NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.918 |
1.942 |
0.024 |
1.3% |
1.750 |
| High |
1.994 |
1.970 |
-0.024 |
-1.2% |
1.947 |
| Low |
1.905 |
1.909 |
0.004 |
0.2% |
1.731 |
| Close |
1.945 |
1.955 |
0.010 |
0.5% |
1.915 |
| Range |
0.089 |
0.061 |
-0.028 |
-31.5% |
0.216 |
| ATR |
0.076 |
0.075 |
-0.001 |
-1.4% |
0.000 |
| Volume |
75,943 |
72,293 |
-3,650 |
-4.8% |
484,682 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.128 |
2.102 |
1.989 |
|
| R3 |
2.067 |
2.041 |
1.972 |
|
| R2 |
2.006 |
2.006 |
1.966 |
|
| R1 |
1.980 |
1.980 |
1.961 |
1.993 |
| PP |
1.945 |
1.945 |
1.945 |
1.951 |
| S1 |
1.919 |
1.919 |
1.949 |
1.932 |
| S2 |
1.884 |
1.884 |
1.944 |
|
| S3 |
1.823 |
1.858 |
1.938 |
|
| S4 |
1.762 |
1.797 |
1.921 |
|
|
| 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 |
1.832 |
0.162 |
8.3% |
0.073 |
3.7% |
76% |
False |
False |
81,577 |
| 10 |
1.994 |
1.731 |
0.263 |
13.5% |
0.071 |
3.6% |
85% |
False |
False |
80,029 |
| 20 |
2.087 |
1.731 |
0.356 |
18.2% |
0.071 |
3.6% |
63% |
False |
False |
63,651 |
| 40 |
2.380 |
1.731 |
0.649 |
33.2% |
0.073 |
3.7% |
35% |
False |
False |
51,610 |
| 60 |
2.549 |
1.731 |
0.818 |
41.8% |
0.076 |
3.9% |
27% |
False |
False |
40,768 |
| 80 |
2.549 |
1.731 |
0.818 |
41.8% |
0.072 |
3.7% |
27% |
False |
False |
34,049 |
| 100 |
2.660 |
1.731 |
0.929 |
47.5% |
0.070 |
3.6% |
24% |
False |
False |
28,580 |
| 120 |
2.809 |
1.731 |
1.078 |
55.1% |
0.066 |
3.4% |
21% |
False |
False |
24,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.229 |
|
2.618 |
2.130 |
|
1.618 |
2.069 |
|
1.000 |
2.031 |
|
0.618 |
2.008 |
|
HIGH |
1.970 |
|
0.618 |
1.947 |
|
0.500 |
1.940 |
|
0.382 |
1.932 |
|
LOW |
1.909 |
|
0.618 |
1.871 |
|
1.000 |
1.848 |
|
1.618 |
1.810 |
|
2.618 |
1.749 |
|
4.250 |
1.650 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.950 |
1.947 |
| PP |
1.945 |
1.939 |
| S1 |
1.940 |
1.932 |
|