NYMEX Natural Gas Future May 2016
Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.888 |
1.935 |
0.047 |
2.5% |
1.915 |
High |
1.944 |
1.973 |
0.029 |
1.5% |
2.032 |
Low |
1.874 |
1.853 |
-0.021 |
-1.1% |
1.869 |
Close |
1.937 |
1.868 |
-0.069 |
-3.6% |
1.989 |
Range |
0.070 |
0.120 |
0.050 |
71.4% |
0.163 |
ATR |
0.078 |
0.081 |
0.003 |
3.8% |
0.000 |
Volume |
83,378 |
102,488 |
19,110 |
22.9% |
399,953 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.258 |
2.183 |
1.934 |
|
R3 |
2.138 |
2.063 |
1.901 |
|
R2 |
2.018 |
2.018 |
1.890 |
|
R1 |
1.943 |
1.943 |
1.879 |
1.921 |
PP |
1.898 |
1.898 |
1.898 |
1.887 |
S1 |
1.823 |
1.823 |
1.857 |
1.801 |
S2 |
1.778 |
1.778 |
1.846 |
|
S3 |
1.658 |
1.703 |
1.835 |
|
S4 |
1.538 |
1.583 |
1.802 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.452 |
2.384 |
2.079 |
|
R3 |
2.289 |
2.221 |
2.034 |
|
R2 |
2.126 |
2.126 |
2.019 |
|
R1 |
2.058 |
2.058 |
2.004 |
2.092 |
PP |
1.963 |
1.963 |
1.963 |
1.981 |
S1 |
1.895 |
1.895 |
1.974 |
1.929 |
S2 |
1.800 |
1.800 |
1.959 |
|
S3 |
1.637 |
1.732 |
1.944 |
|
S4 |
1.474 |
1.569 |
1.899 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.032 |
1.853 |
0.179 |
9.6% |
0.095 |
5.1% |
8% |
False |
True |
93,187 |
10 |
2.032 |
1.832 |
0.200 |
10.7% |
0.084 |
4.5% |
18% |
False |
False |
87,382 |
20 |
2.032 |
1.731 |
0.301 |
16.1% |
0.078 |
4.2% |
46% |
False |
False |
79,178 |
40 |
2.380 |
1.731 |
0.649 |
34.7% |
0.076 |
4.0% |
21% |
False |
False |
59,824 |
60 |
2.549 |
1.731 |
0.818 |
43.8% |
0.079 |
4.2% |
17% |
False |
False |
47,498 |
80 |
2.549 |
1.731 |
0.818 |
43.8% |
0.073 |
3.9% |
17% |
False |
False |
39,328 |
100 |
2.602 |
1.731 |
0.871 |
46.6% |
0.072 |
3.8% |
16% |
False |
False |
32,951 |
120 |
2.760 |
1.731 |
1.029 |
55.1% |
0.068 |
3.6% |
13% |
False |
False |
28,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.483 |
2.618 |
2.287 |
1.618 |
2.167 |
1.000 |
2.093 |
0.618 |
2.047 |
HIGH |
1.973 |
0.618 |
1.927 |
0.500 |
1.913 |
0.382 |
1.899 |
LOW |
1.853 |
0.618 |
1.779 |
1.000 |
1.733 |
1.618 |
1.659 |
2.618 |
1.539 |
4.250 |
1.343 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.913 |
1.923 |
PP |
1.898 |
1.905 |
S1 |
1.883 |
1.886 |
|