NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.061 |
2.100 |
0.039 |
1.9% |
1.955 |
| High |
2.105 |
2.151 |
0.046 |
2.2% |
2.151 |
| Low |
2.034 |
2.093 |
0.059 |
2.9% |
1.939 |
| Close |
2.086 |
2.121 |
0.035 |
1.7% |
2.121 |
| Range |
0.071 |
0.058 |
-0.013 |
-18.3% |
0.212 |
| ATR |
0.066 |
0.066 |
0.000 |
-0.1% |
0.000 |
| Volume |
32,841 |
29,486 |
-3,355 |
-10.2% |
150,012 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.296 |
2.266 |
2.153 |
|
| R3 |
2.238 |
2.208 |
2.137 |
|
| R2 |
2.180 |
2.180 |
2.132 |
|
| R1 |
2.150 |
2.150 |
2.126 |
2.165 |
| PP |
2.122 |
2.122 |
2.122 |
2.129 |
| S1 |
2.092 |
2.092 |
2.116 |
2.107 |
| S2 |
2.064 |
2.064 |
2.110 |
|
| S3 |
2.006 |
2.034 |
2.105 |
|
| S4 |
1.948 |
1.976 |
2.089 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.706 |
2.626 |
2.238 |
|
| R3 |
2.494 |
2.414 |
2.179 |
|
| R2 |
2.282 |
2.282 |
2.160 |
|
| R1 |
2.202 |
2.202 |
2.140 |
2.242 |
| PP |
2.070 |
2.070 |
2.070 |
2.091 |
| S1 |
1.990 |
1.990 |
2.102 |
2.030 |
| S2 |
1.858 |
1.858 |
2.082 |
|
| S3 |
1.646 |
1.778 |
2.063 |
|
| S4 |
1.434 |
1.566 |
2.004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.151 |
1.939 |
0.212 |
10.0% |
0.065 |
3.1% |
86% |
True |
False |
30,002 |
| 10 |
2.151 |
1.939 |
0.212 |
10.0% |
0.063 |
2.9% |
86% |
True |
False |
29,733 |
| 20 |
2.284 |
1.939 |
0.345 |
16.3% |
0.063 |
3.0% |
53% |
False |
False |
24,099 |
| 40 |
2.512 |
1.939 |
0.573 |
27.0% |
0.065 |
3.1% |
32% |
False |
False |
19,138 |
| 60 |
2.635 |
1.939 |
0.696 |
32.8% |
0.068 |
3.2% |
26% |
False |
False |
15,673 |
| 80 |
2.684 |
1.939 |
0.745 |
35.1% |
0.064 |
3.0% |
24% |
False |
False |
12,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.398 |
|
2.618 |
2.303 |
|
1.618 |
2.245 |
|
1.000 |
2.209 |
|
0.618 |
2.187 |
|
HIGH |
2.151 |
|
0.618 |
2.129 |
|
0.500 |
2.122 |
|
0.382 |
2.115 |
|
LOW |
2.093 |
|
0.618 |
2.057 |
|
1.000 |
2.035 |
|
1.618 |
1.999 |
|
2.618 |
1.941 |
|
4.250 |
1.847 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.122 |
2.106 |
| PP |
2.122 |
2.090 |
| S1 |
2.121 |
2.075 |
|