NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.110 |
2.164 |
0.054 |
2.6% |
2.007 |
| High |
2.154 |
2.202 |
0.048 |
2.2% |
2.202 |
| Low |
2.086 |
2.145 |
0.059 |
2.8% |
1.994 |
| Close |
2.136 |
2.171 |
0.035 |
1.6% |
2.171 |
| Range |
0.068 |
0.057 |
-0.011 |
-16.2% |
0.208 |
| ATR |
0.064 |
0.064 |
0.000 |
0.3% |
0.000 |
| Volume |
20,288 |
12,810 |
-7,478 |
-36.9% |
71,894 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.344 |
2.314 |
2.202 |
|
| R3 |
2.287 |
2.257 |
2.187 |
|
| R2 |
2.230 |
2.230 |
2.181 |
|
| R1 |
2.200 |
2.200 |
2.176 |
2.215 |
| PP |
2.173 |
2.173 |
2.173 |
2.180 |
| S1 |
2.143 |
2.143 |
2.166 |
2.158 |
| S2 |
2.116 |
2.116 |
2.161 |
|
| S3 |
2.059 |
2.086 |
2.155 |
|
| S4 |
2.002 |
2.029 |
2.140 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.746 |
2.667 |
2.285 |
|
| R3 |
2.538 |
2.459 |
2.228 |
|
| R2 |
2.330 |
2.330 |
2.209 |
|
| R1 |
2.251 |
2.251 |
2.190 |
2.291 |
| PP |
2.122 |
2.122 |
2.122 |
2.142 |
| S1 |
2.043 |
2.043 |
2.152 |
2.083 |
| S2 |
1.914 |
1.914 |
2.133 |
|
| S3 |
1.706 |
1.835 |
2.114 |
|
| S4 |
1.498 |
1.627 |
2.057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.202 |
1.994 |
0.208 |
9.6% |
0.062 |
2.9% |
85% |
True |
False |
14,378 |
| 10 |
2.202 |
1.990 |
0.212 |
9.8% |
0.062 |
2.9% |
85% |
True |
False |
14,093 |
| 20 |
2.310 |
1.990 |
0.320 |
14.7% |
0.060 |
2.8% |
57% |
False |
False |
11,801 |
| 40 |
2.534 |
1.990 |
0.544 |
25.1% |
0.061 |
2.8% |
33% |
False |
False |
9,001 |
| 60 |
2.646 |
1.990 |
0.656 |
30.2% |
0.064 |
2.9% |
28% |
False |
False |
7,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.444 |
|
2.618 |
2.351 |
|
1.618 |
2.294 |
|
1.000 |
2.259 |
|
0.618 |
2.237 |
|
HIGH |
2.202 |
|
0.618 |
2.180 |
|
0.500 |
2.174 |
|
0.382 |
2.167 |
|
LOW |
2.145 |
|
0.618 |
2.110 |
|
1.000 |
2.088 |
|
1.618 |
2.053 |
|
2.618 |
1.996 |
|
4.250 |
1.903 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.174 |
2.156 |
| PP |
2.173 |
2.141 |
| S1 |
2.172 |
2.126 |
|