NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.110 |
2.149 |
0.039 |
1.8% |
1.955 |
| High |
2.201 |
2.173 |
-0.028 |
-1.3% |
2.151 |
| Low |
2.110 |
2.118 |
0.008 |
0.4% |
1.939 |
| Close |
2.155 |
2.165 |
0.010 |
0.5% |
2.121 |
| Range |
0.091 |
0.055 |
-0.036 |
-39.6% |
0.212 |
| ATR |
0.068 |
0.067 |
-0.001 |
-1.4% |
0.000 |
| Volume |
21,813 |
15,326 |
-6,487 |
-29.7% |
150,012 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.317 |
2.296 |
2.195 |
|
| R3 |
2.262 |
2.241 |
2.180 |
|
| R2 |
2.207 |
2.207 |
2.175 |
|
| R1 |
2.186 |
2.186 |
2.170 |
2.197 |
| PP |
2.152 |
2.152 |
2.152 |
2.157 |
| S1 |
2.131 |
2.131 |
2.160 |
2.142 |
| S2 |
2.097 |
2.097 |
2.155 |
|
| S3 |
2.042 |
2.076 |
2.150 |
|
| S4 |
1.987 |
2.021 |
2.135 |
|
|
| 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 |
2.034 |
0.167 |
7.7% |
0.070 |
3.2% |
78% |
False |
False |
25,001 |
| 10 |
2.201 |
1.939 |
0.262 |
12.1% |
0.064 |
3.0% |
86% |
False |
False |
26,576 |
| 20 |
2.222 |
1.939 |
0.283 |
13.1% |
0.064 |
3.0% |
80% |
False |
False |
24,238 |
| 40 |
2.458 |
1.939 |
0.519 |
24.0% |
0.064 |
3.0% |
44% |
False |
False |
19,826 |
| 60 |
2.635 |
1.939 |
0.696 |
32.1% |
0.067 |
3.1% |
32% |
False |
False |
16,260 |
| 80 |
2.635 |
1.939 |
0.696 |
32.1% |
0.064 |
3.0% |
32% |
False |
False |
13,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.407 |
|
2.618 |
2.317 |
|
1.618 |
2.262 |
|
1.000 |
2.228 |
|
0.618 |
2.207 |
|
HIGH |
2.173 |
|
0.618 |
2.152 |
|
0.500 |
2.146 |
|
0.382 |
2.139 |
|
LOW |
2.118 |
|
0.618 |
2.084 |
|
1.000 |
2.063 |
|
1.618 |
2.029 |
|
2.618 |
1.974 |
|
4.250 |
1.884 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.159 |
2.156 |
| PP |
2.152 |
2.147 |
| S1 |
2.146 |
2.139 |
|