NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.206 |
2.160 |
-0.046 |
-2.1% |
2.131 |
| High |
2.216 |
2.185 |
-0.031 |
-1.4% |
2.218 |
| Low |
2.165 |
2.082 |
-0.083 |
-3.8% |
2.076 |
| Close |
2.183 |
2.100 |
-0.083 |
-3.8% |
2.183 |
| Range |
0.051 |
0.103 |
0.052 |
102.0% |
0.142 |
| ATR |
0.067 |
0.070 |
0.003 |
3.8% |
0.000 |
| Volume |
22,892 |
20,367 |
-2,525 |
-11.0% |
108,578 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.431 |
2.369 |
2.157 |
|
| R3 |
2.328 |
2.266 |
2.128 |
|
| R2 |
2.225 |
2.225 |
2.119 |
|
| R1 |
2.163 |
2.163 |
2.109 |
2.143 |
| PP |
2.122 |
2.122 |
2.122 |
2.112 |
| S1 |
2.060 |
2.060 |
2.091 |
2.040 |
| S2 |
2.019 |
2.019 |
2.081 |
|
| S3 |
1.916 |
1.957 |
2.072 |
|
| S4 |
1.813 |
1.854 |
2.043 |
|
|
| 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 |
2.082 |
0.136 |
6.5% |
0.077 |
3.7% |
13% |
False |
True |
20,680 |
| 10 |
2.218 |
1.970 |
0.248 |
11.8% |
0.070 |
3.3% |
52% |
False |
False |
24,688 |
| 20 |
2.218 |
1.939 |
0.279 |
13.3% |
0.067 |
3.2% |
58% |
False |
False |
24,928 |
| 40 |
2.458 |
1.939 |
0.519 |
24.7% |
0.066 |
3.1% |
31% |
False |
False |
20,817 |
| 60 |
2.635 |
1.939 |
0.696 |
33.1% |
0.068 |
3.3% |
23% |
False |
False |
17,030 |
| 80 |
2.635 |
1.939 |
0.696 |
33.1% |
0.064 |
3.1% |
23% |
False |
False |
14,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.623 |
|
2.618 |
2.455 |
|
1.618 |
2.352 |
|
1.000 |
2.288 |
|
0.618 |
2.249 |
|
HIGH |
2.185 |
|
0.618 |
2.146 |
|
0.500 |
2.134 |
|
0.382 |
2.121 |
|
LOW |
2.082 |
|
0.618 |
2.018 |
|
1.000 |
1.979 |
|
1.618 |
1.915 |
|
2.618 |
1.812 |
|
4.250 |
1.644 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.134 |
2.150 |
| PP |
2.122 |
2.133 |
| S1 |
2.111 |
2.117 |
|