NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.106 |
2.056 |
-0.050 |
-2.4% |
1.981 |
| High |
2.132 |
2.084 |
-0.048 |
-2.3% |
2.132 |
| Low |
2.032 |
2.022 |
-0.010 |
-0.5% |
1.948 |
| Close |
2.054 |
2.052 |
-0.002 |
-0.1% |
2.052 |
| Range |
0.100 |
0.062 |
-0.038 |
-38.0% |
0.184 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.4% |
0.000 |
| Volume |
54,346 |
33,386 |
-20,960 |
-38.6% |
171,435 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.239 |
2.207 |
2.086 |
|
| R3 |
2.177 |
2.145 |
2.069 |
|
| R2 |
2.115 |
2.115 |
2.063 |
|
| R1 |
2.083 |
2.083 |
2.058 |
2.068 |
| PP |
2.053 |
2.053 |
2.053 |
2.045 |
| S1 |
2.021 |
2.021 |
2.046 |
2.006 |
| S2 |
1.991 |
1.991 |
2.041 |
|
| S3 |
1.929 |
1.959 |
2.035 |
|
| S4 |
1.867 |
1.897 |
2.018 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.596 |
2.508 |
2.153 |
|
| R3 |
2.412 |
2.324 |
2.103 |
|
| R2 |
2.228 |
2.228 |
2.086 |
|
| R1 |
2.140 |
2.140 |
2.069 |
2.184 |
| PP |
2.044 |
2.044 |
2.044 |
2.066 |
| S1 |
1.956 |
1.956 |
2.035 |
2.000 |
| S2 |
1.860 |
1.860 |
2.018 |
|
| S3 |
1.676 |
1.772 |
2.001 |
|
| S4 |
1.492 |
1.588 |
1.951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.132 |
1.948 |
0.184 |
9.0% |
0.079 |
3.8% |
57% |
False |
False |
34,287 |
| 10 |
2.132 |
1.948 |
0.184 |
9.0% |
0.081 |
3.9% |
57% |
False |
False |
31,052 |
| 20 |
2.132 |
1.844 |
0.288 |
14.0% |
0.076 |
3.7% |
72% |
False |
False |
29,451 |
| 40 |
2.331 |
1.844 |
0.487 |
23.7% |
0.071 |
3.5% |
43% |
False |
False |
24,646 |
| 60 |
2.593 |
1.844 |
0.749 |
36.5% |
0.072 |
3.5% |
28% |
False |
False |
21,113 |
| 80 |
2.593 |
1.844 |
0.749 |
36.5% |
0.071 |
3.5% |
28% |
False |
False |
17,976 |
| 100 |
2.642 |
1.844 |
0.798 |
38.9% |
0.068 |
3.3% |
26% |
False |
False |
15,070 |
| 120 |
2.787 |
1.844 |
0.943 |
46.0% |
0.065 |
3.2% |
22% |
False |
False |
13,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.348 |
|
2.618 |
2.246 |
|
1.618 |
2.184 |
|
1.000 |
2.146 |
|
0.618 |
2.122 |
|
HIGH |
2.084 |
|
0.618 |
2.060 |
|
0.500 |
2.053 |
|
0.382 |
2.046 |
|
LOW |
2.022 |
|
0.618 |
1.984 |
|
1.000 |
1.960 |
|
1.618 |
1.922 |
|
2.618 |
1.860 |
|
4.250 |
1.759 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.053 |
2.077 |
| PP |
2.053 |
2.069 |
| S1 |
2.052 |
2.060 |
|