NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.160 |
2.080 |
-0.080 |
-3.7% |
2.131 |
| High |
2.185 |
2.144 |
-0.041 |
-1.9% |
2.218 |
| Low |
2.082 |
2.074 |
-0.008 |
-0.4% |
2.076 |
| Close |
2.100 |
2.137 |
0.037 |
1.8% |
2.183 |
| Range |
0.103 |
0.070 |
-0.033 |
-32.0% |
0.142 |
| ATR |
0.070 |
0.070 |
0.000 |
0.0% |
0.000 |
| Volume |
20,367 |
22,978 |
2,611 |
12.8% |
108,578 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.328 |
2.303 |
2.176 |
|
| R3 |
2.258 |
2.233 |
2.156 |
|
| R2 |
2.188 |
2.188 |
2.150 |
|
| R1 |
2.163 |
2.163 |
2.143 |
2.176 |
| PP |
2.118 |
2.118 |
2.118 |
2.125 |
| S1 |
2.093 |
2.093 |
2.131 |
2.106 |
| S2 |
2.048 |
2.048 |
2.124 |
|
| S3 |
1.978 |
2.023 |
2.118 |
|
| S4 |
1.908 |
1.953 |
2.099 |
|
|
| 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 |
2.074 |
0.144 |
6.7% |
0.073 |
3.4% |
44% |
False |
True |
20,913 |
| 10 |
2.218 |
1.998 |
0.220 |
10.3% |
0.072 |
3.4% |
63% |
False |
False |
24,453 |
| 20 |
2.218 |
1.939 |
0.279 |
13.1% |
0.068 |
3.2% |
71% |
False |
False |
25,526 |
| 40 |
2.458 |
1.939 |
0.519 |
24.3% |
0.065 |
3.1% |
38% |
False |
False |
21,116 |
| 60 |
2.635 |
1.939 |
0.696 |
32.6% |
0.069 |
3.2% |
28% |
False |
False |
17,288 |
| 80 |
2.635 |
1.939 |
0.696 |
32.6% |
0.064 |
3.0% |
28% |
False |
False |
14,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.442 |
|
2.618 |
2.327 |
|
1.618 |
2.257 |
|
1.000 |
2.214 |
|
0.618 |
2.187 |
|
HIGH |
2.144 |
|
0.618 |
2.117 |
|
0.500 |
2.109 |
|
0.382 |
2.101 |
|
LOW |
2.074 |
|
0.618 |
2.031 |
|
1.000 |
2.004 |
|
1.618 |
1.961 |
|
2.618 |
1.891 |
|
4.250 |
1.777 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.128 |
2.145 |
| PP |
2.118 |
2.142 |
| S1 |
2.109 |
2.140 |
|