NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.220 |
2.135 |
-0.085 |
-3.8% |
2.166 |
| High |
2.227 |
2.197 |
-0.030 |
-1.3% |
2.269 |
| Low |
2.137 |
2.127 |
-0.010 |
-0.5% |
2.125 |
| Close |
2.154 |
2.192 |
0.038 |
1.8% |
2.233 |
| Range |
0.090 |
0.070 |
-0.020 |
-22.2% |
0.144 |
| ATR |
0.067 |
0.068 |
0.000 |
0.3% |
0.000 |
| Volume |
12,762 |
13,944 |
1,182 |
9.3% |
50,618 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.382 |
2.357 |
2.231 |
|
| R3 |
2.312 |
2.287 |
2.211 |
|
| R2 |
2.242 |
2.242 |
2.205 |
|
| R1 |
2.217 |
2.217 |
2.198 |
2.230 |
| PP |
2.172 |
2.172 |
2.172 |
2.178 |
| S1 |
2.147 |
2.147 |
2.186 |
2.160 |
| S2 |
2.102 |
2.102 |
2.179 |
|
| S3 |
2.032 |
2.077 |
2.173 |
|
| S4 |
1.962 |
2.007 |
2.154 |
|
|
| 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 |
2.127 |
0.142 |
6.5% |
0.069 |
3.1% |
46% |
False |
True |
10,905 |
| 10 |
2.269 |
2.049 |
0.220 |
10.0% |
0.069 |
3.2% |
65% |
False |
False |
12,460 |
| 20 |
2.269 |
1.990 |
0.279 |
12.7% |
0.065 |
3.0% |
72% |
False |
False |
12,408 |
| 40 |
2.480 |
1.990 |
0.490 |
22.4% |
0.062 |
2.8% |
41% |
False |
False |
10,097 |
| 60 |
2.646 |
1.990 |
0.656 |
29.9% |
0.064 |
2.9% |
31% |
False |
False |
8,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.495 |
|
2.618 |
2.380 |
|
1.618 |
2.310 |
|
1.000 |
2.267 |
|
0.618 |
2.240 |
|
HIGH |
2.197 |
|
0.618 |
2.170 |
|
0.500 |
2.162 |
|
0.382 |
2.154 |
|
LOW |
2.127 |
|
0.618 |
2.084 |
|
1.000 |
2.057 |
|
1.618 |
2.014 |
|
2.618 |
1.944 |
|
4.250 |
1.830 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.182 |
2.195 |
| PP |
2.172 |
2.194 |
| S1 |
2.162 |
2.193 |
|