NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.942 |
1.954 |
0.012 |
0.6% |
1.750 |
| High |
1.970 |
2.026 |
0.056 |
2.8% |
1.947 |
| Low |
1.909 |
1.917 |
0.008 |
0.4% |
1.731 |
| Close |
1.955 |
2.011 |
0.056 |
2.9% |
1.915 |
| Range |
0.061 |
0.109 |
0.048 |
78.7% |
0.216 |
| ATR |
0.075 |
0.077 |
0.002 |
3.3% |
0.000 |
| Volume |
72,293 |
106,054 |
33,761 |
46.7% |
484,682 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.312 |
2.270 |
2.071 |
|
| R3 |
2.203 |
2.161 |
2.041 |
|
| R2 |
2.094 |
2.094 |
2.031 |
|
| R1 |
2.052 |
2.052 |
2.021 |
2.073 |
| PP |
1.985 |
1.985 |
1.985 |
1.995 |
| S1 |
1.943 |
1.943 |
2.001 |
1.964 |
| S2 |
1.876 |
1.876 |
1.991 |
|
| S3 |
1.767 |
1.834 |
1.981 |
|
| S4 |
1.658 |
1.725 |
1.951 |
|
|
| 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 |
2.026 |
1.869 |
0.157 |
7.8% |
0.080 |
4.0% |
90% |
True |
False |
80,645 |
| 10 |
2.026 |
1.731 |
0.295 |
14.7% |
0.076 |
3.8% |
95% |
True |
False |
84,379 |
| 20 |
2.026 |
1.731 |
0.295 |
14.7% |
0.072 |
3.6% |
95% |
True |
False |
67,264 |
| 40 |
2.380 |
1.731 |
0.649 |
32.3% |
0.074 |
3.7% |
43% |
False |
False |
53,802 |
| 60 |
2.549 |
1.731 |
0.818 |
40.7% |
0.077 |
3.8% |
34% |
False |
False |
42,268 |
| 80 |
2.549 |
1.731 |
0.818 |
40.7% |
0.072 |
3.6% |
34% |
False |
False |
35,261 |
| 100 |
2.637 |
1.731 |
0.906 |
45.1% |
0.071 |
3.5% |
31% |
False |
False |
29,606 |
| 120 |
2.809 |
1.731 |
1.078 |
53.6% |
0.066 |
3.3% |
26% |
False |
False |
25,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.489 |
|
2.618 |
2.311 |
|
1.618 |
2.202 |
|
1.000 |
2.135 |
|
0.618 |
2.093 |
|
HIGH |
2.026 |
|
0.618 |
1.984 |
|
0.500 |
1.972 |
|
0.382 |
1.959 |
|
LOW |
1.917 |
|
0.618 |
1.850 |
|
1.000 |
1.808 |
|
1.618 |
1.741 |
|
2.618 |
1.632 |
|
4.250 |
1.454 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.998 |
1.996 |
| PP |
1.985 |
1.981 |
| S1 |
1.972 |
1.966 |
|