NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.080 |
2.141 |
0.061 |
2.9% |
2.131 |
| High |
2.144 |
2.174 |
0.030 |
1.4% |
2.218 |
| Low |
2.074 |
2.067 |
-0.007 |
-0.3% |
2.076 |
| Close |
2.137 |
2.081 |
-0.056 |
-2.6% |
2.183 |
| Range |
0.070 |
0.107 |
0.037 |
52.9% |
0.142 |
| ATR |
0.070 |
0.073 |
0.003 |
3.8% |
0.000 |
| Volume |
22,978 |
22,722 |
-256 |
-1.1% |
108,578 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.428 |
2.362 |
2.140 |
|
| R3 |
2.321 |
2.255 |
2.110 |
|
| R2 |
2.214 |
2.214 |
2.101 |
|
| R1 |
2.148 |
2.148 |
2.091 |
2.128 |
| PP |
2.107 |
2.107 |
2.107 |
2.097 |
| S1 |
2.041 |
2.041 |
2.071 |
2.021 |
| S2 |
2.000 |
2.000 |
2.061 |
|
| S3 |
1.893 |
1.934 |
2.052 |
|
| S4 |
1.786 |
1.827 |
2.022 |
|
|
| 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 |
2.067 |
0.151 |
7.3% |
0.083 |
4.0% |
9% |
False |
True |
22,392 |
| 10 |
2.218 |
2.034 |
0.184 |
8.8% |
0.077 |
3.7% |
26% |
False |
False |
23,697 |
| 20 |
2.218 |
1.939 |
0.279 |
13.4% |
0.071 |
3.4% |
51% |
False |
False |
26,114 |
| 40 |
2.457 |
1.939 |
0.518 |
24.9% |
0.066 |
3.2% |
27% |
False |
False |
21,421 |
| 60 |
2.635 |
1.939 |
0.696 |
33.4% |
0.070 |
3.3% |
20% |
False |
False |
17,606 |
| 80 |
2.635 |
1.939 |
0.696 |
33.4% |
0.065 |
3.1% |
20% |
False |
False |
14,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.629 |
|
2.618 |
2.454 |
|
1.618 |
2.347 |
|
1.000 |
2.281 |
|
0.618 |
2.240 |
|
HIGH |
2.174 |
|
0.618 |
2.133 |
|
0.500 |
2.121 |
|
0.382 |
2.108 |
|
LOW |
2.067 |
|
0.618 |
2.001 |
|
1.000 |
1.960 |
|
1.618 |
1.894 |
|
2.618 |
1.787 |
|
4.250 |
1.612 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.121 |
2.126 |
| PP |
2.107 |
2.111 |
| S1 |
2.094 |
2.096 |
|