NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.815 |
1.866 |
0.051 |
2.8% |
1.783 |
| High |
1.866 |
1.906 |
0.040 |
2.1% |
1.878 |
| Low |
1.802 |
1.832 |
0.030 |
1.7% |
1.735 |
| Close |
1.846 |
1.883 |
0.037 |
2.0% |
1.787 |
| Range |
0.064 |
0.074 |
0.010 |
15.6% |
0.143 |
| ATR |
0.076 |
0.075 |
0.000 |
-0.1% |
0.000 |
| Volume |
93,795 |
110,716 |
16,921 |
18.0% |
329,667 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.096 |
2.063 |
1.924 |
|
| R3 |
2.022 |
1.989 |
1.903 |
|
| R2 |
1.948 |
1.948 |
1.897 |
|
| R1 |
1.915 |
1.915 |
1.890 |
1.932 |
| PP |
1.874 |
1.874 |
1.874 |
1.882 |
| S1 |
1.841 |
1.841 |
1.876 |
1.858 |
| S2 |
1.800 |
1.800 |
1.869 |
|
| S3 |
1.726 |
1.767 |
1.863 |
|
| S4 |
1.652 |
1.693 |
1.842 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.229 |
2.151 |
1.866 |
|
| R3 |
2.086 |
2.008 |
1.826 |
|
| R2 |
1.943 |
1.943 |
1.813 |
|
| R1 |
1.865 |
1.865 |
1.800 |
1.904 |
| PP |
1.800 |
1.800 |
1.800 |
1.820 |
| S1 |
1.722 |
1.722 |
1.774 |
1.761 |
| S2 |
1.657 |
1.657 |
1.761 |
|
| S3 |
1.514 |
1.579 |
1.748 |
|
| S4 |
1.371 |
1.436 |
1.708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.906 |
1.731 |
0.175 |
9.3% |
0.073 |
3.9% |
87% |
True |
False |
88,113 |
| 10 |
1.906 |
1.731 |
0.175 |
9.3% |
0.073 |
3.9% |
87% |
True |
False |
76,407 |
| 20 |
2.217 |
1.731 |
0.486 |
25.8% |
0.073 |
3.9% |
31% |
False |
False |
56,527 |
| 40 |
2.409 |
1.731 |
0.678 |
36.0% |
0.074 |
3.9% |
22% |
False |
False |
46,497 |
| 60 |
2.549 |
1.731 |
0.818 |
43.4% |
0.076 |
4.0% |
19% |
False |
False |
37,069 |
| 80 |
2.602 |
1.731 |
0.871 |
46.3% |
0.071 |
3.8% |
17% |
False |
False |
30,651 |
| 100 |
2.704 |
1.731 |
0.973 |
51.7% |
0.069 |
3.7% |
16% |
False |
False |
25,720 |
| 120 |
2.831 |
1.731 |
1.100 |
58.4% |
0.065 |
3.4% |
14% |
False |
False |
21,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.221 |
|
2.618 |
2.100 |
|
1.618 |
2.026 |
|
1.000 |
1.980 |
|
0.618 |
1.952 |
|
HIGH |
1.906 |
|
0.618 |
1.878 |
|
0.500 |
1.869 |
|
0.382 |
1.860 |
|
LOW |
1.832 |
|
0.618 |
1.786 |
|
1.000 |
1.758 |
|
1.618 |
1.712 |
|
2.618 |
1.638 |
|
4.250 |
1.518 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.878 |
1.868 |
| PP |
1.874 |
1.854 |
| S1 |
1.869 |
1.839 |
|