NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.798 |
1.757 |
-0.041 |
-2.3% |
1.783 |
| High |
1.816 |
1.795 |
-0.021 |
-1.2% |
1.878 |
| Low |
1.759 |
1.735 |
-0.024 |
-1.4% |
1.735 |
| Close |
1.767 |
1.787 |
0.020 |
1.1% |
1.787 |
| Range |
0.057 |
0.060 |
0.003 |
5.3% |
0.143 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.6% |
0.000 |
| Volume |
62,557 |
42,242 |
-20,315 |
-32.5% |
329,667 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.952 |
1.930 |
1.820 |
|
| R3 |
1.892 |
1.870 |
1.804 |
|
| R2 |
1.832 |
1.832 |
1.798 |
|
| R1 |
1.810 |
1.810 |
1.793 |
1.821 |
| PP |
1.772 |
1.772 |
1.772 |
1.778 |
| S1 |
1.750 |
1.750 |
1.782 |
1.761 |
| S2 |
1.712 |
1.712 |
1.776 |
|
| S3 |
1.652 |
1.690 |
1.771 |
|
| S4 |
1.592 |
1.630 |
1.754 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.229 |
2.151 |
1.866 |
|
| R3 |
2.086 |
2.008 |
1.826 |
|
| R2 |
1.943 |
1.943 |
1.813 |
|
| R1 |
1.865 |
1.865 |
1.800 |
1.904 |
| PP |
1.800 |
1.800 |
1.800 |
1.820 |
| S1 |
1.722 |
1.722 |
1.774 |
1.761 |
| S2 |
1.657 |
1.657 |
1.761 |
|
| S3 |
1.514 |
1.579 |
1.748 |
|
| S4 |
1.371 |
1.436 |
1.708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.878 |
1.735 |
0.143 |
8.0% |
0.068 |
3.8% |
36% |
False |
True |
65,933 |
| 10 |
1.963 |
1.735 |
0.228 |
12.8% |
0.066 |
3.7% |
23% |
False |
True |
50,971 |
| 20 |
2.281 |
1.735 |
0.546 |
30.6% |
0.070 |
3.9% |
10% |
False |
True |
47,974 |
| 40 |
2.549 |
1.735 |
0.814 |
45.6% |
0.075 |
4.2% |
6% |
False |
True |
39,111 |
| 60 |
2.549 |
1.735 |
0.814 |
45.6% |
0.074 |
4.2% |
6% |
False |
True |
31,806 |
| 80 |
2.602 |
1.735 |
0.867 |
48.5% |
0.071 |
3.9% |
6% |
False |
True |
26,088 |
| 100 |
2.760 |
1.735 |
1.025 |
57.4% |
0.068 |
3.8% |
5% |
False |
True |
21,862 |
| 120 |
2.907 |
1.735 |
1.172 |
65.6% |
0.063 |
3.5% |
4% |
False |
True |
18,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.050 |
|
2.618 |
1.952 |
|
1.618 |
1.892 |
|
1.000 |
1.855 |
|
0.618 |
1.832 |
|
HIGH |
1.795 |
|
0.618 |
1.772 |
|
0.500 |
1.765 |
|
0.382 |
1.758 |
|
LOW |
1.735 |
|
0.618 |
1.698 |
|
1.000 |
1.675 |
|
1.618 |
1.638 |
|
2.618 |
1.578 |
|
4.250 |
1.480 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.780 |
1.795 |
| PP |
1.772 |
1.792 |
| S1 |
1.765 |
1.790 |
|