NYMEX Natural Gas Future August 2016
Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
2.046 |
2.004 |
-0.042 |
-2.1% |
2.006 |
High |
2.047 |
2.050 |
0.003 |
0.1% |
2.107 |
Low |
2.001 |
2.000 |
-0.001 |
0.0% |
1.990 |
Close |
2.024 |
2.046 |
0.022 |
1.1% |
2.046 |
Range |
0.046 |
0.050 |
0.004 |
8.7% |
0.117 |
ATR |
0.065 |
0.064 |
-0.001 |
-1.6% |
0.000 |
Volume |
14,934 |
12,951 |
-1,983 |
-13.3% |
69,038 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.182 |
2.164 |
2.074 |
|
R3 |
2.132 |
2.114 |
2.060 |
|
R2 |
2.082 |
2.082 |
2.055 |
|
R1 |
2.064 |
2.064 |
2.051 |
2.073 |
PP |
2.032 |
2.032 |
2.032 |
2.037 |
S1 |
2.014 |
2.014 |
2.041 |
2.023 |
S2 |
1.982 |
1.982 |
2.037 |
|
S3 |
1.932 |
1.964 |
2.032 |
|
S4 |
1.882 |
1.914 |
2.019 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.399 |
2.339 |
2.110 |
|
R3 |
2.282 |
2.222 |
2.078 |
|
R2 |
2.165 |
2.165 |
2.067 |
|
R1 |
2.105 |
2.105 |
2.057 |
2.135 |
PP |
2.048 |
2.048 |
2.048 |
2.063 |
S1 |
1.988 |
1.988 |
2.035 |
2.018 |
S2 |
1.931 |
1.931 |
2.025 |
|
S3 |
1.814 |
1.871 |
2.014 |
|
S4 |
1.697 |
1.754 |
1.982 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.107 |
1.990 |
0.117 |
5.7% |
0.062 |
3.0% |
48% |
False |
False |
13,807 |
10 |
2.144 |
1.990 |
0.154 |
7.5% |
0.059 |
2.9% |
36% |
False |
False |
11,804 |
20 |
2.416 |
1.990 |
0.426 |
20.8% |
0.059 |
2.9% |
13% |
False |
False |
10,089 |
40 |
2.646 |
1.990 |
0.656 |
32.1% |
0.061 |
3.0% |
9% |
False |
False |
7,886 |
60 |
2.646 |
1.990 |
0.656 |
32.1% |
0.062 |
3.0% |
9% |
False |
False |
6,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.263 |
2.618 |
2.181 |
1.618 |
2.131 |
1.000 |
2.100 |
0.618 |
2.081 |
HIGH |
2.050 |
0.618 |
2.031 |
0.500 |
2.025 |
0.382 |
2.019 |
LOW |
2.000 |
0.618 |
1.969 |
1.000 |
1.950 |
1.618 |
1.919 |
2.618 |
1.869 |
4.250 |
1.788 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
2.039 |
2.045 |
PP |
2.032 |
2.044 |
S1 |
2.025 |
2.043 |
|