NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.971 |
1.955 |
-0.016 |
-0.8% |
1.972 |
| High |
2.004 |
2.027 |
0.023 |
1.1% |
2.058 |
| Low |
1.953 |
1.939 |
-0.014 |
-0.7% |
1.946 |
| Close |
1.996 |
1.986 |
-0.010 |
-0.5% |
1.996 |
| Range |
0.051 |
0.088 |
0.037 |
72.5% |
0.112 |
| ATR |
0.066 |
0.068 |
0.002 |
2.4% |
0.000 |
| Volume |
25,576 |
32,068 |
6,492 |
25.4% |
147,318 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.248 |
2.205 |
2.034 |
|
| R3 |
2.160 |
2.117 |
2.010 |
|
| R2 |
2.072 |
2.072 |
2.002 |
|
| R1 |
2.029 |
2.029 |
1.994 |
2.051 |
| PP |
1.984 |
1.984 |
1.984 |
1.995 |
| S1 |
1.941 |
1.941 |
1.978 |
1.963 |
| S2 |
1.896 |
1.896 |
1.970 |
|
| S3 |
1.808 |
1.853 |
1.962 |
|
| S4 |
1.720 |
1.765 |
1.938 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.336 |
2.278 |
2.058 |
|
| R3 |
2.224 |
2.166 |
2.027 |
|
| R2 |
2.112 |
2.112 |
2.017 |
|
| R1 |
2.054 |
2.054 |
2.006 |
2.083 |
| PP |
2.000 |
2.000 |
2.000 |
2.015 |
| S1 |
1.942 |
1.942 |
1.986 |
1.971 |
| S2 |
1.888 |
1.888 |
1.975 |
|
| S3 |
1.776 |
1.830 |
1.965 |
|
| S4 |
1.664 |
1.718 |
1.934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.058 |
1.939 |
0.119 |
6.0% |
0.064 |
3.2% |
39% |
False |
True |
28,706 |
| 10 |
2.097 |
1.939 |
0.158 |
8.0% |
0.064 |
3.2% |
30% |
False |
True |
25,167 |
| 20 |
2.387 |
1.939 |
0.448 |
22.6% |
0.063 |
3.2% |
10% |
False |
True |
21,348 |
| 40 |
2.635 |
1.939 |
0.696 |
35.0% |
0.066 |
3.3% |
7% |
False |
True |
17,373 |
| 60 |
2.635 |
1.939 |
0.696 |
35.0% |
0.067 |
3.4% |
7% |
False |
True |
14,226 |
| 80 |
2.684 |
1.939 |
0.745 |
37.5% |
0.063 |
3.2% |
6% |
False |
True |
11,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.401 |
|
2.618 |
2.257 |
|
1.618 |
2.169 |
|
1.000 |
2.115 |
|
0.618 |
2.081 |
|
HIGH |
2.027 |
|
0.618 |
1.993 |
|
0.500 |
1.983 |
|
0.382 |
1.973 |
|
LOW |
1.939 |
|
0.618 |
1.885 |
|
1.000 |
1.851 |
|
1.618 |
1.797 |
|
2.618 |
1.709 |
|
4.250 |
1.565 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.985 |
1.985 |
| PP |
1.984 |
1.984 |
| S1 |
1.983 |
1.983 |
|