NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.915 |
1.918 |
0.003 |
0.2% |
1.750 |
| High |
1.948 |
1.994 |
0.046 |
2.4% |
1.947 |
| Low |
1.869 |
1.905 |
0.036 |
1.9% |
1.731 |
| Close |
1.914 |
1.945 |
0.031 |
1.6% |
1.915 |
| Range |
0.079 |
0.089 |
0.010 |
12.7% |
0.216 |
| ATR |
0.075 |
0.076 |
0.001 |
1.3% |
0.000 |
| Volume |
62,579 |
75,943 |
13,364 |
21.4% |
484,682 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.215 |
2.169 |
1.994 |
|
| R3 |
2.126 |
2.080 |
1.969 |
|
| R2 |
2.037 |
2.037 |
1.961 |
|
| R1 |
1.991 |
1.991 |
1.953 |
2.014 |
| PP |
1.948 |
1.948 |
1.948 |
1.960 |
| S1 |
1.902 |
1.902 |
1.937 |
1.925 |
| S2 |
1.859 |
1.859 |
1.929 |
|
| S3 |
1.770 |
1.813 |
1.921 |
|
| S4 |
1.681 |
1.724 |
1.896 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.512 |
2.430 |
2.034 |
|
| R3 |
2.296 |
2.214 |
1.974 |
|
| R2 |
2.080 |
2.080 |
1.955 |
|
| R1 |
1.998 |
1.998 |
1.935 |
2.039 |
| PP |
1.864 |
1.864 |
1.864 |
1.885 |
| S1 |
1.782 |
1.782 |
1.895 |
1.823 |
| S2 |
1.648 |
1.648 |
1.875 |
|
| S3 |
1.432 |
1.566 |
1.856 |
|
| S4 |
1.216 |
1.350 |
1.796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.994 |
1.802 |
0.192 |
9.9% |
0.073 |
3.8% |
74% |
True |
False |
85,877 |
| 10 |
1.994 |
1.731 |
0.263 |
13.5% |
0.073 |
3.7% |
81% |
True |
False |
77,398 |
| 20 |
2.092 |
1.731 |
0.361 |
18.6% |
0.071 |
3.7% |
59% |
False |
False |
61,178 |
| 40 |
2.380 |
1.731 |
0.649 |
33.4% |
0.074 |
3.8% |
33% |
False |
False |
50,543 |
| 60 |
2.549 |
1.731 |
0.818 |
42.1% |
0.076 |
3.9% |
26% |
False |
False |
39,941 |
| 80 |
2.584 |
1.731 |
0.853 |
43.9% |
0.072 |
3.7% |
25% |
False |
False |
33,236 |
| 100 |
2.692 |
1.731 |
0.961 |
49.4% |
0.070 |
3.6% |
22% |
False |
False |
27,898 |
| 120 |
2.809 |
1.731 |
1.078 |
55.4% |
0.066 |
3.4% |
20% |
False |
False |
23,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.372 |
|
2.618 |
2.227 |
|
1.618 |
2.138 |
|
1.000 |
2.083 |
|
0.618 |
2.049 |
|
HIGH |
1.994 |
|
0.618 |
1.960 |
|
0.500 |
1.950 |
|
0.382 |
1.939 |
|
LOW |
1.905 |
|
0.618 |
1.850 |
|
1.000 |
1.816 |
|
1.618 |
1.761 |
|
2.618 |
1.672 |
|
4.250 |
1.527 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.950 |
1.941 |
| PP |
1.948 |
1.936 |
| S1 |
1.947 |
1.932 |
|