NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.160 |
2.202 |
0.042 |
1.9% |
2.007 |
| High |
2.248 |
2.221 |
-0.027 |
-1.2% |
2.202 |
| Low |
2.159 |
2.167 |
0.008 |
0.4% |
1.994 |
| Close |
2.204 |
2.215 |
0.011 |
0.5% |
2.171 |
| Range |
0.089 |
0.054 |
-0.035 |
-39.3% |
0.208 |
| ATR |
0.066 |
0.065 |
-0.001 |
-1.3% |
0.000 |
| Volume |
10,827 |
6,674 |
-4,153 |
-38.4% |
71,894 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.363 |
2.343 |
2.245 |
|
| R3 |
2.309 |
2.289 |
2.230 |
|
| R2 |
2.255 |
2.255 |
2.225 |
|
| R1 |
2.235 |
2.235 |
2.220 |
2.245 |
| PP |
2.201 |
2.201 |
2.201 |
2.206 |
| S1 |
2.181 |
2.181 |
2.210 |
2.191 |
| S2 |
2.147 |
2.147 |
2.205 |
|
| S3 |
2.093 |
2.127 |
2.200 |
|
| S4 |
2.039 |
2.073 |
2.185 |
|
|
| 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 |
2.086 |
0.162 |
7.3% |
0.069 |
3.1% |
80% |
False |
False |
12,513 |
| 10 |
2.248 |
1.994 |
0.254 |
11.5% |
0.063 |
2.8% |
87% |
False |
False |
12,925 |
| 20 |
2.250 |
1.990 |
0.260 |
11.7% |
0.062 |
2.8% |
87% |
False |
False |
11,849 |
| 40 |
2.480 |
1.990 |
0.490 |
22.1% |
0.061 |
2.7% |
46% |
False |
False |
9,345 |
| 60 |
2.646 |
1.990 |
0.656 |
29.6% |
0.063 |
2.9% |
34% |
False |
False |
7,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.451 |
|
2.618 |
2.362 |
|
1.618 |
2.308 |
|
1.000 |
2.275 |
|
0.618 |
2.254 |
|
HIGH |
2.221 |
|
0.618 |
2.200 |
|
0.500 |
2.194 |
|
0.382 |
2.188 |
|
LOW |
2.167 |
|
0.618 |
2.134 |
|
1.000 |
2.113 |
|
1.618 |
2.080 |
|
2.618 |
2.026 |
|
4.250 |
1.938 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.208 |
2.206 |
| PP |
2.201 |
2.196 |
| S1 |
2.194 |
2.187 |
|