NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.260 |
2.220 |
-0.040 |
-1.8% |
2.166 |
| High |
2.262 |
2.227 |
-0.035 |
-1.5% |
2.269 |
| Low |
2.216 |
2.137 |
-0.079 |
-3.6% |
2.125 |
| Close |
2.233 |
2.154 |
-0.079 |
-3.5% |
2.233 |
| Range |
0.046 |
0.090 |
0.044 |
95.7% |
0.144 |
| ATR |
0.065 |
0.067 |
0.002 |
3.4% |
0.000 |
| Volume |
8,771 |
12,762 |
3,991 |
45.5% |
50,618 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.443 |
2.388 |
2.204 |
|
| R3 |
2.353 |
2.298 |
2.179 |
|
| R2 |
2.263 |
2.263 |
2.171 |
|
| R1 |
2.208 |
2.208 |
2.162 |
2.191 |
| PP |
2.173 |
2.173 |
2.173 |
2.164 |
| S1 |
2.118 |
2.118 |
2.146 |
2.101 |
| S2 |
2.083 |
2.083 |
2.138 |
|
| S3 |
1.993 |
2.028 |
2.129 |
|
| S4 |
1.903 |
1.938 |
2.105 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.641 |
2.581 |
2.312 |
|
| R3 |
2.497 |
2.437 |
2.273 |
|
| R2 |
2.353 |
2.353 |
2.259 |
|
| R1 |
2.293 |
2.293 |
2.246 |
2.323 |
| PP |
2.209 |
2.209 |
2.209 |
2.224 |
| S1 |
2.149 |
2.149 |
2.220 |
2.179 |
| S2 |
2.065 |
2.065 |
2.207 |
|
| S3 |
1.921 |
2.005 |
2.193 |
|
| S4 |
1.777 |
1.861 |
2.154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.269 |
2.137 |
0.132 |
6.1% |
0.072 |
3.4% |
13% |
False |
True |
10,282 |
| 10 |
2.269 |
2.019 |
0.250 |
11.6% |
0.067 |
3.1% |
54% |
False |
False |
12,077 |
| 20 |
2.269 |
1.990 |
0.279 |
13.0% |
0.064 |
3.0% |
59% |
False |
False |
12,085 |
| 40 |
2.480 |
1.990 |
0.490 |
22.7% |
0.062 |
2.9% |
33% |
False |
False |
9,862 |
| 60 |
2.646 |
1.990 |
0.656 |
30.5% |
0.064 |
3.0% |
25% |
False |
False |
8,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.610 |
|
2.618 |
2.463 |
|
1.618 |
2.373 |
|
1.000 |
2.317 |
|
0.618 |
2.283 |
|
HIGH |
2.227 |
|
0.618 |
2.193 |
|
0.500 |
2.182 |
|
0.382 |
2.171 |
|
LOW |
2.137 |
|
0.618 |
2.081 |
|
1.000 |
2.047 |
|
1.618 |
1.991 |
|
2.618 |
1.901 |
|
4.250 |
1.755 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.182 |
2.203 |
| PP |
2.173 |
2.187 |
| S1 |
2.163 |
2.170 |
|