NYMEX Natural Gas Future July 2016
Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
2.131 |
2.110 |
-0.021 |
-1.0% |
1.955 |
High |
2.150 |
2.201 |
0.051 |
2.4% |
2.151 |
Low |
2.076 |
2.110 |
0.034 |
1.6% |
1.939 |
Close |
2.122 |
2.155 |
0.033 |
1.6% |
2.121 |
Range |
0.074 |
0.091 |
0.017 |
23.0% |
0.212 |
ATR |
0.067 |
0.068 |
0.002 |
2.6% |
0.000 |
Volume |
25,543 |
21,813 |
-3,730 |
-14.6% |
150,012 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.428 |
2.383 |
2.205 |
|
R3 |
2.337 |
2.292 |
2.180 |
|
R2 |
2.246 |
2.246 |
2.172 |
|
R1 |
2.201 |
2.201 |
2.163 |
2.224 |
PP |
2.155 |
2.155 |
2.155 |
2.167 |
S1 |
2.110 |
2.110 |
2.147 |
2.133 |
S2 |
2.064 |
2.064 |
2.138 |
|
S3 |
1.973 |
2.019 |
2.130 |
|
S4 |
1.882 |
1.928 |
2.105 |
|
|
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 |
2.201 |
1.998 |
0.203 |
9.4% |
0.071 |
3.3% |
77% |
True |
False |
27,992 |
10 |
2.201 |
1.939 |
0.262 |
12.2% |
0.063 |
2.9% |
82% |
True |
False |
27,164 |
20 |
2.225 |
1.939 |
0.286 |
13.3% |
0.065 |
3.0% |
76% |
False |
False |
24,478 |
40 |
2.458 |
1.939 |
0.519 |
24.1% |
0.065 |
3.0% |
42% |
False |
False |
19,661 |
60 |
2.635 |
1.939 |
0.696 |
32.3% |
0.067 |
3.1% |
31% |
False |
False |
16,206 |
80 |
2.658 |
1.939 |
0.719 |
33.4% |
0.064 |
3.0% |
30% |
False |
False |
13,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.588 |
2.618 |
2.439 |
1.618 |
2.348 |
1.000 |
2.292 |
0.618 |
2.257 |
HIGH |
2.201 |
0.618 |
2.166 |
0.500 |
2.156 |
0.382 |
2.145 |
LOW |
2.110 |
0.618 |
2.054 |
1.000 |
2.019 |
1.618 |
1.963 |
2.618 |
1.872 |
4.250 |
1.723 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
2.156 |
2.150 |
PP |
2.155 |
2.144 |
S1 |
2.155 |
2.139 |
|