NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.984 |
2.035 |
0.051 |
2.6% |
2.024 |
| High |
2.042 |
2.072 |
0.030 |
1.5% |
2.132 |
| Low |
1.968 |
1.959 |
-0.009 |
-0.5% |
1.976 |
| Close |
2.035 |
1.974 |
-0.061 |
-3.0% |
2.085 |
| Range |
0.074 |
0.113 |
0.039 |
52.7% |
0.156 |
| ATR |
0.075 |
0.077 |
0.003 |
3.7% |
0.000 |
| Volume |
25,017 |
28,480 |
3,463 |
13.8% |
125,013 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.341 |
2.270 |
2.036 |
|
| R3 |
2.228 |
2.157 |
2.005 |
|
| R2 |
2.115 |
2.115 |
1.995 |
|
| R1 |
2.044 |
2.044 |
1.984 |
2.023 |
| PP |
2.002 |
2.002 |
2.002 |
1.991 |
| S1 |
1.931 |
1.931 |
1.964 |
1.910 |
| S2 |
1.889 |
1.889 |
1.953 |
|
| S3 |
1.776 |
1.818 |
1.943 |
|
| S4 |
1.663 |
1.705 |
1.912 |
|
|
| 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 |
1.959 |
0.173 |
8.8% |
0.091 |
4.6% |
9% |
False |
True |
29,180 |
| 10 |
2.132 |
1.936 |
0.196 |
9.9% |
0.081 |
4.1% |
19% |
False |
False |
27,551 |
| 20 |
2.132 |
1.844 |
0.288 |
14.6% |
0.075 |
3.8% |
45% |
False |
False |
29,255 |
| 40 |
2.413 |
1.844 |
0.569 |
28.8% |
0.070 |
3.6% |
23% |
False |
False |
22,680 |
| 60 |
2.593 |
1.844 |
0.749 |
37.9% |
0.074 |
3.7% |
17% |
False |
False |
18,767 |
| 80 |
2.593 |
1.844 |
0.749 |
37.9% |
0.069 |
3.5% |
17% |
False |
False |
15,794 |
| 100 |
2.642 |
1.844 |
0.798 |
40.4% |
0.068 |
3.4% |
16% |
False |
False |
13,329 |
| 120 |
2.787 |
1.844 |
0.943 |
47.8% |
0.063 |
3.2% |
14% |
False |
False |
11,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.552 |
|
2.618 |
2.368 |
|
1.618 |
2.255 |
|
1.000 |
2.185 |
|
0.618 |
2.142 |
|
HIGH |
2.072 |
|
0.618 |
2.029 |
|
0.500 |
2.016 |
|
0.382 |
2.002 |
|
LOW |
1.959 |
|
0.618 |
1.889 |
|
1.000 |
1.846 |
|
1.618 |
1.776 |
|
2.618 |
1.663 |
|
4.250 |
1.479 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.016 |
2.024 |
| PP |
2.002 |
2.007 |
| S1 |
1.988 |
1.991 |
|