NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.050 |
2.110 |
0.060 |
2.9% |
2.006 |
| High |
2.108 |
2.154 |
0.046 |
2.2% |
2.107 |
| Low |
2.049 |
2.086 |
0.037 |
1.8% |
1.990 |
| Close |
2.091 |
2.136 |
0.045 |
2.2% |
2.046 |
| Range |
0.059 |
0.068 |
0.009 |
15.3% |
0.117 |
| ATR |
0.063 |
0.064 |
0.000 |
0.5% |
0.000 |
| Volume |
14,185 |
20,288 |
6,103 |
43.0% |
69,038 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.329 |
2.301 |
2.173 |
|
| R3 |
2.261 |
2.233 |
2.155 |
|
| R2 |
2.193 |
2.193 |
2.148 |
|
| R1 |
2.165 |
2.165 |
2.142 |
2.179 |
| PP |
2.125 |
2.125 |
2.125 |
2.133 |
| S1 |
2.097 |
2.097 |
2.130 |
2.111 |
| S2 |
2.057 |
2.057 |
2.124 |
|
| S3 |
1.989 |
2.029 |
2.117 |
|
| S4 |
1.921 |
1.961 |
2.099 |
|
|
| 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 |
2.154 |
1.994 |
0.160 |
7.5% |
0.061 |
2.9% |
89% |
True |
False |
14,407 |
| 10 |
2.154 |
1.990 |
0.164 |
7.7% |
0.064 |
3.0% |
89% |
True |
False |
13,945 |
| 20 |
2.361 |
1.990 |
0.371 |
17.4% |
0.061 |
2.9% |
39% |
False |
False |
11,626 |
| 40 |
2.534 |
1.990 |
0.544 |
25.5% |
0.060 |
2.8% |
27% |
False |
False |
8,749 |
| 60 |
2.646 |
1.990 |
0.656 |
30.7% |
0.063 |
3.0% |
22% |
False |
False |
7,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.443 |
|
2.618 |
2.332 |
|
1.618 |
2.264 |
|
1.000 |
2.222 |
|
0.618 |
2.196 |
|
HIGH |
2.154 |
|
0.618 |
2.128 |
|
0.500 |
2.120 |
|
0.382 |
2.112 |
|
LOW |
2.086 |
|
0.618 |
2.044 |
|
1.000 |
2.018 |
|
1.618 |
1.976 |
|
2.618 |
1.908 |
|
4.250 |
1.797 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.131 |
2.120 |
| PP |
2.125 |
2.103 |
| S1 |
2.120 |
2.087 |
|