NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.818 |
1.832 |
0.014 |
0.8% |
1.628 |
| High |
1.857 |
1.898 |
0.041 |
2.2% |
1.859 |
| Low |
1.771 |
1.808 |
0.037 |
2.1% |
1.612 |
| Close |
1.819 |
1.851 |
0.032 |
1.8% |
1.822 |
| Range |
0.086 |
0.090 |
0.004 |
4.7% |
0.247 |
| ATR |
0.082 |
0.083 |
0.001 |
0.7% |
0.000 |
| Volume |
111,237 |
137,266 |
26,029 |
23.4% |
785,706 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.122 |
2.077 |
1.901 |
|
| R3 |
2.032 |
1.987 |
1.876 |
|
| R2 |
1.942 |
1.942 |
1.868 |
|
| R1 |
1.897 |
1.897 |
1.859 |
1.920 |
| PP |
1.852 |
1.852 |
1.852 |
1.864 |
| S1 |
1.807 |
1.807 |
1.843 |
1.830 |
| S2 |
1.762 |
1.762 |
1.835 |
|
| S3 |
1.672 |
1.717 |
1.826 |
|
| S4 |
1.582 |
1.627 |
1.802 |
|
|
| 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 |
1.898 |
1.715 |
0.183 |
9.9% |
0.078 |
4.2% |
74% |
True |
False |
145,574 |
| 10 |
1.898 |
1.611 |
0.287 |
15.5% |
0.080 |
4.3% |
84% |
True |
False |
140,277 |
| 20 |
2.028 |
1.611 |
0.417 |
22.5% |
0.077 |
4.1% |
58% |
False |
False |
129,157 |
| 40 |
2.347 |
1.611 |
0.736 |
39.8% |
0.080 |
4.3% |
33% |
False |
False |
96,209 |
| 60 |
2.512 |
1.611 |
0.901 |
48.7% |
0.083 |
4.5% |
27% |
False |
False |
77,003 |
| 80 |
2.557 |
1.611 |
0.946 |
51.1% |
0.078 |
4.2% |
25% |
False |
False |
65,664 |
| 100 |
2.678 |
1.611 |
1.067 |
57.6% |
0.076 |
4.1% |
22% |
False |
False |
57,371 |
| 120 |
2.811 |
1.611 |
1.200 |
64.8% |
0.071 |
3.9% |
20% |
False |
False |
50,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.281 |
|
2.618 |
2.134 |
|
1.618 |
2.044 |
|
1.000 |
1.988 |
|
0.618 |
1.954 |
|
HIGH |
1.898 |
|
0.618 |
1.864 |
|
0.500 |
1.853 |
|
0.382 |
1.842 |
|
LOW |
1.808 |
|
0.618 |
1.752 |
|
1.000 |
1.718 |
|
1.618 |
1.662 |
|
2.618 |
1.572 |
|
4.250 |
1.426 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.853 |
1.846 |
| PP |
1.852 |
1.840 |
| S1 |
1.852 |
1.835 |
|