
2.618 |
2.288 |
|
1.618 |
2.200 |
|
1.000 |
2.146 |
|
0.618 |
2.112 |
|
HIGH |
2.058 |
|
0.618 |
2.024 |
|
0.500 |
2.014 |
|
0.382 |
2.004 |
|
LOW |
1.970 |
|
0.618 |
1.916 |
|
1.000 |
1.882 |
|
1.618 |
1.828 |
|
2.618 |
1.740 |
|
4.250 |
1.596 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.021 |
2.017 |
| PP |
2.017 |
2.009 |
| S1 |
2.014 |
2.002 |
|