NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.010 |
1.977 |
-0.033 |
-1.6% |
1.915 |
| High |
2.032 |
1.993 |
-0.039 |
-1.9% |
2.032 |
| Low |
1.965 |
1.885 |
-0.080 |
-4.1% |
1.869 |
| Close |
1.989 |
1.904 |
-0.085 |
-4.3% |
1.989 |
| Range |
0.067 |
0.108 |
0.041 |
61.2% |
0.163 |
| ATR |
0.077 |
0.079 |
0.002 |
2.9% |
0.000 |
| Volume |
83,084 |
90,932 |
7,848 |
9.4% |
399,953 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.251 |
2.186 |
1.963 |
|
| R3 |
2.143 |
2.078 |
1.934 |
|
| R2 |
2.035 |
2.035 |
1.924 |
|
| R1 |
1.970 |
1.970 |
1.914 |
1.949 |
| PP |
1.927 |
1.927 |
1.927 |
1.917 |
| S1 |
1.862 |
1.862 |
1.894 |
1.841 |
| S2 |
1.819 |
1.819 |
1.884 |
|
| S3 |
1.711 |
1.754 |
1.874 |
|
| S4 |
1.603 |
1.646 |
1.845 |
|
|
| 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 |
1.885 |
0.147 |
7.7% |
0.087 |
4.6% |
13% |
False |
True |
85,661 |
| 10 |
2.032 |
1.772 |
0.260 |
13.7% |
0.077 |
4.0% |
51% |
False |
False |
87,980 |
| 20 |
2.032 |
1.731 |
0.301 |
15.8% |
0.074 |
3.9% |
57% |
False |
False |
72,667 |
| 40 |
2.380 |
1.731 |
0.649 |
34.1% |
0.075 |
3.9% |
27% |
False |
False |
56,891 |
| 60 |
2.549 |
1.731 |
0.818 |
43.0% |
0.078 |
4.1% |
21% |
False |
False |
44,722 |
| 80 |
2.549 |
1.731 |
0.818 |
43.0% |
0.072 |
3.8% |
21% |
False |
False |
37,216 |
| 100 |
2.602 |
1.731 |
0.871 |
45.7% |
0.072 |
3.8% |
20% |
False |
False |
31,219 |
| 120 |
2.790 |
1.731 |
1.059 |
55.6% |
0.067 |
3.5% |
16% |
False |
False |
26,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.452 |
|
2.618 |
2.276 |
|
1.618 |
2.168 |
|
1.000 |
2.101 |
|
0.618 |
2.060 |
|
HIGH |
1.993 |
|
0.618 |
1.952 |
|
0.500 |
1.939 |
|
0.382 |
1.926 |
|
LOW |
1.885 |
|
0.618 |
1.818 |
|
1.000 |
1.777 |
|
1.618 |
1.710 |
|
2.618 |
1.602 |
|
4.250 |
1.426 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.939 |
1.959 |
| PP |
1.927 |
1.940 |
| S1 |
1.916 |
1.922 |
|