NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.006 |
2.032 |
0.026 |
1.3% |
2.121 |
| High |
2.062 |
2.107 |
0.045 |
2.2% |
2.144 |
| Low |
1.990 |
2.021 |
0.031 |
1.6% |
2.003 |
| Close |
2.034 |
2.074 |
0.040 |
2.0% |
2.072 |
| Range |
0.072 |
0.086 |
0.014 |
19.4% |
0.141 |
| ATR |
0.065 |
0.067 |
0.001 |
2.2% |
0.000 |
| Volume |
16,686 |
13,340 |
-3,346 |
-20.1% |
49,004 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.325 |
2.286 |
2.121 |
|
| R3 |
2.239 |
2.200 |
2.098 |
|
| R2 |
2.153 |
2.153 |
2.090 |
|
| R1 |
2.114 |
2.114 |
2.082 |
2.134 |
| PP |
2.067 |
2.067 |
2.067 |
2.077 |
| S1 |
2.028 |
2.028 |
2.066 |
2.048 |
| S2 |
1.981 |
1.981 |
2.058 |
|
| S3 |
1.895 |
1.942 |
2.050 |
|
| S4 |
1.809 |
1.856 |
2.027 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.496 |
2.425 |
2.150 |
|
| R3 |
2.355 |
2.284 |
2.111 |
|
| R2 |
2.214 |
2.214 |
2.098 |
|
| R1 |
2.143 |
2.143 |
2.085 |
2.108 |
| PP |
2.073 |
2.073 |
2.073 |
2.056 |
| S1 |
2.002 |
2.002 |
2.059 |
1.967 |
| S2 |
1.932 |
1.932 |
2.046 |
|
| S3 |
1.791 |
1.861 |
2.033 |
|
| S4 |
1.650 |
1.720 |
1.994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.111 |
1.990 |
0.121 |
5.8% |
0.067 |
3.2% |
69% |
False |
False |
11,989 |
| 10 |
2.260 |
1.990 |
0.270 |
13.0% |
0.062 |
3.0% |
31% |
False |
False |
10,612 |
| 20 |
2.416 |
1.990 |
0.426 |
20.5% |
0.062 |
3.0% |
20% |
False |
False |
9,123 |
| 40 |
2.646 |
1.990 |
0.656 |
31.6% |
0.064 |
3.1% |
13% |
False |
False |
7,204 |
| 60 |
2.646 |
1.990 |
0.656 |
31.6% |
0.062 |
3.0% |
13% |
False |
False |
6,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.473 |
|
2.618 |
2.332 |
|
1.618 |
2.246 |
|
1.000 |
2.193 |
|
0.618 |
2.160 |
|
HIGH |
2.107 |
|
0.618 |
2.074 |
|
0.500 |
2.064 |
|
0.382 |
2.054 |
|
LOW |
2.021 |
|
0.618 |
1.968 |
|
1.000 |
1.935 |
|
1.618 |
1.882 |
|
2.618 |
1.796 |
|
4.250 |
1.656 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.071 |
2.066 |
| PP |
2.067 |
2.057 |
| S1 |
2.064 |
2.049 |
|