NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.000 |
2.061 |
0.061 |
3.1% |
1.972 |
| High |
2.059 |
2.105 |
0.046 |
2.2% |
2.058 |
| Low |
1.998 |
2.034 |
0.036 |
1.8% |
1.946 |
| Close |
2.041 |
2.086 |
0.045 |
2.2% |
1.996 |
| Range |
0.061 |
0.071 |
0.010 |
16.4% |
0.112 |
| ATR |
0.066 |
0.066 |
0.000 |
0.6% |
0.000 |
| Volume |
30,280 |
32,841 |
2,561 |
8.5% |
147,318 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.288 |
2.258 |
2.125 |
|
| R3 |
2.217 |
2.187 |
2.106 |
|
| R2 |
2.146 |
2.146 |
2.099 |
|
| R1 |
2.116 |
2.116 |
2.093 |
2.131 |
| PP |
2.075 |
2.075 |
2.075 |
2.083 |
| S1 |
2.045 |
2.045 |
2.079 |
2.060 |
| S2 |
2.004 |
2.004 |
2.073 |
|
| S3 |
1.933 |
1.974 |
2.066 |
|
| S4 |
1.862 |
1.903 |
2.047 |
|
|
| 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 |
2.105 |
1.939 |
0.166 |
8.0% |
0.063 |
3.0% |
89% |
True |
False |
29,220 |
| 10 |
2.105 |
1.939 |
0.166 |
8.0% |
0.065 |
3.1% |
89% |
True |
False |
29,598 |
| 20 |
2.339 |
1.939 |
0.400 |
19.2% |
0.065 |
3.1% |
37% |
False |
False |
23,422 |
| 40 |
2.515 |
1.939 |
0.576 |
27.6% |
0.064 |
3.1% |
26% |
False |
False |
18,622 |
| 60 |
2.635 |
1.939 |
0.696 |
33.4% |
0.068 |
3.2% |
21% |
False |
False |
15,254 |
| 80 |
2.684 |
1.939 |
0.745 |
35.7% |
0.064 |
3.0% |
20% |
False |
False |
12,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.407 |
|
2.618 |
2.291 |
|
1.618 |
2.220 |
|
1.000 |
2.176 |
|
0.618 |
2.149 |
|
HIGH |
2.105 |
|
0.618 |
2.078 |
|
0.500 |
2.070 |
|
0.382 |
2.061 |
|
LOW |
2.034 |
|
0.618 |
1.990 |
|
1.000 |
1.963 |
|
1.618 |
1.919 |
|
2.618 |
1.848 |
|
4.250 |
1.732 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.081 |
2.070 |
| PP |
2.075 |
2.054 |
| S1 |
2.070 |
2.038 |
|