NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.055 |
2.068 |
0.013 |
0.6% |
1.864 |
| High |
2.079 |
2.124 |
0.045 |
2.2% |
2.053 |
| Low |
2.019 |
2.030 |
0.011 |
0.5% |
1.844 |
| Close |
2.065 |
2.110 |
0.045 |
2.2% |
2.023 |
| Range |
0.060 |
0.094 |
0.034 |
56.7% |
0.209 |
| ATR |
0.071 |
0.073 |
0.002 |
2.3% |
0.000 |
| Volume |
20,323 |
32,074 |
11,751 |
57.8% |
155,077 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.370 |
2.334 |
2.162 |
|
| R3 |
2.276 |
2.240 |
2.136 |
|
| R2 |
2.182 |
2.182 |
2.127 |
|
| R1 |
2.146 |
2.146 |
2.119 |
2.164 |
| PP |
2.088 |
2.088 |
2.088 |
2.097 |
| S1 |
2.052 |
2.052 |
2.101 |
2.070 |
| S2 |
1.994 |
1.994 |
2.093 |
|
| S3 |
1.900 |
1.958 |
2.084 |
|
| S4 |
1.806 |
1.864 |
2.058 |
|
|
| 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 |
2.124 |
1.976 |
0.148 |
7.0% |
0.075 |
3.6% |
91% |
True |
False |
24,864 |
| 10 |
2.124 |
1.844 |
0.280 |
13.3% |
0.071 |
3.4% |
95% |
True |
False |
27,850 |
| 20 |
2.124 |
1.844 |
0.280 |
13.3% |
0.068 |
3.2% |
95% |
True |
False |
26,582 |
| 40 |
2.413 |
1.844 |
0.569 |
27.0% |
0.068 |
3.2% |
47% |
False |
False |
20,987 |
| 60 |
2.593 |
1.844 |
0.749 |
35.5% |
0.072 |
3.4% |
36% |
False |
False |
17,185 |
| 80 |
2.593 |
1.844 |
0.749 |
35.5% |
0.068 |
3.2% |
36% |
False |
False |
14,552 |
| 100 |
2.655 |
1.844 |
0.811 |
38.4% |
0.067 |
3.2% |
33% |
False |
False |
12,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.524 |
|
2.618 |
2.370 |
|
1.618 |
2.276 |
|
1.000 |
2.218 |
|
0.618 |
2.182 |
|
HIGH |
2.124 |
|
0.618 |
2.088 |
|
0.500 |
2.077 |
|
0.382 |
2.066 |
|
LOW |
2.030 |
|
0.618 |
1.972 |
|
1.000 |
1.936 |
|
1.618 |
1.878 |
|
2.618 |
1.784 |
|
4.250 |
1.631 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.099 |
2.096 |
| PP |
2.088 |
2.082 |
| S1 |
2.077 |
2.069 |
|