NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.977 |
1.888 |
-0.089 |
-4.5% |
1.915 |
| High |
1.993 |
1.944 |
-0.049 |
-2.5% |
2.032 |
| Low |
1.885 |
1.874 |
-0.011 |
-0.6% |
1.869 |
| Close |
1.904 |
1.937 |
0.033 |
1.7% |
1.989 |
| Range |
0.108 |
0.070 |
-0.038 |
-35.2% |
0.163 |
| ATR |
0.079 |
0.078 |
-0.001 |
-0.8% |
0.000 |
| Volume |
90,932 |
83,378 |
-7,554 |
-8.3% |
399,953 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.128 |
2.103 |
1.976 |
|
| R3 |
2.058 |
2.033 |
1.956 |
|
| R2 |
1.988 |
1.988 |
1.950 |
|
| R1 |
1.963 |
1.963 |
1.943 |
1.976 |
| PP |
1.918 |
1.918 |
1.918 |
1.925 |
| S1 |
1.893 |
1.893 |
1.931 |
1.906 |
| S2 |
1.848 |
1.848 |
1.924 |
|
| S3 |
1.778 |
1.823 |
1.918 |
|
| S4 |
1.708 |
1.753 |
1.899 |
|
|
| 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 |
1.874 |
0.158 |
8.2% |
0.083 |
4.3% |
40% |
False |
True |
87,148 |
| 10 |
2.032 |
1.802 |
0.230 |
11.9% |
0.078 |
4.0% |
59% |
False |
False |
86,513 |
| 20 |
2.032 |
1.731 |
0.301 |
15.5% |
0.075 |
3.9% |
68% |
False |
False |
75,393 |
| 40 |
2.380 |
1.731 |
0.649 |
33.5% |
0.075 |
3.9% |
32% |
False |
False |
58,245 |
| 60 |
2.549 |
1.731 |
0.818 |
42.2% |
0.078 |
4.0% |
25% |
False |
False |
45,897 |
| 80 |
2.549 |
1.731 |
0.818 |
42.2% |
0.072 |
3.7% |
25% |
False |
False |
38,128 |
| 100 |
2.602 |
1.731 |
0.871 |
45.0% |
0.072 |
3.7% |
24% |
False |
False |
31,996 |
| 120 |
2.760 |
1.731 |
1.029 |
53.1% |
0.067 |
3.5% |
20% |
False |
False |
27,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.242 |
|
2.618 |
2.127 |
|
1.618 |
2.057 |
|
1.000 |
2.014 |
|
0.618 |
1.987 |
|
HIGH |
1.944 |
|
0.618 |
1.917 |
|
0.500 |
1.909 |
|
0.382 |
1.901 |
|
LOW |
1.874 |
|
0.618 |
1.831 |
|
1.000 |
1.804 |
|
1.618 |
1.761 |
|
2.618 |
1.691 |
|
4.250 |
1.577 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.928 |
1.953 |
| PP |
1.918 |
1.948 |
| S1 |
1.909 |
1.942 |
|