NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.916 |
1.964 |
0.048 |
2.5% |
1.871 |
| High |
1.965 |
2.009 |
0.044 |
2.2% |
1.971 |
| Low |
1.903 |
1.936 |
0.033 |
1.7% |
1.855 |
| Close |
1.946 |
1.989 |
0.043 |
2.2% |
1.900 |
| Range |
0.062 |
0.073 |
0.011 |
17.7% |
0.116 |
| ATR |
0.070 |
0.070 |
0.000 |
0.3% |
0.000 |
| Volume |
30,641 |
37,371 |
6,730 |
22.0% |
168,311 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.197 |
2.166 |
2.029 |
|
| R3 |
2.124 |
2.093 |
2.009 |
|
| R2 |
2.051 |
2.051 |
2.002 |
|
| R1 |
2.020 |
2.020 |
1.996 |
2.036 |
| PP |
1.978 |
1.978 |
1.978 |
1.986 |
| S1 |
1.947 |
1.947 |
1.982 |
1.963 |
| S2 |
1.905 |
1.905 |
1.976 |
|
| S3 |
1.832 |
1.874 |
1.969 |
|
| S4 |
1.759 |
1.801 |
1.949 |
|
|
| 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 |
2.009 |
1.844 |
0.165 |
8.3% |
0.067 |
3.4% |
88% |
True |
False |
30,837 |
| 10 |
2.009 |
1.844 |
0.165 |
8.3% |
0.069 |
3.5% |
88% |
True |
False |
32,260 |
| 20 |
2.273 |
1.844 |
0.429 |
21.6% |
0.068 |
3.4% |
34% |
False |
False |
24,144 |
| 40 |
2.465 |
1.844 |
0.621 |
31.2% |
0.068 |
3.4% |
23% |
False |
False |
19,225 |
| 60 |
2.593 |
1.844 |
0.749 |
37.7% |
0.071 |
3.6% |
19% |
False |
False |
15,844 |
| 80 |
2.642 |
1.844 |
0.798 |
40.1% |
0.067 |
3.4% |
18% |
False |
False |
13,176 |
| 100 |
2.741 |
1.844 |
0.897 |
45.1% |
0.065 |
3.2% |
16% |
False |
False |
11,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.319 |
|
2.618 |
2.200 |
|
1.618 |
2.127 |
|
1.000 |
2.082 |
|
0.618 |
2.054 |
|
HIGH |
2.009 |
|
0.618 |
1.981 |
|
0.500 |
1.973 |
|
0.382 |
1.964 |
|
LOW |
1.936 |
|
0.618 |
1.891 |
|
1.000 |
1.863 |
|
1.618 |
1.818 |
|
2.618 |
1.745 |
|
4.250 |
1.626 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.984 |
1.973 |
| PP |
1.978 |
1.958 |
| S1 |
1.973 |
1.942 |
|