NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.866 |
1.896 |
0.030 |
1.6% |
1.750 |
| High |
1.906 |
1.947 |
0.041 |
2.2% |
1.947 |
| Low |
1.832 |
1.887 |
0.055 |
3.0% |
1.731 |
| Close |
1.883 |
1.915 |
0.032 |
1.7% |
1.915 |
| Range |
0.074 |
0.060 |
-0.014 |
-18.9% |
0.216 |
| ATR |
0.075 |
0.075 |
-0.001 |
-1.1% |
0.000 |
| Volume |
110,716 |
86,356 |
-24,360 |
-22.0% |
484,682 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.096 |
2.066 |
1.948 |
|
| R3 |
2.036 |
2.006 |
1.932 |
|
| R2 |
1.976 |
1.976 |
1.926 |
|
| R1 |
1.946 |
1.946 |
1.921 |
1.961 |
| PP |
1.916 |
1.916 |
1.916 |
1.924 |
| S1 |
1.886 |
1.886 |
1.910 |
1.901 |
| S2 |
1.856 |
1.856 |
1.904 |
|
| S3 |
1.796 |
1.826 |
1.899 |
|
| S4 |
1.736 |
1.766 |
1.882 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.512 |
2.430 |
2.034 |
|
| R3 |
2.296 |
2.214 |
1.974 |
|
| R2 |
2.080 |
2.080 |
1.955 |
|
| R1 |
1.998 |
1.998 |
1.935 |
2.039 |
| PP |
1.864 |
1.864 |
1.864 |
1.885 |
| S1 |
1.782 |
1.782 |
1.895 |
1.823 |
| S2 |
1.648 |
1.648 |
1.875 |
|
| S3 |
1.432 |
1.566 |
1.856 |
|
| S4 |
1.216 |
1.350 |
1.796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.947 |
1.731 |
0.216 |
11.3% |
0.073 |
3.8% |
85% |
True |
False |
96,936 |
| 10 |
1.947 |
1.731 |
0.216 |
11.3% |
0.071 |
3.7% |
85% |
True |
False |
81,434 |
| 20 |
2.159 |
1.731 |
0.428 |
22.3% |
0.071 |
3.7% |
43% |
False |
False |
57,744 |
| 40 |
2.407 |
1.731 |
0.676 |
35.3% |
0.074 |
3.9% |
27% |
False |
False |
48,103 |
| 60 |
2.549 |
1.731 |
0.818 |
42.7% |
0.076 |
4.0% |
22% |
False |
False |
38,269 |
| 80 |
2.602 |
1.731 |
0.871 |
45.5% |
0.072 |
3.7% |
21% |
False |
False |
31,657 |
| 100 |
2.704 |
1.731 |
0.973 |
50.8% |
0.069 |
3.6% |
19% |
False |
False |
26,563 |
| 120 |
2.809 |
1.731 |
1.078 |
56.3% |
0.065 |
3.4% |
17% |
False |
False |
22,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.202 |
|
2.618 |
2.104 |
|
1.618 |
2.044 |
|
1.000 |
2.007 |
|
0.618 |
1.984 |
|
HIGH |
1.947 |
|
0.618 |
1.924 |
|
0.500 |
1.917 |
|
0.382 |
1.910 |
|
LOW |
1.887 |
|
0.618 |
1.850 |
|
1.000 |
1.827 |
|
1.618 |
1.790 |
|
2.618 |
1.730 |
|
4.250 |
1.632 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.917 |
1.902 |
| PP |
1.916 |
1.888 |
| S1 |
1.916 |
1.875 |
|