NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.111 |
2.073 |
-0.038 |
-1.8% |
2.024 |
| High |
2.132 |
2.089 |
-0.043 |
-2.0% |
2.132 |
| Low |
2.065 |
1.980 |
-0.085 |
-4.1% |
1.976 |
| Close |
2.085 |
1.999 |
-0.086 |
-4.1% |
2.085 |
| Range |
0.067 |
0.109 |
0.042 |
62.7% |
0.156 |
| ATR |
0.072 |
0.075 |
0.003 |
3.7% |
0.000 |
| Volume |
25,408 |
34,923 |
9,515 |
37.4% |
125,013 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.350 |
2.283 |
2.059 |
|
| R3 |
2.241 |
2.174 |
2.029 |
|
| R2 |
2.132 |
2.132 |
2.019 |
|
| R1 |
2.065 |
2.065 |
2.009 |
2.044 |
| PP |
2.023 |
2.023 |
2.023 |
2.012 |
| S1 |
1.956 |
1.956 |
1.989 |
1.935 |
| S2 |
1.914 |
1.914 |
1.979 |
|
| S3 |
1.805 |
1.847 |
1.969 |
|
| S4 |
1.696 |
1.738 |
1.939 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.532 |
2.465 |
2.171 |
|
| R3 |
2.376 |
2.309 |
2.128 |
|
| R2 |
2.220 |
2.220 |
2.114 |
|
| R1 |
2.153 |
2.153 |
2.099 |
2.187 |
| PP |
2.064 |
2.064 |
2.064 |
2.081 |
| S1 |
1.997 |
1.997 |
2.071 |
2.031 |
| S2 |
1.908 |
1.908 |
2.056 |
|
| S3 |
1.752 |
1.841 |
2.042 |
|
| S4 |
1.596 |
1.685 |
1.999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.132 |
1.980 |
0.152 |
7.6% |
0.084 |
4.2% |
13% |
False |
True |
27,136 |
| 10 |
2.132 |
1.875 |
0.257 |
12.9% |
0.074 |
3.7% |
48% |
False |
False |
27,995 |
| 20 |
2.132 |
1.844 |
0.288 |
14.4% |
0.071 |
3.5% |
54% |
False |
False |
27,917 |
| 40 |
2.413 |
1.844 |
0.569 |
28.5% |
0.069 |
3.5% |
27% |
False |
False |
22,018 |
| 60 |
2.593 |
1.844 |
0.749 |
37.5% |
0.072 |
3.6% |
21% |
False |
False |
18,012 |
| 80 |
2.593 |
1.844 |
0.749 |
37.5% |
0.068 |
3.4% |
21% |
False |
False |
15,204 |
| 100 |
2.642 |
1.844 |
0.798 |
39.9% |
0.067 |
3.4% |
19% |
False |
False |
12,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.552 |
|
2.618 |
2.374 |
|
1.618 |
2.265 |
|
1.000 |
2.198 |
|
0.618 |
2.156 |
|
HIGH |
2.089 |
|
0.618 |
2.047 |
|
0.500 |
2.035 |
|
0.382 |
2.022 |
|
LOW |
1.980 |
|
0.618 |
1.913 |
|
1.000 |
1.871 |
|
1.618 |
1.804 |
|
2.618 |
1.695 |
|
4.250 |
1.517 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.035 |
2.056 |
| PP |
2.023 |
2.037 |
| S1 |
2.011 |
2.018 |
|