NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.848 |
1.798 |
-0.050 |
-2.7% |
1.927 |
| High |
1.854 |
1.816 |
-0.038 |
-2.0% |
1.963 |
| Low |
1.777 |
1.759 |
-0.018 |
-1.0% |
1.807 |
| Close |
1.800 |
1.767 |
-0.033 |
-1.8% |
1.873 |
| Range |
0.077 |
0.057 |
-0.020 |
-26.0% |
0.156 |
| ATR |
0.078 |
0.077 |
-0.002 |
-1.9% |
0.000 |
| Volume |
45,980 |
62,557 |
16,577 |
36.1% |
180,043 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.952 |
1.916 |
1.798 |
|
| R3 |
1.895 |
1.859 |
1.783 |
|
| R2 |
1.838 |
1.838 |
1.777 |
|
| R1 |
1.802 |
1.802 |
1.772 |
1.792 |
| PP |
1.781 |
1.781 |
1.781 |
1.775 |
| S1 |
1.745 |
1.745 |
1.762 |
1.735 |
| S2 |
1.724 |
1.724 |
1.757 |
|
| S3 |
1.667 |
1.688 |
1.751 |
|
| S4 |
1.610 |
1.631 |
1.736 |
|
|
| 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 |
1.887 |
1.759 |
0.128 |
7.2% |
0.072 |
4.1% |
6% |
False |
True |
64,702 |
| 10 |
2.017 |
1.759 |
0.258 |
14.6% |
0.068 |
3.8% |
3% |
False |
True |
50,149 |
| 20 |
2.281 |
1.759 |
0.522 |
29.5% |
0.071 |
4.0% |
2% |
False |
True |
47,635 |
| 40 |
2.549 |
1.759 |
0.790 |
44.7% |
0.076 |
4.3% |
1% |
False |
True |
38,661 |
| 60 |
2.549 |
1.759 |
0.790 |
44.7% |
0.074 |
4.2% |
1% |
False |
True |
31,407 |
| 80 |
2.602 |
1.759 |
0.843 |
47.7% |
0.070 |
4.0% |
1% |
False |
True |
25,671 |
| 100 |
2.760 |
1.759 |
1.001 |
56.6% |
0.067 |
3.8% |
1% |
False |
True |
21,467 |
| 120 |
2.907 |
1.759 |
1.148 |
65.0% |
0.063 |
3.6% |
1% |
False |
True |
18,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.058 |
|
2.618 |
1.965 |
|
1.618 |
1.908 |
|
1.000 |
1.873 |
|
0.618 |
1.851 |
|
HIGH |
1.816 |
|
0.618 |
1.794 |
|
0.500 |
1.788 |
|
0.382 |
1.781 |
|
LOW |
1.759 |
|
0.618 |
1.724 |
|
1.000 |
1.702 |
|
1.618 |
1.667 |
|
2.618 |
1.610 |
|
4.250 |
1.517 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.788 |
1.819 |
| PP |
1.781 |
1.801 |
| S1 |
1.774 |
1.784 |
|