NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.905 |
1.874 |
-0.031 |
-1.6% |
1.871 |
| High |
1.916 |
1.908 |
-0.008 |
-0.4% |
1.971 |
| Low |
1.868 |
1.855 |
-0.013 |
-0.7% |
1.855 |
| Close |
1.880 |
1.900 |
0.020 |
1.1% |
1.900 |
| Range |
0.048 |
0.053 |
0.005 |
10.4% |
0.116 |
| ATR |
0.072 |
0.070 |
-0.001 |
-1.9% |
0.000 |
| Volume |
28,068 |
23,823 |
-4,245 |
-15.1% |
168,311 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.047 |
2.026 |
1.929 |
|
| R3 |
1.994 |
1.973 |
1.915 |
|
| R2 |
1.941 |
1.941 |
1.910 |
|
| R1 |
1.920 |
1.920 |
1.905 |
1.931 |
| PP |
1.888 |
1.888 |
1.888 |
1.893 |
| S1 |
1.867 |
1.867 |
1.895 |
1.878 |
| S2 |
1.835 |
1.835 |
1.890 |
|
| S3 |
1.782 |
1.814 |
1.885 |
|
| S4 |
1.729 |
1.761 |
1.871 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.257 |
2.194 |
1.964 |
|
| R3 |
2.141 |
2.078 |
1.932 |
|
| R2 |
2.025 |
2.025 |
1.921 |
|
| R1 |
1.962 |
1.962 |
1.911 |
1.994 |
| PP |
1.909 |
1.909 |
1.909 |
1.924 |
| S1 |
1.846 |
1.846 |
1.889 |
1.878 |
| S2 |
1.793 |
1.793 |
1.879 |
|
| S3 |
1.677 |
1.730 |
1.868 |
|
| S4 |
1.561 |
1.614 |
1.836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.971 |
1.855 |
0.116 |
6.1% |
0.065 |
3.4% |
39% |
False |
True |
33,662 |
| 10 |
2.031 |
1.855 |
0.176 |
9.3% |
0.063 |
3.3% |
26% |
False |
True |
25,874 |
| 20 |
2.331 |
1.855 |
0.476 |
25.1% |
0.066 |
3.5% |
9% |
False |
True |
20,419 |
| 40 |
2.593 |
1.855 |
0.738 |
38.8% |
0.069 |
3.7% |
6% |
False |
True |
17,333 |
| 60 |
2.593 |
1.855 |
0.738 |
38.8% |
0.070 |
3.7% |
6% |
False |
True |
14,393 |
| 80 |
2.642 |
1.855 |
0.787 |
41.4% |
0.066 |
3.5% |
6% |
False |
True |
11,739 |
| 100 |
2.787 |
1.855 |
0.932 |
49.1% |
0.063 |
3.3% |
5% |
False |
True |
9,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.133 |
|
2.618 |
2.047 |
|
1.618 |
1.994 |
|
1.000 |
1.961 |
|
0.618 |
1.941 |
|
HIGH |
1.908 |
|
0.618 |
1.888 |
|
0.500 |
1.882 |
|
0.382 |
1.875 |
|
LOW |
1.855 |
|
0.618 |
1.822 |
|
1.000 |
1.802 |
|
1.618 |
1.769 |
|
2.618 |
1.716 |
|
4.250 |
1.630 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.894 |
1.903 |
| PP |
1.888 |
1.902 |
| S1 |
1.882 |
1.901 |
|