NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.764 |
1.799 |
0.035 |
2.0% |
1.628 |
| High |
1.812 |
1.859 |
0.047 |
2.6% |
1.859 |
| Low |
1.733 |
1.792 |
0.059 |
3.4% |
1.612 |
| Close |
1.788 |
1.822 |
0.034 |
1.9% |
1.822 |
| Range |
0.079 |
0.067 |
-0.012 |
-15.2% |
0.247 |
| ATR |
0.083 |
0.082 |
-0.001 |
-1.0% |
0.000 |
| Volume |
183,310 |
135,380 |
-47,930 |
-26.1% |
785,706 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.025 |
1.991 |
1.859 |
|
| R3 |
1.958 |
1.924 |
1.840 |
|
| R2 |
1.891 |
1.891 |
1.834 |
|
| R1 |
1.857 |
1.857 |
1.828 |
1.874 |
| PP |
1.824 |
1.824 |
1.824 |
1.833 |
| S1 |
1.790 |
1.790 |
1.816 |
1.807 |
| S2 |
1.757 |
1.757 |
1.810 |
|
| S3 |
1.690 |
1.723 |
1.804 |
|
| S4 |
1.623 |
1.656 |
1.785 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.505 |
2.411 |
1.958 |
|
| R3 |
2.258 |
2.164 |
1.890 |
|
| R2 |
2.011 |
2.011 |
1.867 |
|
| R1 |
1.917 |
1.917 |
1.845 |
1.964 |
| PP |
1.764 |
1.764 |
1.764 |
1.788 |
| S1 |
1.670 |
1.670 |
1.799 |
1.717 |
| S2 |
1.517 |
1.517 |
1.777 |
|
| S3 |
1.270 |
1.423 |
1.754 |
|
| S4 |
1.023 |
1.176 |
1.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.859 |
1.612 |
0.247 |
13.6% |
0.081 |
4.4% |
85% |
True |
False |
157,141 |
| 10 |
1.859 |
1.611 |
0.248 |
13.6% |
0.076 |
4.2% |
85% |
True |
False |
152,047 |
| 20 |
2.092 |
1.611 |
0.481 |
26.4% |
0.076 |
4.2% |
44% |
False |
False |
123,995 |
| 40 |
2.361 |
1.611 |
0.750 |
41.2% |
0.081 |
4.4% |
28% |
False |
False |
91,838 |
| 60 |
2.512 |
1.611 |
0.901 |
49.5% |
0.083 |
4.5% |
23% |
False |
False |
74,096 |
| 80 |
2.581 |
1.611 |
0.970 |
53.2% |
0.078 |
4.3% |
22% |
False |
False |
63,080 |
| 100 |
2.691 |
1.611 |
1.080 |
59.3% |
0.075 |
4.1% |
20% |
False |
False |
55,167 |
| 120 |
2.811 |
1.611 |
1.200 |
65.9% |
0.070 |
3.9% |
18% |
False |
False |
48,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.144 |
|
2.618 |
2.034 |
|
1.618 |
1.967 |
|
1.000 |
1.926 |
|
0.618 |
1.900 |
|
HIGH |
1.859 |
|
0.618 |
1.833 |
|
0.500 |
1.826 |
|
0.382 |
1.818 |
|
LOW |
1.792 |
|
0.618 |
1.751 |
|
1.000 |
1.725 |
|
1.618 |
1.684 |
|
2.618 |
1.617 |
|
4.250 |
1.507 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.826 |
1.810 |
| PP |
1.824 |
1.799 |
| S1 |
1.823 |
1.787 |
|