NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.628 |
1.707 |
0.079 |
4.9% |
1.711 |
| High |
1.740 |
1.740 |
0.000 |
0.0% |
1.775 |
| Low |
1.612 |
1.678 |
0.066 |
4.1% |
1.611 |
| Close |
1.690 |
1.712 |
0.022 |
1.3% |
1.666 |
| Range |
0.128 |
0.062 |
-0.066 |
-51.6% |
0.164 |
| ATR |
0.085 |
0.084 |
-0.002 |
-2.0% |
0.000 |
| Volume |
158,881 |
147,454 |
-11,427 |
-7.2% |
734,771 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.896 |
1.866 |
1.746 |
|
| R3 |
1.834 |
1.804 |
1.729 |
|
| R2 |
1.772 |
1.772 |
1.723 |
|
| R1 |
1.742 |
1.742 |
1.718 |
1.757 |
| PP |
1.710 |
1.710 |
1.710 |
1.718 |
| S1 |
1.680 |
1.680 |
1.706 |
1.695 |
| S2 |
1.648 |
1.648 |
1.701 |
|
| S3 |
1.586 |
1.618 |
1.695 |
|
| S4 |
1.524 |
1.556 |
1.678 |
|
|
| 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 |
1.746 |
1.611 |
0.135 |
7.9% |
0.082 |
4.8% |
75% |
False |
False |
134,979 |
| 10 |
1.862 |
1.611 |
0.251 |
14.7% |
0.077 |
4.5% |
40% |
False |
False |
140,130 |
| 20 |
2.179 |
1.611 |
0.568 |
33.2% |
0.077 |
4.5% |
18% |
False |
False |
113,287 |
| 40 |
2.511 |
1.611 |
0.900 |
52.6% |
0.082 |
4.8% |
11% |
False |
False |
82,940 |
| 60 |
2.512 |
1.611 |
0.901 |
52.6% |
0.081 |
4.8% |
11% |
False |
False |
68,050 |
| 80 |
2.581 |
1.611 |
0.970 |
56.7% |
0.077 |
4.5% |
10% |
False |
False |
58,055 |
| 100 |
2.746 |
1.611 |
1.135 |
66.3% |
0.075 |
4.4% |
9% |
False |
False |
50,908 |
| 120 |
2.876 |
1.611 |
1.265 |
73.9% |
0.070 |
4.1% |
8% |
False |
False |
44,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.004 |
|
2.618 |
1.902 |
|
1.618 |
1.840 |
|
1.000 |
1.802 |
|
0.618 |
1.778 |
|
HIGH |
1.740 |
|
0.618 |
1.716 |
|
0.500 |
1.709 |
|
0.382 |
1.702 |
|
LOW |
1.678 |
|
0.618 |
1.640 |
|
1.000 |
1.616 |
|
1.618 |
1.578 |
|
2.618 |
1.516 |
|
4.250 |
1.415 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.711 |
1.700 |
| PP |
1.710 |
1.688 |
| S1 |
1.709 |
1.676 |
|