NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.061 |
2.085 |
0.024 |
1.2% |
2.073 |
| High |
2.103 |
2.127 |
0.024 |
1.1% |
2.089 |
| Low |
2.027 |
2.076 |
0.049 |
2.4% |
1.954 |
| Close |
2.097 |
2.110 |
0.013 |
0.6% |
1.989 |
| Range |
0.076 |
0.051 |
-0.025 |
-32.9% |
0.135 |
| ATR |
0.077 |
0.076 |
-0.002 |
-2.4% |
0.000 |
| Volume |
35,391 |
28,649 |
-6,742 |
-19.1% |
113,683 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.257 |
2.235 |
2.138 |
|
| R3 |
2.206 |
2.184 |
2.124 |
|
| R2 |
2.155 |
2.155 |
2.119 |
|
| R1 |
2.133 |
2.133 |
2.115 |
2.144 |
| PP |
2.104 |
2.104 |
2.104 |
2.110 |
| S1 |
2.082 |
2.082 |
2.105 |
2.093 |
| S2 |
2.053 |
2.053 |
2.101 |
|
| S3 |
2.002 |
2.031 |
2.096 |
|
| S4 |
1.951 |
1.980 |
2.082 |
|
|
| 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 |
2.127 |
1.948 |
0.179 |
8.5% |
0.079 |
3.7% |
91% |
True |
False |
27,489 |
| 10 |
2.132 |
1.948 |
0.184 |
8.7% |
0.080 |
3.8% |
88% |
False |
False |
27,519 |
| 20 |
2.132 |
1.844 |
0.288 |
13.6% |
0.074 |
3.5% |
92% |
False |
False |
27,628 |
| 40 |
2.331 |
1.844 |
0.487 |
23.1% |
0.071 |
3.4% |
55% |
False |
False |
23,555 |
| 60 |
2.593 |
1.844 |
0.749 |
35.5% |
0.072 |
3.4% |
36% |
False |
False |
19,935 |
| 80 |
2.593 |
1.844 |
0.749 |
35.5% |
0.070 |
3.3% |
36% |
False |
False |
16,964 |
| 100 |
2.642 |
1.844 |
0.798 |
37.8% |
0.068 |
3.2% |
33% |
False |
False |
14,234 |
| 120 |
2.787 |
1.844 |
0.943 |
44.7% |
0.064 |
3.1% |
28% |
False |
False |
12,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.344 |
|
2.618 |
2.261 |
|
1.618 |
2.210 |
|
1.000 |
2.178 |
|
0.618 |
2.159 |
|
HIGH |
2.127 |
|
0.618 |
2.108 |
|
0.500 |
2.102 |
|
0.382 |
2.095 |
|
LOW |
2.076 |
|
0.618 |
2.044 |
|
1.000 |
2.025 |
|
1.618 |
1.993 |
|
2.618 |
1.942 |
|
4.250 |
1.859 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.107 |
2.086 |
| PP |
2.104 |
2.062 |
| S1 |
2.102 |
2.038 |
|