NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.672 |
1.626 |
-0.046 |
-2.8% |
1.711 |
| High |
1.695 |
1.675 |
-0.020 |
-1.2% |
1.775 |
| Low |
1.630 |
1.611 |
-0.019 |
-1.2% |
1.611 |
| Close |
1.639 |
1.666 |
0.027 |
1.6% |
1.666 |
| Range |
0.065 |
0.064 |
-0.001 |
-1.5% |
0.164 |
| ATR |
0.084 |
0.082 |
-0.001 |
-1.7% |
0.000 |
| Volume |
139,558 |
100,277 |
-39,281 |
-28.1% |
734,771 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.843 |
1.818 |
1.701 |
|
| R3 |
1.779 |
1.754 |
1.684 |
|
| R2 |
1.715 |
1.715 |
1.678 |
|
| R1 |
1.690 |
1.690 |
1.672 |
1.703 |
| PP |
1.651 |
1.651 |
1.651 |
1.657 |
| S1 |
1.626 |
1.626 |
1.660 |
1.639 |
| S2 |
1.587 |
1.587 |
1.654 |
|
| S3 |
1.523 |
1.562 |
1.648 |
|
| S4 |
1.459 |
1.498 |
1.631 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.176 |
2.085 |
1.756 |
|
| R3 |
2.012 |
1.921 |
1.711 |
|
| R2 |
1.848 |
1.848 |
1.696 |
|
| R1 |
1.757 |
1.757 |
1.681 |
1.721 |
| PP |
1.684 |
1.684 |
1.684 |
1.666 |
| S1 |
1.593 |
1.593 |
1.651 |
1.557 |
| S2 |
1.520 |
1.520 |
1.636 |
|
| S3 |
1.356 |
1.429 |
1.621 |
|
| S4 |
1.192 |
1.265 |
1.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.775 |
1.611 |
0.164 |
9.8% |
0.071 |
4.3% |
34% |
False |
True |
146,954 |
| 10 |
1.893 |
1.611 |
0.282 |
16.9% |
0.071 |
4.2% |
20% |
False |
True |
128,354 |
| 20 |
2.223 |
1.611 |
0.612 |
36.7% |
0.075 |
4.5% |
9% |
False |
True |
107,446 |
| 40 |
2.512 |
1.611 |
0.901 |
54.1% |
0.082 |
4.9% |
6% |
False |
True |
77,679 |
| 60 |
2.512 |
1.611 |
0.901 |
54.1% |
0.080 |
4.8% |
6% |
False |
True |
64,353 |
| 80 |
2.581 |
1.611 |
0.970 |
58.2% |
0.077 |
4.6% |
6% |
False |
True |
54,862 |
| 100 |
2.746 |
1.611 |
1.135 |
68.1% |
0.073 |
4.4% |
5% |
False |
True |
48,095 |
| 120 |
2.912 |
1.611 |
1.301 |
78.1% |
0.069 |
4.1% |
4% |
False |
True |
42,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.947 |
|
2.618 |
1.843 |
|
1.618 |
1.779 |
|
1.000 |
1.739 |
|
0.618 |
1.715 |
|
HIGH |
1.675 |
|
0.618 |
1.651 |
|
0.500 |
1.643 |
|
0.382 |
1.635 |
|
LOW |
1.611 |
|
0.618 |
1.571 |
|
1.000 |
1.547 |
|
1.618 |
1.507 |
|
2.618 |
1.443 |
|
4.250 |
1.339 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.658 |
1.679 |
| PP |
1.651 |
1.674 |
| S1 |
1.643 |
1.670 |
|