NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.202 |
2.225 |
0.023 |
1.0% |
2.007 |
| High |
2.221 |
2.269 |
0.048 |
2.2% |
2.202 |
| Low |
2.167 |
2.186 |
0.019 |
0.9% |
1.994 |
| Close |
2.215 |
2.257 |
0.042 |
1.9% |
2.171 |
| Range |
0.054 |
0.083 |
0.029 |
53.7% |
0.208 |
| ATR |
0.065 |
0.067 |
0.001 |
1.9% |
0.000 |
| Volume |
6,674 |
12,376 |
5,702 |
85.4% |
71,894 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.486 |
2.455 |
2.303 |
|
| R3 |
2.403 |
2.372 |
2.280 |
|
| R2 |
2.320 |
2.320 |
2.272 |
|
| R1 |
2.289 |
2.289 |
2.265 |
2.305 |
| PP |
2.237 |
2.237 |
2.237 |
2.245 |
| S1 |
2.206 |
2.206 |
2.249 |
2.222 |
| S2 |
2.154 |
2.154 |
2.242 |
|
| S3 |
2.071 |
2.123 |
2.234 |
|
| S4 |
1.988 |
2.040 |
2.211 |
|
|
| 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 |
2.269 |
2.125 |
0.144 |
6.4% |
0.072 |
3.2% |
92% |
True |
False |
10,931 |
| 10 |
2.269 |
1.994 |
0.275 |
12.2% |
0.066 |
2.9% |
96% |
True |
False |
12,669 |
| 20 |
2.269 |
1.990 |
0.279 |
12.4% |
0.063 |
2.8% |
96% |
True |
False |
12,037 |
| 40 |
2.480 |
1.990 |
0.490 |
21.7% |
0.061 |
2.7% |
54% |
False |
False |
9,544 |
| 60 |
2.646 |
1.990 |
0.656 |
29.1% |
0.064 |
2.8% |
41% |
False |
False |
7,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.622 |
|
2.618 |
2.486 |
|
1.618 |
2.403 |
|
1.000 |
2.352 |
|
0.618 |
2.320 |
|
HIGH |
2.269 |
|
0.618 |
2.237 |
|
0.500 |
2.228 |
|
0.382 |
2.218 |
|
LOW |
2.186 |
|
0.618 |
2.135 |
|
1.000 |
2.103 |
|
1.618 |
2.052 |
|
2.618 |
1.969 |
|
4.250 |
1.833 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.247 |
2.243 |
| PP |
2.237 |
2.228 |
| S1 |
2.228 |
2.214 |
|