NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.750 |
1.797 |
0.047 |
2.7% |
1.783 |
| High |
1.840 |
1.828 |
-0.012 |
-0.7% |
1.878 |
| Low |
1.731 |
1.772 |
0.041 |
2.4% |
1.735 |
| Close |
1.789 |
1.803 |
0.014 |
0.8% |
1.787 |
| Range |
0.109 |
0.056 |
-0.053 |
-48.6% |
0.143 |
| ATR |
0.078 |
0.076 |
-0.002 |
-2.0% |
0.000 |
| Volume |
95,765 |
98,050 |
2,285 |
2.4% |
329,667 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.969 |
1.942 |
1.834 |
|
| R3 |
1.913 |
1.886 |
1.818 |
|
| R2 |
1.857 |
1.857 |
1.813 |
|
| R1 |
1.830 |
1.830 |
1.808 |
1.844 |
| PP |
1.801 |
1.801 |
1.801 |
1.808 |
| S1 |
1.774 |
1.774 |
1.798 |
1.788 |
| S2 |
1.745 |
1.745 |
1.793 |
|
| S3 |
1.689 |
1.718 |
1.788 |
|
| S4 |
1.633 |
1.662 |
1.772 |
|
|
| 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 |
1.854 |
1.731 |
0.123 |
6.8% |
0.072 |
4.0% |
59% |
False |
False |
68,918 |
| 10 |
1.931 |
1.731 |
0.200 |
11.1% |
0.071 |
4.0% |
36% |
False |
False |
64,274 |
| 20 |
2.240 |
1.731 |
0.509 |
28.2% |
0.072 |
4.0% |
14% |
False |
False |
51,855 |
| 40 |
2.549 |
1.731 |
0.818 |
45.4% |
0.075 |
4.2% |
9% |
False |
False |
42,624 |
| 60 |
2.549 |
1.731 |
0.818 |
45.4% |
0.075 |
4.2% |
9% |
False |
False |
34,307 |
| 80 |
2.602 |
1.731 |
0.871 |
48.3% |
0.071 |
3.9% |
8% |
False |
False |
28,304 |
| 100 |
2.753 |
1.731 |
1.022 |
56.7% |
0.068 |
3.8% |
7% |
False |
False |
23,748 |
| 120 |
2.871 |
1.731 |
1.140 |
63.2% |
0.064 |
3.6% |
6% |
False |
False |
20,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.066 |
|
2.618 |
1.975 |
|
1.618 |
1.919 |
|
1.000 |
1.884 |
|
0.618 |
1.863 |
|
HIGH |
1.828 |
|
0.618 |
1.807 |
|
0.500 |
1.800 |
|
0.382 |
1.793 |
|
LOW |
1.772 |
|
0.618 |
1.737 |
|
1.000 |
1.716 |
|
1.618 |
1.681 |
|
2.618 |
1.625 |
|
4.250 |
1.534 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.802 |
1.797 |
| PP |
1.801 |
1.791 |
| S1 |
1.800 |
1.786 |
|