NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.802 |
1.848 |
0.046 |
2.6% |
1.927 |
| High |
1.878 |
1.854 |
-0.024 |
-1.3% |
1.963 |
| Low |
1.790 |
1.777 |
-0.013 |
-0.7% |
1.807 |
| Close |
1.848 |
1.800 |
-0.048 |
-2.6% |
1.873 |
| Range |
0.088 |
0.077 |
-0.011 |
-12.5% |
0.156 |
| ATR |
0.078 |
0.078 |
0.000 |
-0.1% |
0.000 |
| Volume |
90,277 |
45,980 |
-44,297 |
-49.1% |
180,043 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.041 |
1.998 |
1.842 |
|
| R3 |
1.964 |
1.921 |
1.821 |
|
| R2 |
1.887 |
1.887 |
1.814 |
|
| R1 |
1.844 |
1.844 |
1.807 |
1.827 |
| PP |
1.810 |
1.810 |
1.810 |
1.802 |
| S1 |
1.767 |
1.767 |
1.793 |
1.750 |
| S2 |
1.733 |
1.733 |
1.786 |
|
| S3 |
1.656 |
1.690 |
1.779 |
|
| S4 |
1.579 |
1.613 |
1.758 |
|
|
| 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 |
1.909 |
1.777 |
0.132 |
7.3% |
0.076 |
4.2% |
17% |
False |
True |
63,469 |
| 10 |
2.087 |
1.777 |
0.310 |
17.2% |
0.071 |
3.9% |
7% |
False |
True |
47,272 |
| 20 |
2.281 |
1.777 |
0.504 |
28.0% |
0.070 |
3.9% |
5% |
False |
True |
46,105 |
| 40 |
2.549 |
1.777 |
0.772 |
42.9% |
0.077 |
4.3% |
3% |
False |
True |
37,602 |
| 60 |
2.549 |
1.777 |
0.772 |
42.9% |
0.074 |
4.1% |
3% |
False |
True |
30,496 |
| 80 |
2.602 |
1.777 |
0.825 |
45.8% |
0.071 |
3.9% |
3% |
False |
True |
24,958 |
| 100 |
2.760 |
1.777 |
0.983 |
54.6% |
0.067 |
3.7% |
2% |
False |
True |
20,867 |
| 120 |
2.907 |
1.777 |
1.130 |
62.8% |
0.063 |
3.5% |
2% |
False |
True |
17,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.181 |
|
2.618 |
2.056 |
|
1.618 |
1.979 |
|
1.000 |
1.931 |
|
0.618 |
1.902 |
|
HIGH |
1.854 |
|
0.618 |
1.825 |
|
0.500 |
1.816 |
|
0.382 |
1.806 |
|
LOW |
1.777 |
|
0.618 |
1.729 |
|
1.000 |
1.700 |
|
1.618 |
1.652 |
|
2.618 |
1.575 |
|
4.250 |
1.450 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.816 |
1.828 |
| PP |
1.810 |
1.818 |
| S1 |
1.805 |
1.809 |
|