NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.707 |
1.727 |
0.020 |
1.2% |
1.711 |
| High |
1.740 |
1.784 |
0.044 |
2.5% |
1.775 |
| Low |
1.678 |
1.715 |
0.037 |
2.2% |
1.611 |
| Close |
1.712 |
1.752 |
0.040 |
2.3% |
1.666 |
| Range |
0.062 |
0.069 |
0.007 |
11.3% |
0.164 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.0% |
0.000 |
| Volume |
147,454 |
160,681 |
13,227 |
9.0% |
734,771 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.957 |
1.924 |
1.790 |
|
| R3 |
1.888 |
1.855 |
1.771 |
|
| R2 |
1.819 |
1.819 |
1.765 |
|
| R1 |
1.786 |
1.786 |
1.758 |
1.803 |
| PP |
1.750 |
1.750 |
1.750 |
1.759 |
| S1 |
1.717 |
1.717 |
1.746 |
1.734 |
| S2 |
1.681 |
1.681 |
1.739 |
|
| S3 |
1.612 |
1.648 |
1.733 |
|
| S4 |
1.543 |
1.579 |
1.714 |
|
|
| 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 |
1.784 |
1.611 |
0.173 |
9.9% |
0.078 |
4.4% |
82% |
True |
False |
141,370 |
| 10 |
1.837 |
1.611 |
0.226 |
12.9% |
0.078 |
4.4% |
62% |
False |
False |
147,697 |
| 20 |
2.159 |
1.611 |
0.548 |
31.3% |
0.078 |
4.5% |
26% |
False |
False |
117,371 |
| 40 |
2.404 |
1.611 |
0.793 |
45.3% |
0.081 |
4.6% |
18% |
False |
False |
85,985 |
| 60 |
2.512 |
1.611 |
0.901 |
51.4% |
0.081 |
4.7% |
16% |
False |
False |
69,982 |
| 80 |
2.581 |
1.611 |
0.970 |
55.4% |
0.077 |
4.4% |
15% |
False |
False |
59,686 |
| 100 |
2.746 |
1.611 |
1.135 |
64.8% |
0.075 |
4.3% |
12% |
False |
False |
52,363 |
| 120 |
2.839 |
1.611 |
1.228 |
70.1% |
0.070 |
4.0% |
11% |
False |
False |
45,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.077 |
|
2.618 |
1.965 |
|
1.618 |
1.896 |
|
1.000 |
1.853 |
|
0.618 |
1.827 |
|
HIGH |
1.784 |
|
0.618 |
1.758 |
|
0.500 |
1.750 |
|
0.382 |
1.741 |
|
LOW |
1.715 |
|
0.618 |
1.672 |
|
1.000 |
1.646 |
|
1.618 |
1.603 |
|
2.618 |
1.534 |
|
4.250 |
1.422 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.751 |
1.734 |
| PP |
1.750 |
1.716 |
| S1 |
1.750 |
1.698 |
|