NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.170 |
2.206 |
0.036 |
1.7% |
2.131 |
| High |
2.218 |
2.216 |
-0.002 |
-0.1% |
2.218 |
| Low |
2.133 |
2.165 |
0.032 |
1.5% |
2.076 |
| Close |
2.206 |
2.183 |
-0.023 |
-1.0% |
2.183 |
| Range |
0.085 |
0.051 |
-0.034 |
-40.0% |
0.142 |
| ATR |
0.069 |
0.067 |
-0.001 |
-1.8% |
0.000 |
| Volume |
23,004 |
22,892 |
-112 |
-0.5% |
108,578 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.341 |
2.313 |
2.211 |
|
| R3 |
2.290 |
2.262 |
2.197 |
|
| R2 |
2.239 |
2.239 |
2.192 |
|
| R1 |
2.211 |
2.211 |
2.188 |
2.200 |
| PP |
2.188 |
2.188 |
2.188 |
2.182 |
| S1 |
2.160 |
2.160 |
2.178 |
2.149 |
| S2 |
2.137 |
2.137 |
2.174 |
|
| S3 |
2.086 |
2.109 |
2.169 |
|
| S4 |
2.035 |
2.058 |
2.155 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.585 |
2.526 |
2.261 |
|
| R3 |
2.443 |
2.384 |
2.222 |
|
| R2 |
2.301 |
2.301 |
2.209 |
|
| R1 |
2.242 |
2.242 |
2.196 |
2.272 |
| PP |
2.159 |
2.159 |
2.159 |
2.174 |
| S1 |
2.100 |
2.100 |
2.170 |
2.130 |
| S2 |
2.017 |
2.017 |
2.157 |
|
| S3 |
1.875 |
1.958 |
2.144 |
|
| S4 |
1.733 |
1.816 |
2.105 |
|
|
| 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 |
6.5% |
0.071 |
3.3% |
75% |
False |
False |
21,715 |
| 10 |
2.218 |
1.939 |
0.279 |
12.8% |
0.068 |
3.1% |
87% |
False |
False |
25,859 |
| 20 |
2.218 |
1.939 |
0.279 |
12.8% |
0.064 |
2.9% |
87% |
False |
False |
24,692 |
| 40 |
2.458 |
1.939 |
0.519 |
23.8% |
0.064 |
2.9% |
47% |
False |
False |
20,492 |
| 60 |
2.635 |
1.939 |
0.696 |
31.9% |
0.068 |
3.1% |
35% |
False |
False |
16,758 |
| 80 |
2.635 |
1.939 |
0.696 |
31.9% |
0.064 |
2.9% |
35% |
False |
False |
14,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.433 |
|
2.618 |
2.350 |
|
1.618 |
2.299 |
|
1.000 |
2.267 |
|
0.618 |
2.248 |
|
HIGH |
2.216 |
|
0.618 |
2.197 |
|
0.500 |
2.191 |
|
0.382 |
2.184 |
|
LOW |
2.165 |
|
0.618 |
2.133 |
|
1.000 |
2.114 |
|
1.618 |
2.082 |
|
2.618 |
2.031 |
|
4.250 |
1.948 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.191 |
2.178 |
| PP |
2.188 |
2.173 |
| S1 |
2.186 |
2.168 |
|