NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.141 |
2.068 |
-0.073 |
-3.4% |
2.131 |
| High |
2.174 |
2.113 |
-0.061 |
-2.8% |
2.218 |
| Low |
2.067 |
2.064 |
-0.003 |
-0.1% |
2.076 |
| Close |
2.081 |
2.099 |
0.018 |
0.9% |
2.183 |
| Range |
0.107 |
0.049 |
-0.058 |
-54.2% |
0.142 |
| ATR |
0.073 |
0.071 |
-0.002 |
-2.3% |
0.000 |
| Volume |
22,722 |
28,432 |
5,710 |
25.1% |
108,578 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.239 |
2.218 |
2.126 |
|
| R3 |
2.190 |
2.169 |
2.112 |
|
| R2 |
2.141 |
2.141 |
2.108 |
|
| R1 |
2.120 |
2.120 |
2.103 |
2.131 |
| PP |
2.092 |
2.092 |
2.092 |
2.097 |
| S1 |
2.071 |
2.071 |
2.095 |
2.082 |
| S2 |
2.043 |
2.043 |
2.090 |
|
| S3 |
1.994 |
2.022 |
2.086 |
|
| S4 |
1.945 |
1.973 |
2.072 |
|
|
| 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 |
2.216 |
2.064 |
0.152 |
7.2% |
0.076 |
3.6% |
23% |
False |
True |
23,478 |
| 10 |
2.218 |
2.064 |
0.154 |
7.3% |
0.074 |
3.5% |
23% |
False |
True |
23,256 |
| 20 |
2.218 |
1.939 |
0.279 |
13.3% |
0.070 |
3.3% |
57% |
False |
False |
26,427 |
| 40 |
2.457 |
1.939 |
0.518 |
24.7% |
0.066 |
3.2% |
31% |
False |
False |
21,803 |
| 60 |
2.635 |
1.939 |
0.696 |
33.2% |
0.069 |
3.3% |
23% |
False |
False |
17,942 |
| 80 |
2.635 |
1.939 |
0.696 |
33.2% |
0.065 |
3.1% |
23% |
False |
False |
15,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.321 |
|
2.618 |
2.241 |
|
1.618 |
2.192 |
|
1.000 |
2.162 |
|
0.618 |
2.143 |
|
HIGH |
2.113 |
|
0.618 |
2.094 |
|
0.500 |
2.089 |
|
0.382 |
2.083 |
|
LOW |
2.064 |
|
0.618 |
2.034 |
|
1.000 |
2.015 |
|
1.618 |
1.985 |
|
2.618 |
1.936 |
|
4.250 |
1.856 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.096 |
2.119 |
| PP |
2.092 |
2.112 |
| S1 |
2.089 |
2.106 |
|