NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.741 |
1.672 |
-0.069 |
-4.0% |
1.854 |
| High |
1.746 |
1.695 |
-0.051 |
-2.9% |
1.893 |
| Low |
1.657 |
1.630 |
-0.027 |
-1.6% |
1.731 |
| Close |
1.678 |
1.639 |
-0.039 |
-2.3% |
1.791 |
| Range |
0.089 |
0.065 |
-0.024 |
-27.0% |
0.162 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.7% |
0.000 |
| Volume |
128,726 |
139,558 |
10,832 |
8.4% |
548,775 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.850 |
1.809 |
1.675 |
|
| R3 |
1.785 |
1.744 |
1.657 |
|
| R2 |
1.720 |
1.720 |
1.651 |
|
| R1 |
1.679 |
1.679 |
1.645 |
1.667 |
| PP |
1.655 |
1.655 |
1.655 |
1.649 |
| S1 |
1.614 |
1.614 |
1.633 |
1.602 |
| S2 |
1.590 |
1.590 |
1.627 |
|
| S3 |
1.525 |
1.549 |
1.621 |
|
| S4 |
1.460 |
1.484 |
1.603 |
|
|
| 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 |
1.805 |
1.630 |
0.175 |
10.7% |
0.073 |
4.5% |
5% |
False |
True |
150,009 |
| 10 |
1.941 |
1.630 |
0.311 |
19.0% |
0.072 |
4.4% |
3% |
False |
True |
127,900 |
| 20 |
2.223 |
1.630 |
0.593 |
36.2% |
0.076 |
4.6% |
2% |
False |
True |
105,659 |
| 40 |
2.512 |
1.630 |
0.882 |
53.8% |
0.083 |
5.0% |
1% |
False |
True |
76,308 |
| 60 |
2.512 |
1.630 |
0.882 |
53.8% |
0.080 |
4.9% |
1% |
False |
True |
63,454 |
| 80 |
2.581 |
1.630 |
0.951 |
58.0% |
0.077 |
4.7% |
1% |
False |
True |
53,942 |
| 100 |
2.746 |
1.630 |
1.116 |
68.1% |
0.073 |
4.5% |
1% |
False |
True |
47,199 |
| 120 |
2.912 |
1.630 |
1.282 |
78.2% |
0.069 |
4.2% |
1% |
False |
True |
41,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.971 |
|
2.618 |
1.865 |
|
1.618 |
1.800 |
|
1.000 |
1.760 |
|
0.618 |
1.735 |
|
HIGH |
1.695 |
|
0.618 |
1.670 |
|
0.500 |
1.663 |
|
0.382 |
1.655 |
|
LOW |
1.630 |
|
0.618 |
1.590 |
|
1.000 |
1.565 |
|
1.618 |
1.525 |
|
2.618 |
1.460 |
|
4.250 |
1.354 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.663 |
1.703 |
| PP |
1.655 |
1.681 |
| S1 |
1.647 |
1.660 |
|