NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.166 |
2.160 |
-0.006 |
-0.3% |
2.007 |
| High |
2.200 |
2.248 |
0.048 |
2.2% |
2.202 |
| Low |
2.125 |
2.159 |
0.034 |
1.6% |
1.994 |
| Close |
2.172 |
2.204 |
0.032 |
1.5% |
2.171 |
| Range |
0.075 |
0.089 |
0.014 |
18.7% |
0.208 |
| ATR |
0.065 |
0.066 |
0.002 |
2.7% |
0.000 |
| Volume |
11,970 |
10,827 |
-1,143 |
-9.5% |
71,894 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.471 |
2.426 |
2.253 |
|
| R3 |
2.382 |
2.337 |
2.228 |
|
| R2 |
2.293 |
2.293 |
2.220 |
|
| R1 |
2.248 |
2.248 |
2.212 |
2.271 |
| PP |
2.204 |
2.204 |
2.204 |
2.215 |
| S1 |
2.159 |
2.159 |
2.196 |
2.182 |
| S2 |
2.115 |
2.115 |
2.188 |
|
| S3 |
2.026 |
2.070 |
2.180 |
|
| S4 |
1.937 |
1.981 |
2.155 |
|
|
| 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 |
2.248 |
2.049 |
0.199 |
9.0% |
0.070 |
3.2% |
78% |
True |
False |
14,016 |
| 10 |
2.248 |
1.994 |
0.254 |
11.5% |
0.063 |
2.8% |
83% |
True |
False |
13,370 |
| 20 |
2.260 |
1.990 |
0.270 |
12.3% |
0.062 |
2.8% |
79% |
False |
False |
11,991 |
| 40 |
2.480 |
1.990 |
0.490 |
22.2% |
0.061 |
2.8% |
44% |
False |
False |
9,278 |
| 60 |
2.646 |
1.990 |
0.656 |
29.8% |
0.063 |
2.9% |
33% |
False |
False |
7,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.626 |
|
2.618 |
2.481 |
|
1.618 |
2.392 |
|
1.000 |
2.337 |
|
0.618 |
2.303 |
|
HIGH |
2.248 |
|
0.618 |
2.214 |
|
0.500 |
2.204 |
|
0.382 |
2.193 |
|
LOW |
2.159 |
|
0.618 |
2.104 |
|
1.000 |
2.070 |
|
1.618 |
2.015 |
|
2.618 |
1.926 |
|
4.250 |
1.781 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.204 |
2.198 |
| PP |
2.204 |
2.192 |
| S1 |
2.204 |
2.187 |
|