NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.135 |
2.197 |
0.062 |
2.9% |
2.166 |
| High |
2.197 |
2.231 |
0.034 |
1.5% |
2.269 |
| Low |
2.127 |
2.127 |
0.000 |
0.0% |
2.125 |
| Close |
2.192 |
2.140 |
-0.052 |
-2.4% |
2.233 |
| Range |
0.070 |
0.104 |
0.034 |
48.6% |
0.144 |
| ATR |
0.068 |
0.070 |
0.003 |
3.8% |
0.000 |
| Volume |
13,944 |
11,936 |
-2,008 |
-14.4% |
50,618 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.478 |
2.413 |
2.197 |
|
| R3 |
2.374 |
2.309 |
2.169 |
|
| R2 |
2.270 |
2.270 |
2.159 |
|
| R1 |
2.205 |
2.205 |
2.150 |
2.186 |
| PP |
2.166 |
2.166 |
2.166 |
2.156 |
| S1 |
2.101 |
2.101 |
2.130 |
2.082 |
| S2 |
2.062 |
2.062 |
2.121 |
|
| S3 |
1.958 |
1.997 |
2.111 |
|
| S4 |
1.854 |
1.893 |
2.083 |
|
|
| 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 |
6.6% |
0.079 |
3.7% |
9% |
False |
True |
11,957 |
| 10 |
2.269 |
2.086 |
0.183 |
8.6% |
0.074 |
3.4% |
30% |
False |
False |
12,235 |
| 20 |
2.269 |
1.990 |
0.279 |
13.0% |
0.069 |
3.2% |
54% |
False |
False |
12,691 |
| 40 |
2.475 |
1.990 |
0.485 |
22.7% |
0.063 |
2.9% |
31% |
False |
False |
10,278 |
| 60 |
2.646 |
1.990 |
0.656 |
30.7% |
0.066 |
3.1% |
23% |
False |
False |
8,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.673 |
|
2.618 |
2.503 |
|
1.618 |
2.399 |
|
1.000 |
2.335 |
|
0.618 |
2.295 |
|
HIGH |
2.231 |
|
0.618 |
2.191 |
|
0.500 |
2.179 |
|
0.382 |
2.167 |
|
LOW |
2.127 |
|
0.618 |
2.063 |
|
1.000 |
2.023 |
|
1.618 |
1.959 |
|
2.618 |
1.855 |
|
4.250 |
1.685 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.179 |
2.179 |
| PP |
2.166 |
2.166 |
| S1 |
2.153 |
2.153 |
|