NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.874 |
1.864 |
-0.010 |
-0.5% |
1.871 |
| High |
1.908 |
1.940 |
0.032 |
1.7% |
1.971 |
| Low |
1.855 |
1.844 |
-0.011 |
-0.6% |
1.855 |
| Close |
1.900 |
1.892 |
-0.008 |
-0.4% |
1.900 |
| Range |
0.053 |
0.096 |
0.043 |
81.1% |
0.116 |
| ATR |
0.070 |
0.072 |
0.002 |
2.6% |
0.000 |
| Volume |
23,823 |
35,056 |
11,233 |
47.2% |
168,311 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.180 |
2.132 |
1.945 |
|
| R3 |
2.084 |
2.036 |
1.918 |
|
| R2 |
1.988 |
1.988 |
1.910 |
|
| R1 |
1.940 |
1.940 |
1.901 |
1.964 |
| PP |
1.892 |
1.892 |
1.892 |
1.904 |
| S1 |
1.844 |
1.844 |
1.883 |
1.868 |
| S2 |
1.796 |
1.796 |
1.874 |
|
| S3 |
1.700 |
1.748 |
1.866 |
|
| S4 |
1.604 |
1.652 |
1.839 |
|
|
| 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 |
1.844 |
0.127 |
6.7% |
0.071 |
3.8% |
38% |
False |
True |
32,734 |
| 10 |
2.025 |
1.844 |
0.181 |
9.6% |
0.068 |
3.6% |
27% |
False |
True |
27,838 |
| 20 |
2.331 |
1.844 |
0.487 |
25.7% |
0.067 |
3.5% |
10% |
False |
True |
21,377 |
| 40 |
2.593 |
1.844 |
0.749 |
39.6% |
0.070 |
3.7% |
6% |
False |
True |
17,866 |
| 60 |
2.593 |
1.844 |
0.749 |
39.6% |
0.070 |
3.7% |
6% |
False |
True |
14,736 |
| 80 |
2.642 |
1.844 |
0.798 |
42.2% |
0.066 |
3.5% |
6% |
False |
True |
12,138 |
| 100 |
2.787 |
1.844 |
0.943 |
49.8% |
0.064 |
3.4% |
5% |
False |
True |
10,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.348 |
|
2.618 |
2.191 |
|
1.618 |
2.095 |
|
1.000 |
2.036 |
|
0.618 |
1.999 |
|
HIGH |
1.940 |
|
0.618 |
1.903 |
|
0.500 |
1.892 |
|
0.382 |
1.881 |
|
LOW |
1.844 |
|
0.618 |
1.785 |
|
1.000 |
1.748 |
|
1.618 |
1.689 |
|
2.618 |
1.593 |
|
4.250 |
1.436 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.892 |
1.892 |
| PP |
1.892 |
1.892 |
| S1 |
1.892 |
1.892 |
|