NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.964 |
2.008 |
0.044 |
2.2% |
1.864 |
| High |
2.009 |
2.053 |
0.044 |
2.2% |
2.053 |
| Low |
1.936 |
1.996 |
0.060 |
3.1% |
1.844 |
| Close |
1.989 |
2.023 |
0.034 |
1.7% |
2.023 |
| Range |
0.073 |
0.057 |
-0.016 |
-21.9% |
0.209 |
| ATR |
0.070 |
0.070 |
0.000 |
-0.6% |
0.000 |
| Volume |
37,371 |
24,715 |
-12,656 |
-33.9% |
155,077 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.195 |
2.166 |
2.054 |
|
| R3 |
2.138 |
2.109 |
2.039 |
|
| R2 |
2.081 |
2.081 |
2.033 |
|
| R1 |
2.052 |
2.052 |
2.028 |
2.067 |
| PP |
2.024 |
2.024 |
2.024 |
2.031 |
| S1 |
1.995 |
1.995 |
2.018 |
2.010 |
| S2 |
1.967 |
1.967 |
2.013 |
|
| S3 |
1.910 |
1.938 |
2.007 |
|
| S4 |
1.853 |
1.881 |
1.992 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.600 |
2.521 |
2.138 |
|
| R3 |
2.391 |
2.312 |
2.080 |
|
| R2 |
2.182 |
2.182 |
2.061 |
|
| R1 |
2.103 |
2.103 |
2.042 |
2.143 |
| PP |
1.973 |
1.973 |
1.973 |
1.993 |
| S1 |
1.894 |
1.894 |
2.004 |
1.934 |
| S2 |
1.764 |
1.764 |
1.985 |
|
| S3 |
1.555 |
1.685 |
1.966 |
|
| S4 |
1.346 |
1.476 |
1.908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.053 |
1.844 |
0.209 |
10.3% |
0.068 |
3.4% |
86% |
True |
False |
31,015 |
| 10 |
2.053 |
1.844 |
0.209 |
10.3% |
0.066 |
3.3% |
86% |
True |
False |
32,338 |
| 20 |
2.222 |
1.844 |
0.378 |
18.7% |
0.067 |
3.3% |
47% |
False |
False |
24,448 |
| 40 |
2.463 |
1.844 |
0.619 |
30.6% |
0.069 |
3.4% |
29% |
False |
False |
19,507 |
| 60 |
2.593 |
1.844 |
0.749 |
37.0% |
0.072 |
3.5% |
24% |
False |
False |
16,148 |
| 80 |
2.642 |
1.844 |
0.798 |
39.4% |
0.067 |
3.3% |
22% |
False |
False |
13,452 |
| 100 |
2.741 |
1.844 |
0.897 |
44.3% |
0.065 |
3.2% |
20% |
False |
False |
11,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.295 |
|
2.618 |
2.202 |
|
1.618 |
2.145 |
|
1.000 |
2.110 |
|
0.618 |
2.088 |
|
HIGH |
2.053 |
|
0.618 |
2.031 |
|
0.500 |
2.025 |
|
0.382 |
2.018 |
|
LOW |
1.996 |
|
0.618 |
1.961 |
|
1.000 |
1.939 |
|
1.618 |
1.904 |
|
2.618 |
1.847 |
|
4.250 |
1.754 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.025 |
2.008 |
| PP |
2.024 |
1.993 |
| S1 |
2.024 |
1.978 |
|