NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.757 |
1.750 |
-0.007 |
-0.4% |
1.783 |
| High |
1.795 |
1.840 |
0.045 |
2.5% |
1.878 |
| Low |
1.735 |
1.731 |
-0.004 |
-0.2% |
1.735 |
| Close |
1.787 |
1.789 |
0.002 |
0.1% |
1.787 |
| Range |
0.060 |
0.109 |
0.049 |
81.7% |
0.143 |
| ATR |
0.076 |
0.078 |
0.002 |
3.2% |
0.000 |
| Volume |
42,242 |
95,765 |
53,523 |
126.7% |
329,667 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.114 |
2.060 |
1.849 |
|
| R3 |
2.005 |
1.951 |
1.819 |
|
| R2 |
1.896 |
1.896 |
1.809 |
|
| R1 |
1.842 |
1.842 |
1.799 |
1.869 |
| PP |
1.787 |
1.787 |
1.787 |
1.800 |
| S1 |
1.733 |
1.733 |
1.779 |
1.760 |
| S2 |
1.678 |
1.678 |
1.769 |
|
| S3 |
1.569 |
1.624 |
1.759 |
|
| S4 |
1.460 |
1.515 |
1.729 |
|
|
| 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 |
1.731 |
0.147 |
8.2% |
0.078 |
4.4% |
39% |
False |
True |
67,364 |
| 10 |
1.954 |
1.731 |
0.223 |
12.5% |
0.072 |
4.0% |
26% |
False |
True |
57,355 |
| 20 |
2.281 |
1.731 |
0.550 |
30.7% |
0.072 |
4.0% |
11% |
False |
True |
49,750 |
| 40 |
2.549 |
1.731 |
0.818 |
45.7% |
0.076 |
4.2% |
7% |
False |
True |
40,723 |
| 60 |
2.549 |
1.731 |
0.818 |
45.7% |
0.075 |
4.2% |
7% |
False |
True |
32,954 |
| 80 |
2.602 |
1.731 |
0.871 |
48.7% |
0.071 |
4.0% |
7% |
False |
True |
27,165 |
| 100 |
2.753 |
1.731 |
1.022 |
57.1% |
0.068 |
3.8% |
6% |
False |
True |
22,796 |
| 120 |
2.907 |
1.731 |
1.176 |
65.7% |
0.064 |
3.6% |
5% |
False |
True |
19,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.303 |
|
2.618 |
2.125 |
|
1.618 |
2.016 |
|
1.000 |
1.949 |
|
0.618 |
1.907 |
|
HIGH |
1.840 |
|
0.618 |
1.798 |
|
0.500 |
1.786 |
|
0.382 |
1.773 |
|
LOW |
1.731 |
|
0.618 |
1.664 |
|
1.000 |
1.622 |
|
1.618 |
1.555 |
|
2.618 |
1.446 |
|
4.250 |
1.268 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.788 |
1.788 |
| PP |
1.787 |
1.787 |
| S1 |
1.786 |
1.786 |
|