NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.967 |
1.981 |
0.014 |
0.7% |
2.073 |
| High |
2.003 |
2.053 |
0.050 |
2.5% |
2.089 |
| Low |
1.954 |
1.948 |
-0.006 |
-0.3% |
1.954 |
| Close |
1.989 |
2.048 |
0.059 |
3.0% |
1.989 |
| Range |
0.049 |
0.105 |
0.056 |
114.3% |
0.135 |
| ATR |
0.075 |
0.078 |
0.002 |
2.8% |
0.000 |
| Volume |
25,263 |
19,663 |
-5,600 |
-22.2% |
113,683 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.331 |
2.295 |
2.106 |
|
| R3 |
2.226 |
2.190 |
2.077 |
|
| R2 |
2.121 |
2.121 |
2.067 |
|
| R1 |
2.085 |
2.085 |
2.058 |
2.103 |
| PP |
2.016 |
2.016 |
2.016 |
2.026 |
| S1 |
1.980 |
1.980 |
2.038 |
1.998 |
| S2 |
1.911 |
1.911 |
2.029 |
|
| S3 |
1.806 |
1.875 |
2.019 |
|
| S4 |
1.701 |
1.770 |
1.990 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.416 |
2.337 |
2.063 |
|
| R3 |
2.281 |
2.202 |
2.026 |
|
| R2 |
2.146 |
2.146 |
2.014 |
|
| R1 |
2.067 |
2.067 |
2.001 |
2.039 |
| PP |
2.011 |
2.011 |
2.011 |
1.997 |
| S1 |
1.932 |
1.932 |
1.977 |
1.904 |
| S2 |
1.876 |
1.876 |
1.964 |
|
| S3 |
1.741 |
1.797 |
1.952 |
|
| S4 |
1.606 |
1.662 |
1.915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.089 |
1.948 |
0.141 |
6.9% |
0.090 |
4.4% |
71% |
False |
True |
26,669 |
| 10 |
2.132 |
1.948 |
0.184 |
9.0% |
0.084 |
4.1% |
54% |
False |
True |
25,835 |
| 20 |
2.132 |
1.844 |
0.288 |
14.1% |
0.075 |
3.7% |
71% |
False |
False |
29,087 |
| 40 |
2.413 |
1.844 |
0.569 |
27.8% |
0.071 |
3.5% |
36% |
False |
False |
22,893 |
| 60 |
2.593 |
1.844 |
0.749 |
36.6% |
0.073 |
3.6% |
27% |
False |
False |
19,150 |
| 80 |
2.593 |
1.844 |
0.749 |
36.6% |
0.070 |
3.4% |
27% |
False |
False |
16,300 |
| 100 |
2.642 |
1.844 |
0.798 |
39.0% |
0.067 |
3.3% |
26% |
False |
False |
13,688 |
| 120 |
2.787 |
1.844 |
0.943 |
46.0% |
0.064 |
3.1% |
22% |
False |
False |
11,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.499 |
|
2.618 |
2.328 |
|
1.618 |
2.223 |
|
1.000 |
2.158 |
|
0.618 |
2.118 |
|
HIGH |
2.053 |
|
0.618 |
2.013 |
|
0.500 |
2.001 |
|
0.382 |
1.988 |
|
LOW |
1.948 |
|
0.618 |
1.883 |
|
1.000 |
1.843 |
|
1.618 |
1.778 |
|
2.618 |
1.673 |
|
4.250 |
1.502 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.032 |
2.035 |
| PP |
2.016 |
2.023 |
| S1 |
2.001 |
2.010 |
|