NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.797 |
1.815 |
0.018 |
1.0% |
1.783 |
| High |
1.828 |
1.866 |
0.038 |
2.1% |
1.878 |
| Low |
1.772 |
1.802 |
0.030 |
1.7% |
1.735 |
| Close |
1.803 |
1.846 |
0.043 |
2.4% |
1.787 |
| Range |
0.056 |
0.064 |
0.008 |
14.3% |
0.143 |
| ATR |
0.076 |
0.076 |
-0.001 |
-1.2% |
0.000 |
| Volume |
98,050 |
93,795 |
-4,255 |
-4.3% |
329,667 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.030 |
2.002 |
1.881 |
|
| R3 |
1.966 |
1.938 |
1.864 |
|
| R2 |
1.902 |
1.902 |
1.858 |
|
| R1 |
1.874 |
1.874 |
1.852 |
1.888 |
| PP |
1.838 |
1.838 |
1.838 |
1.845 |
| S1 |
1.810 |
1.810 |
1.840 |
1.824 |
| S2 |
1.774 |
1.774 |
1.834 |
|
| S3 |
1.710 |
1.746 |
1.828 |
|
| S4 |
1.646 |
1.682 |
1.811 |
|
|
| 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 |
1.866 |
1.731 |
0.135 |
7.3% |
0.069 |
3.7% |
85% |
True |
False |
78,481 |
| 10 |
1.909 |
1.731 |
0.178 |
9.6% |
0.073 |
3.9% |
65% |
False |
False |
70,975 |
| 20 |
2.217 |
1.731 |
0.486 |
26.3% |
0.073 |
3.9% |
24% |
False |
False |
53,802 |
| 40 |
2.441 |
1.731 |
0.710 |
38.5% |
0.074 |
4.0% |
16% |
False |
False |
44,420 |
| 60 |
2.549 |
1.731 |
0.818 |
44.3% |
0.076 |
4.1% |
14% |
False |
False |
35,588 |
| 80 |
2.602 |
1.731 |
0.871 |
47.2% |
0.071 |
3.8% |
13% |
False |
False |
29,369 |
| 100 |
2.753 |
1.731 |
1.022 |
55.4% |
0.069 |
3.7% |
11% |
False |
False |
24,657 |
| 120 |
2.838 |
1.731 |
1.107 |
60.0% |
0.064 |
3.5% |
10% |
False |
False |
21,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.138 |
|
2.618 |
2.034 |
|
1.618 |
1.970 |
|
1.000 |
1.930 |
|
0.618 |
1.906 |
|
HIGH |
1.866 |
|
0.618 |
1.842 |
|
0.500 |
1.834 |
|
0.382 |
1.826 |
|
LOW |
1.802 |
|
0.618 |
1.762 |
|
1.000 |
1.738 |
|
1.618 |
1.698 |
|
2.618 |
1.634 |
|
4.250 |
1.530 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.842 |
1.830 |
| PP |
1.838 |
1.814 |
| S1 |
1.834 |
1.799 |
|