NYMEX Natural Gas Future July 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
2.001 |
2.000 |
-0.001 |
0.0% |
1.972 |
High |
2.016 |
2.059 |
0.043 |
2.1% |
2.058 |
Low |
1.970 |
1.998 |
0.028 |
1.4% |
1.946 |
Close |
2.001 |
2.041 |
0.040 |
2.0% |
1.996 |
Range |
0.046 |
0.061 |
0.015 |
32.6% |
0.112 |
ATR |
0.066 |
0.066 |
0.000 |
-0.6% |
0.000 |
Volume |
25,337 |
30,280 |
4,943 |
19.5% |
147,318 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.216 |
2.189 |
2.075 |
|
R3 |
2.155 |
2.128 |
2.058 |
|
R2 |
2.094 |
2.094 |
2.052 |
|
R1 |
2.067 |
2.067 |
2.047 |
2.081 |
PP |
2.033 |
2.033 |
2.033 |
2.039 |
S1 |
2.006 |
2.006 |
2.035 |
2.020 |
S2 |
1.972 |
1.972 |
2.030 |
|
S3 |
1.911 |
1.945 |
2.024 |
|
S4 |
1.850 |
1.884 |
2.007 |
|
|
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 |
2.059 |
1.939 |
0.120 |
5.9% |
0.058 |
2.9% |
85% |
True |
False |
28,152 |
10 |
2.059 |
1.939 |
0.120 |
5.9% |
0.065 |
3.2% |
85% |
True |
False |
28,531 |
20 |
2.339 |
1.939 |
0.400 |
19.6% |
0.064 |
3.1% |
26% |
False |
False |
22,419 |
40 |
2.527 |
1.939 |
0.588 |
28.8% |
0.064 |
3.1% |
17% |
False |
False |
18,243 |
60 |
2.635 |
1.939 |
0.696 |
34.1% |
0.067 |
3.3% |
15% |
False |
False |
14,818 |
80 |
2.684 |
1.939 |
0.745 |
36.5% |
0.063 |
3.1% |
14% |
False |
False |
12,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.318 |
2.618 |
2.219 |
1.618 |
2.158 |
1.000 |
2.120 |
0.618 |
2.097 |
HIGH |
2.059 |
0.618 |
2.036 |
0.500 |
2.029 |
0.382 |
2.021 |
LOW |
1.998 |
0.618 |
1.960 |
1.000 |
1.937 |
1.618 |
1.899 |
2.618 |
1.838 |
4.250 |
1.739 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
2.037 |
2.027 |
PP |
2.033 |
2.013 |
S1 |
2.029 |
1.999 |
|