NYMEX Natural Gas Future July 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
2.023 |
1.996 |
-0.027 |
-1.3% |
2.077 |
High |
2.023 |
2.000 |
-0.023 |
-1.1% |
2.104 |
Low |
1.975 |
1.954 |
-0.021 |
-1.1% |
1.954 |
Close |
1.992 |
1.975 |
-0.017 |
-0.9% |
2.028 |
Range |
0.048 |
0.046 |
-0.002 |
-4.2% |
0.150 |
ATR |
0.069 |
0.067 |
-0.002 |
-2.4% |
0.000 |
Volume |
21,204 |
27,499 |
6,295 |
29.7% |
87,945 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.114 |
2.091 |
2.000 |
|
R3 |
2.068 |
2.045 |
1.988 |
|
R2 |
2.022 |
2.022 |
1.983 |
|
R1 |
1.999 |
1.999 |
1.979 |
1.988 |
PP |
1.976 |
1.976 |
1.976 |
1.971 |
S1 |
1.953 |
1.953 |
1.971 |
1.942 |
S2 |
1.930 |
1.930 |
1.967 |
|
S3 |
1.884 |
1.907 |
1.962 |
|
S4 |
1.838 |
1.861 |
1.950 |
|
|
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 |
5.7% |
0.067 |
3.4% |
26% |
False |
False |
29,977 |
10 |
2.152 |
1.946 |
0.206 |
10.4% |
0.062 |
3.1% |
14% |
False |
False |
22,734 |
20 |
2.387 |
1.946 |
0.441 |
22.3% |
0.063 |
3.2% |
7% |
False |
False |
20,079 |
40 |
2.635 |
1.946 |
0.689 |
34.9% |
0.066 |
3.3% |
4% |
False |
False |
16,421 |
60 |
2.635 |
1.946 |
0.689 |
34.9% |
0.066 |
3.4% |
4% |
False |
False |
13,624 |
80 |
2.684 |
1.946 |
0.738 |
37.4% |
0.063 |
3.2% |
4% |
False |
False |
10,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.196 |
2.618 |
2.120 |
1.618 |
2.074 |
1.000 |
2.046 |
0.618 |
2.028 |
HIGH |
2.000 |
0.618 |
1.982 |
0.500 |
1.977 |
0.382 |
1.972 |
LOW |
1.954 |
0.618 |
1.926 |
1.000 |
1.908 |
1.618 |
1.880 |
2.618 |
1.834 |
4.250 |
1.759 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.977 |
2.006 |
PP |
1.976 |
1.996 |
S1 |
1.976 |
1.985 |
|