NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.954 |
2.010 |
0.056 |
2.9% |
1.915 |
| High |
2.026 |
2.032 |
0.006 |
0.3% |
2.032 |
| Low |
1.917 |
1.965 |
0.048 |
2.5% |
1.869 |
| Close |
2.011 |
1.989 |
-0.022 |
-1.1% |
1.989 |
| Range |
0.109 |
0.067 |
-0.042 |
-38.5% |
0.163 |
| ATR |
0.077 |
0.077 |
-0.001 |
-1.0% |
0.000 |
| Volume |
106,054 |
83,084 |
-22,970 |
-21.7% |
399,953 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.196 |
2.160 |
2.026 |
|
| R3 |
2.129 |
2.093 |
2.007 |
|
| R2 |
2.062 |
2.062 |
2.001 |
|
| R1 |
2.026 |
2.026 |
1.995 |
2.011 |
| PP |
1.995 |
1.995 |
1.995 |
1.988 |
| S1 |
1.959 |
1.959 |
1.983 |
1.944 |
| S2 |
1.928 |
1.928 |
1.977 |
|
| S3 |
1.861 |
1.892 |
1.971 |
|
| S4 |
1.794 |
1.825 |
1.952 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.452 |
2.384 |
2.079 |
|
| R3 |
2.289 |
2.221 |
2.034 |
|
| R2 |
2.126 |
2.126 |
2.019 |
|
| R1 |
2.058 |
2.058 |
2.004 |
2.092 |
| PP |
1.963 |
1.963 |
1.963 |
1.981 |
| S1 |
1.895 |
1.895 |
1.974 |
1.929 |
| S2 |
1.800 |
1.800 |
1.959 |
|
| S3 |
1.637 |
1.732 |
1.944 |
|
| S4 |
1.474 |
1.569 |
1.899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.032 |
1.869 |
0.163 |
8.2% |
0.081 |
4.1% |
74% |
True |
False |
79,990 |
| 10 |
2.032 |
1.731 |
0.301 |
15.1% |
0.077 |
3.9% |
86% |
True |
False |
88,463 |
| 20 |
2.032 |
1.731 |
0.301 |
15.1% |
0.072 |
3.6% |
86% |
True |
False |
69,717 |
| 40 |
2.380 |
1.731 |
0.649 |
32.6% |
0.073 |
3.7% |
40% |
False |
False |
55,136 |
| 60 |
2.549 |
1.731 |
0.818 |
41.1% |
0.077 |
3.9% |
32% |
False |
False |
43,394 |
| 80 |
2.549 |
1.731 |
0.818 |
41.1% |
0.072 |
3.6% |
32% |
False |
False |
36,169 |
| 100 |
2.602 |
1.731 |
0.871 |
43.8% |
0.071 |
3.6% |
30% |
False |
False |
30,390 |
| 120 |
2.809 |
1.731 |
1.078 |
54.2% |
0.067 |
3.3% |
24% |
False |
False |
25,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.317 |
|
2.618 |
2.207 |
|
1.618 |
2.140 |
|
1.000 |
2.099 |
|
0.618 |
2.073 |
|
HIGH |
2.032 |
|
0.618 |
2.006 |
|
0.500 |
1.999 |
|
0.382 |
1.991 |
|
LOW |
1.965 |
|
0.618 |
1.924 |
|
1.000 |
1.898 |
|
1.618 |
1.857 |
|
2.618 |
1.790 |
|
4.250 |
1.680 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.999 |
1.983 |
| PP |
1.995 |
1.977 |
| S1 |
1.992 |
1.971 |
|