NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.039 |
2.050 |
0.011 |
0.5% |
2.006 |
| High |
2.063 |
2.108 |
0.045 |
2.2% |
2.107 |
| Low |
2.019 |
2.049 |
0.030 |
1.5% |
1.990 |
| Close |
2.051 |
2.091 |
0.040 |
2.0% |
2.046 |
| Range |
0.044 |
0.059 |
0.015 |
34.1% |
0.117 |
| ATR |
0.064 |
0.063 |
0.000 |
-0.5% |
0.000 |
| Volume |
10,111 |
14,185 |
4,074 |
40.3% |
69,038 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.260 |
2.234 |
2.123 |
|
| R3 |
2.201 |
2.175 |
2.107 |
|
| R2 |
2.142 |
2.142 |
2.102 |
|
| R1 |
2.116 |
2.116 |
2.096 |
2.129 |
| PP |
2.083 |
2.083 |
2.083 |
2.089 |
| S1 |
2.057 |
2.057 |
2.086 |
2.070 |
| S2 |
2.024 |
2.024 |
2.080 |
|
| S3 |
1.965 |
1.998 |
2.075 |
|
| S4 |
1.906 |
1.939 |
2.059 |
|
|
| 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 |
2.108 |
1.994 |
0.114 |
5.5% |
0.057 |
2.7% |
85% |
True |
False |
13,336 |
| 10 |
2.108 |
1.990 |
0.118 |
5.6% |
0.064 |
3.0% |
86% |
True |
False |
13,146 |
| 20 |
2.361 |
1.990 |
0.371 |
17.7% |
0.061 |
2.9% |
27% |
False |
False |
10,914 |
| 40 |
2.545 |
1.990 |
0.555 |
26.5% |
0.060 |
2.9% |
18% |
False |
False |
8,406 |
| 60 |
2.646 |
1.990 |
0.656 |
31.4% |
0.063 |
3.0% |
15% |
False |
False |
6,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.359 |
|
2.618 |
2.262 |
|
1.618 |
2.203 |
|
1.000 |
2.167 |
|
0.618 |
2.144 |
|
HIGH |
2.108 |
|
0.618 |
2.085 |
|
0.500 |
2.079 |
|
0.382 |
2.072 |
|
LOW |
2.049 |
|
0.618 |
2.013 |
|
1.000 |
1.990 |
|
1.618 |
1.954 |
|
2.618 |
1.895 |
|
4.250 |
1.798 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.087 |
2.078 |
| PP |
2.083 |
2.064 |
| S1 |
2.079 |
2.051 |
|