NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.711 |
1.707 |
-0.004 |
-0.2% |
1.854 |
| High |
1.737 |
1.775 |
0.038 |
2.2% |
1.893 |
| Low |
1.690 |
1.685 |
-0.005 |
-0.3% |
1.731 |
| Close |
1.711 |
1.742 |
0.031 |
1.8% |
1.791 |
| Range |
0.047 |
0.090 |
0.043 |
91.5% |
0.162 |
| ATR |
0.084 |
0.085 |
0.000 |
0.5% |
0.000 |
| Volume |
173,244 |
192,966 |
19,722 |
11.4% |
548,775 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.004 |
1.963 |
1.792 |
|
| R3 |
1.914 |
1.873 |
1.767 |
|
| R2 |
1.824 |
1.824 |
1.759 |
|
| R1 |
1.783 |
1.783 |
1.750 |
1.804 |
| PP |
1.734 |
1.734 |
1.734 |
1.744 |
| S1 |
1.693 |
1.693 |
1.734 |
1.714 |
| S2 |
1.644 |
1.644 |
1.726 |
|
| S3 |
1.554 |
1.603 |
1.717 |
|
| S4 |
1.464 |
1.513 |
1.693 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.291 |
2.203 |
1.880 |
|
| R3 |
2.129 |
2.041 |
1.836 |
|
| R2 |
1.967 |
1.967 |
1.821 |
|
| R1 |
1.879 |
1.879 |
1.806 |
1.842 |
| PP |
1.805 |
1.805 |
1.805 |
1.787 |
| S1 |
1.717 |
1.717 |
1.776 |
1.680 |
| S2 |
1.643 |
1.643 |
1.761 |
|
| S3 |
1.481 |
1.555 |
1.746 |
|
| S4 |
1.319 |
1.393 |
1.702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.862 |
1.685 |
0.177 |
10.2% |
0.072 |
4.1% |
32% |
False |
True |
145,280 |
| 10 |
2.028 |
1.685 |
0.343 |
19.7% |
0.074 |
4.2% |
17% |
False |
True |
118,038 |
| 20 |
2.223 |
1.685 |
0.538 |
30.9% |
0.079 |
4.5% |
11% |
False |
True |
99,040 |
| 40 |
2.512 |
1.685 |
0.827 |
47.5% |
0.083 |
4.8% |
7% |
False |
True |
71,506 |
| 60 |
2.512 |
1.685 |
0.827 |
47.5% |
0.079 |
4.5% |
7% |
False |
True |
59,840 |
| 80 |
2.581 |
1.685 |
0.896 |
51.4% |
0.077 |
4.4% |
6% |
False |
True |
51,159 |
| 100 |
2.746 |
1.685 |
1.061 |
60.9% |
0.073 |
4.2% |
5% |
False |
True |
44,784 |
| 120 |
2.912 |
1.685 |
1.227 |
70.4% |
0.068 |
3.9% |
5% |
False |
True |
39,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.158 |
|
2.618 |
2.011 |
|
1.618 |
1.921 |
|
1.000 |
1.865 |
|
0.618 |
1.831 |
|
HIGH |
1.775 |
|
0.618 |
1.741 |
|
0.500 |
1.730 |
|
0.382 |
1.719 |
|
LOW |
1.685 |
|
0.618 |
1.629 |
|
1.000 |
1.595 |
|
1.618 |
1.539 |
|
2.618 |
1.449 |
|
4.250 |
1.303 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.738 |
1.745 |
| PP |
1.734 |
1.744 |
| S1 |
1.730 |
1.743 |
|