NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.100 |
2.131 |
0.031 |
1.5% |
1.955 |
| High |
2.151 |
2.150 |
-0.001 |
0.0% |
2.151 |
| Low |
2.093 |
2.076 |
-0.017 |
-0.8% |
1.939 |
| Close |
2.121 |
2.122 |
0.001 |
0.0% |
2.121 |
| Range |
0.058 |
0.074 |
0.016 |
27.6% |
0.212 |
| ATR |
0.066 |
0.067 |
0.001 |
0.9% |
0.000 |
| Volume |
29,486 |
25,543 |
-3,943 |
-13.4% |
150,012 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.338 |
2.304 |
2.163 |
|
| R3 |
2.264 |
2.230 |
2.142 |
|
| R2 |
2.190 |
2.190 |
2.136 |
|
| R1 |
2.156 |
2.156 |
2.129 |
2.136 |
| PP |
2.116 |
2.116 |
2.116 |
2.106 |
| S1 |
2.082 |
2.082 |
2.115 |
2.062 |
| S2 |
2.042 |
2.042 |
2.108 |
|
| S3 |
1.968 |
2.008 |
2.102 |
|
| S4 |
1.894 |
1.934 |
2.081 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.706 |
2.626 |
2.238 |
|
| R3 |
2.494 |
2.414 |
2.179 |
|
| R2 |
2.282 |
2.282 |
2.160 |
|
| R1 |
2.202 |
2.202 |
2.140 |
2.242 |
| PP |
2.070 |
2.070 |
2.070 |
2.091 |
| S1 |
1.990 |
1.990 |
2.102 |
2.030 |
| S2 |
1.858 |
1.858 |
2.082 |
|
| S3 |
1.646 |
1.778 |
2.063 |
|
| S4 |
1.434 |
1.566 |
2.004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.151 |
1.970 |
0.181 |
8.5% |
0.062 |
2.9% |
84% |
False |
False |
28,697 |
| 10 |
2.151 |
1.939 |
0.212 |
10.0% |
0.063 |
3.0% |
86% |
False |
False |
28,701 |
| 20 |
2.236 |
1.939 |
0.297 |
14.0% |
0.064 |
3.0% |
62% |
False |
False |
24,528 |
| 40 |
2.458 |
1.939 |
0.519 |
24.5% |
0.064 |
3.0% |
35% |
False |
False |
19,352 |
| 60 |
2.635 |
1.939 |
0.696 |
32.8% |
0.068 |
3.2% |
26% |
False |
False |
16,012 |
| 80 |
2.667 |
1.939 |
0.728 |
34.3% |
0.064 |
3.0% |
25% |
False |
False |
13,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.465 |
|
2.618 |
2.344 |
|
1.618 |
2.270 |
|
1.000 |
2.224 |
|
0.618 |
2.196 |
|
HIGH |
2.150 |
|
0.618 |
2.122 |
|
0.500 |
2.113 |
|
0.382 |
2.104 |
|
LOW |
2.076 |
|
0.618 |
2.030 |
|
1.000 |
2.002 |
|
1.618 |
1.956 |
|
2.618 |
1.882 |
|
4.250 |
1.762 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.119 |
2.112 |
| PP |
2.116 |
2.102 |
| S1 |
2.113 |
2.093 |
|