NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.896 |
1.915 |
0.019 |
1.0% |
1.750 |
| High |
1.947 |
1.948 |
0.001 |
0.1% |
1.947 |
| Low |
1.887 |
1.869 |
-0.018 |
-1.0% |
1.731 |
| Close |
1.915 |
1.914 |
-0.001 |
-0.1% |
1.915 |
| Range |
0.060 |
0.079 |
0.019 |
31.7% |
0.216 |
| ATR |
0.075 |
0.075 |
0.000 |
0.4% |
0.000 |
| Volume |
86,356 |
62,579 |
-23,777 |
-27.5% |
484,682 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.147 |
2.110 |
1.957 |
|
| R3 |
2.068 |
2.031 |
1.936 |
|
| R2 |
1.989 |
1.989 |
1.928 |
|
| R1 |
1.952 |
1.952 |
1.921 |
1.931 |
| PP |
1.910 |
1.910 |
1.910 |
1.900 |
| S1 |
1.873 |
1.873 |
1.907 |
1.852 |
| S2 |
1.831 |
1.831 |
1.900 |
|
| S3 |
1.752 |
1.794 |
1.892 |
|
| S4 |
1.673 |
1.715 |
1.871 |
|
|
| 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 |
1.948 |
1.772 |
0.176 |
9.2% |
0.067 |
3.5% |
81% |
True |
False |
90,299 |
| 10 |
1.948 |
1.731 |
0.217 |
11.3% |
0.072 |
3.8% |
84% |
True |
False |
78,831 |
| 20 |
2.102 |
1.731 |
0.371 |
19.4% |
0.071 |
3.7% |
49% |
False |
False |
59,163 |
| 40 |
2.380 |
1.731 |
0.649 |
33.9% |
0.073 |
3.8% |
28% |
False |
False |
49,065 |
| 60 |
2.549 |
1.731 |
0.818 |
42.7% |
0.077 |
4.0% |
22% |
False |
False |
39,057 |
| 80 |
2.585 |
1.731 |
0.854 |
44.6% |
0.072 |
3.8% |
21% |
False |
False |
32,353 |
| 100 |
2.704 |
1.731 |
0.973 |
50.8% |
0.070 |
3.6% |
19% |
False |
False |
27,163 |
| 120 |
2.809 |
1.731 |
1.078 |
56.3% |
0.065 |
3.4% |
17% |
False |
False |
23,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.284 |
|
2.618 |
2.155 |
|
1.618 |
2.076 |
|
1.000 |
2.027 |
|
0.618 |
1.997 |
|
HIGH |
1.948 |
|
0.618 |
1.918 |
|
0.500 |
1.909 |
|
0.382 |
1.899 |
|
LOW |
1.869 |
|
0.618 |
1.820 |
|
1.000 |
1.790 |
|
1.618 |
1.741 |
|
2.618 |
1.662 |
|
4.250 |
1.533 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.912 |
1.906 |
| PP |
1.910 |
1.898 |
| S1 |
1.909 |
1.890 |
|