NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.149 |
2.170 |
0.021 |
1.0% |
1.955 |
| High |
2.173 |
2.218 |
0.045 |
2.1% |
2.151 |
| Low |
2.118 |
2.133 |
0.015 |
0.7% |
1.939 |
| Close |
2.165 |
2.206 |
0.041 |
1.9% |
2.121 |
| Range |
0.055 |
0.085 |
0.030 |
54.5% |
0.212 |
| ATR |
0.067 |
0.069 |
0.001 |
1.9% |
0.000 |
| Volume |
15,326 |
23,004 |
7,678 |
50.1% |
150,012 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.441 |
2.408 |
2.253 |
|
| R3 |
2.356 |
2.323 |
2.229 |
|
| R2 |
2.271 |
2.271 |
2.222 |
|
| R1 |
2.238 |
2.238 |
2.214 |
2.255 |
| PP |
2.186 |
2.186 |
2.186 |
2.194 |
| S1 |
2.153 |
2.153 |
2.198 |
2.170 |
| S2 |
2.101 |
2.101 |
2.190 |
|
| S3 |
2.016 |
2.068 |
2.183 |
|
| S4 |
1.931 |
1.983 |
2.159 |
|
|
| 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 |
2.218 |
2.076 |
0.142 |
6.4% |
0.073 |
3.3% |
92% |
True |
False |
23,034 |
| 10 |
2.218 |
1.939 |
0.279 |
12.6% |
0.068 |
3.1% |
96% |
True |
False |
26,127 |
| 20 |
2.218 |
1.939 |
0.279 |
12.6% |
0.065 |
2.9% |
96% |
True |
False |
24,430 |
| 40 |
2.458 |
1.939 |
0.519 |
23.5% |
0.065 |
2.9% |
51% |
False |
False |
20,189 |
| 60 |
2.635 |
1.939 |
0.696 |
31.6% |
0.068 |
3.1% |
38% |
False |
False |
16,503 |
| 80 |
2.635 |
1.939 |
0.696 |
31.6% |
0.064 |
2.9% |
38% |
False |
False |
13,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.579 |
|
2.618 |
2.441 |
|
1.618 |
2.356 |
|
1.000 |
2.303 |
|
0.618 |
2.271 |
|
HIGH |
2.218 |
|
0.618 |
2.186 |
|
0.500 |
2.176 |
|
0.382 |
2.165 |
|
LOW |
2.133 |
|
0.618 |
2.080 |
|
1.000 |
2.048 |
|
1.618 |
1.995 |
|
2.618 |
1.910 |
|
4.250 |
1.772 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.196 |
2.192 |
| PP |
2.186 |
2.178 |
| S1 |
2.176 |
2.164 |
|