NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.979 |
2.023 |
0.044 |
2.2% |
2.077 |
| High |
2.058 |
2.023 |
-0.035 |
-1.7% |
2.104 |
| Low |
1.970 |
1.975 |
0.005 |
0.3% |
1.954 |
| Close |
2.024 |
1.992 |
-0.032 |
-1.6% |
2.028 |
| Range |
0.088 |
0.048 |
-0.040 |
-45.5% |
0.150 |
| ATR |
0.070 |
0.069 |
-0.002 |
-2.2% |
0.000 |
| Volume |
37,184 |
21,204 |
-15,980 |
-43.0% |
87,945 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.141 |
2.114 |
2.018 |
|
| R3 |
2.093 |
2.066 |
2.005 |
|
| R2 |
2.045 |
2.045 |
2.001 |
|
| R1 |
2.018 |
2.018 |
1.996 |
2.008 |
| PP |
1.997 |
1.997 |
1.997 |
1.991 |
| S1 |
1.970 |
1.970 |
1.988 |
1.960 |
| S2 |
1.949 |
1.949 |
1.983 |
|
| S3 |
1.901 |
1.922 |
1.979 |
|
| S4 |
1.853 |
1.874 |
1.966 |
|
|
| 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 |
2.058 |
1.946 |
0.112 |
5.6% |
0.072 |
3.6% |
41% |
False |
False |
28,911 |
| 10 |
2.222 |
1.946 |
0.276 |
13.9% |
0.064 |
3.2% |
17% |
False |
False |
21,900 |
| 20 |
2.387 |
1.946 |
0.441 |
22.1% |
0.063 |
3.2% |
10% |
False |
False |
19,585 |
| 40 |
2.635 |
1.946 |
0.689 |
34.6% |
0.067 |
3.4% |
7% |
False |
False |
15,924 |
| 60 |
2.635 |
1.946 |
0.689 |
34.6% |
0.066 |
3.3% |
7% |
False |
False |
13,219 |
| 80 |
2.684 |
1.946 |
0.738 |
37.0% |
0.063 |
3.2% |
6% |
False |
False |
10,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.227 |
|
2.618 |
2.149 |
|
1.618 |
2.101 |
|
1.000 |
2.071 |
|
0.618 |
2.053 |
|
HIGH |
2.023 |
|
0.618 |
2.005 |
|
0.500 |
1.999 |
|
0.382 |
1.993 |
|
LOW |
1.975 |
|
0.618 |
1.945 |
|
1.000 |
1.927 |
|
1.618 |
1.897 |
|
2.618 |
1.849 |
|
4.250 |
1.771 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.999 |
2.002 |
| PP |
1.997 |
1.999 |
| S1 |
1.994 |
1.995 |
|