NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.783 |
1.802 |
0.019 |
1.1% |
1.927 |
| High |
1.838 |
1.878 |
0.040 |
2.2% |
1.963 |
| Low |
1.778 |
1.790 |
0.012 |
0.7% |
1.807 |
| Close |
1.808 |
1.848 |
0.040 |
2.2% |
1.873 |
| Range |
0.060 |
0.088 |
0.028 |
46.7% |
0.156 |
| ATR |
0.078 |
0.078 |
0.001 |
0.9% |
0.000 |
| Volume |
88,611 |
90,277 |
1,666 |
1.9% |
180,043 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.103 |
2.063 |
1.896 |
|
| R3 |
2.015 |
1.975 |
1.872 |
|
| R2 |
1.927 |
1.927 |
1.864 |
|
| R1 |
1.887 |
1.887 |
1.856 |
1.907 |
| PP |
1.839 |
1.839 |
1.839 |
1.849 |
| S1 |
1.799 |
1.799 |
1.840 |
1.819 |
| S2 |
1.751 |
1.751 |
1.832 |
|
| S3 |
1.663 |
1.711 |
1.824 |
|
| S4 |
1.575 |
1.623 |
1.800 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.349 |
2.267 |
1.959 |
|
| R3 |
2.193 |
2.111 |
1.916 |
|
| R2 |
2.037 |
2.037 |
1.902 |
|
| R1 |
1.955 |
1.955 |
1.887 |
1.918 |
| PP |
1.881 |
1.881 |
1.881 |
1.863 |
| S1 |
1.799 |
1.799 |
1.859 |
1.762 |
| S2 |
1.725 |
1.725 |
1.844 |
|
| S3 |
1.569 |
1.643 |
1.830 |
|
| S4 |
1.413 |
1.487 |
1.787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.931 |
1.778 |
0.153 |
8.3% |
0.071 |
3.8% |
46% |
False |
False |
59,629 |
| 10 |
2.092 |
1.778 |
0.314 |
17.0% |
0.070 |
3.8% |
22% |
False |
False |
44,958 |
| 20 |
2.281 |
1.778 |
0.503 |
27.2% |
0.073 |
4.0% |
14% |
False |
False |
46,092 |
| 40 |
2.549 |
1.778 |
0.771 |
41.7% |
0.077 |
4.2% |
9% |
False |
False |
36,966 |
| 60 |
2.549 |
1.778 |
0.771 |
41.7% |
0.073 |
4.0% |
9% |
False |
False |
29,919 |
| 80 |
2.602 |
1.778 |
0.824 |
44.6% |
0.071 |
3.8% |
8% |
False |
False |
24,436 |
| 100 |
2.760 |
1.778 |
0.982 |
53.1% |
0.067 |
3.6% |
7% |
False |
False |
20,473 |
| 120 |
2.907 |
1.778 |
1.129 |
61.1% |
0.063 |
3.4% |
6% |
False |
False |
17,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.252 |
|
2.618 |
2.108 |
|
1.618 |
2.020 |
|
1.000 |
1.966 |
|
0.618 |
1.932 |
|
HIGH |
1.878 |
|
0.618 |
1.844 |
|
0.500 |
1.834 |
|
0.382 |
1.824 |
|
LOW |
1.790 |
|
0.618 |
1.736 |
|
1.000 |
1.702 |
|
1.618 |
1.648 |
|
2.618 |
1.560 |
|
4.250 |
1.416 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.843 |
1.843 |
| PP |
1.839 |
1.838 |
| S1 |
1.834 |
1.833 |
|