NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.727 |
1.764 |
0.037 |
2.1% |
1.711 |
| High |
1.784 |
1.812 |
0.028 |
1.6% |
1.775 |
| Low |
1.715 |
1.733 |
0.018 |
1.0% |
1.611 |
| Close |
1.752 |
1.788 |
0.036 |
2.1% |
1.666 |
| Range |
0.069 |
0.079 |
0.010 |
14.5% |
0.164 |
| ATR |
0.083 |
0.083 |
0.000 |
-0.3% |
0.000 |
| Volume |
160,681 |
183,310 |
22,629 |
14.1% |
734,771 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.015 |
1.980 |
1.831 |
|
| R3 |
1.936 |
1.901 |
1.810 |
|
| R2 |
1.857 |
1.857 |
1.802 |
|
| R1 |
1.822 |
1.822 |
1.795 |
1.840 |
| PP |
1.778 |
1.778 |
1.778 |
1.786 |
| S1 |
1.743 |
1.743 |
1.781 |
1.761 |
| S2 |
1.699 |
1.699 |
1.774 |
|
| S3 |
1.620 |
1.664 |
1.766 |
|
| S4 |
1.541 |
1.585 |
1.745 |
|
|
| 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 |
1.812 |
1.611 |
0.201 |
11.2% |
0.080 |
4.5% |
88% |
True |
False |
150,120 |
| 10 |
1.812 |
1.611 |
0.201 |
11.2% |
0.077 |
4.3% |
88% |
True |
False |
150,065 |
| 20 |
2.154 |
1.611 |
0.543 |
30.4% |
0.078 |
4.4% |
33% |
False |
False |
122,134 |
| 40 |
2.363 |
1.611 |
0.752 |
42.1% |
0.080 |
4.5% |
24% |
False |
False |
89,439 |
| 60 |
2.512 |
1.611 |
0.901 |
50.4% |
0.082 |
4.6% |
20% |
False |
False |
72,329 |
| 80 |
2.581 |
1.611 |
0.970 |
54.3% |
0.078 |
4.3% |
18% |
False |
False |
61,677 |
| 100 |
2.691 |
1.611 |
1.080 |
60.4% |
0.075 |
4.2% |
16% |
False |
False |
53,932 |
| 120 |
2.833 |
1.611 |
1.222 |
68.3% |
0.070 |
3.9% |
14% |
False |
False |
47,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.148 |
|
2.618 |
2.019 |
|
1.618 |
1.940 |
|
1.000 |
1.891 |
|
0.618 |
1.861 |
|
HIGH |
1.812 |
|
0.618 |
1.782 |
|
0.500 |
1.773 |
|
0.382 |
1.763 |
|
LOW |
1.733 |
|
0.618 |
1.684 |
|
1.000 |
1.654 |
|
1.618 |
1.605 |
|
2.618 |
1.526 |
|
4.250 |
1.397 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.783 |
1.774 |
| PP |
1.778 |
1.759 |
| S1 |
1.773 |
1.745 |
|