NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.895 |
1.945 |
0.050 |
2.6% |
2.000 |
| High |
1.971 |
1.950 |
-0.021 |
-1.1% |
2.031 |
| Low |
1.880 |
1.881 |
0.001 |
0.1% |
1.880 |
| Close |
1.939 |
1.903 |
-0.036 |
-1.9% |
1.951 |
| Range |
0.091 |
0.069 |
-0.022 |
-24.2% |
0.151 |
| ATR |
0.074 |
0.074 |
0.000 |
-0.5% |
0.000 |
| Volume |
53,526 |
23,197 |
-30,329 |
-56.7% |
90,437 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.118 |
2.080 |
1.941 |
|
| R3 |
2.049 |
2.011 |
1.922 |
|
| R2 |
1.980 |
1.980 |
1.916 |
|
| R1 |
1.942 |
1.942 |
1.909 |
1.927 |
| PP |
1.911 |
1.911 |
1.911 |
1.904 |
| S1 |
1.873 |
1.873 |
1.897 |
1.858 |
| S2 |
1.842 |
1.842 |
1.890 |
|
| S3 |
1.773 |
1.804 |
1.884 |
|
| S4 |
1.704 |
1.735 |
1.865 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.407 |
2.330 |
2.034 |
|
| R3 |
2.256 |
2.179 |
1.993 |
|
| R2 |
2.105 |
2.105 |
1.979 |
|
| R1 |
2.028 |
2.028 |
1.965 |
1.991 |
| PP |
1.954 |
1.954 |
1.954 |
1.936 |
| S1 |
1.877 |
1.877 |
1.937 |
1.840 |
| S2 |
1.803 |
1.803 |
1.923 |
|
| S3 |
1.652 |
1.726 |
1.909 |
|
| S4 |
1.501 |
1.575 |
1.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.981 |
1.863 |
0.118 |
6.2% |
0.076 |
4.0% |
34% |
False |
False |
32,941 |
| 10 |
2.154 |
1.863 |
0.291 |
15.3% |
0.069 |
3.6% |
14% |
False |
False |
23,861 |
| 20 |
2.331 |
1.863 |
0.468 |
24.6% |
0.066 |
3.5% |
9% |
False |
False |
19,498 |
| 40 |
2.593 |
1.863 |
0.730 |
38.4% |
0.071 |
3.7% |
5% |
False |
False |
16,456 |
| 60 |
2.593 |
1.863 |
0.730 |
38.4% |
0.069 |
3.6% |
5% |
False |
False |
13,731 |
| 80 |
2.642 |
1.863 |
0.779 |
40.9% |
0.067 |
3.5% |
5% |
False |
False |
11,151 |
| 100 |
2.787 |
1.863 |
0.924 |
48.6% |
0.063 |
3.3% |
4% |
False |
False |
9,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.243 |
|
2.618 |
2.131 |
|
1.618 |
2.062 |
|
1.000 |
2.019 |
|
0.618 |
1.993 |
|
HIGH |
1.950 |
|
0.618 |
1.924 |
|
0.500 |
1.916 |
|
0.382 |
1.907 |
|
LOW |
1.881 |
|
0.618 |
1.838 |
|
1.000 |
1.812 |
|
1.618 |
1.769 |
|
2.618 |
1.700 |
|
4.250 |
1.588 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.916 |
1.917 |
| PP |
1.911 |
1.912 |
| S1 |
1.907 |
1.908 |
|