NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.832 |
1.849 |
0.017 |
0.9% |
1.628 |
| High |
1.898 |
1.879 |
-0.019 |
-1.0% |
1.859 |
| Low |
1.808 |
1.820 |
0.012 |
0.7% |
1.612 |
| Close |
1.851 |
1.868 |
0.017 |
0.9% |
1.822 |
| Range |
0.090 |
0.059 |
-0.031 |
-34.4% |
0.247 |
| ATR |
0.083 |
0.081 |
-0.002 |
-2.0% |
0.000 |
| Volume |
137,266 |
112,156 |
-25,110 |
-18.3% |
785,706 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.033 |
2.009 |
1.900 |
|
| R3 |
1.974 |
1.950 |
1.884 |
|
| R2 |
1.915 |
1.915 |
1.879 |
|
| R1 |
1.891 |
1.891 |
1.873 |
1.903 |
| PP |
1.856 |
1.856 |
1.856 |
1.862 |
| S1 |
1.832 |
1.832 |
1.863 |
1.844 |
| S2 |
1.797 |
1.797 |
1.857 |
|
| S3 |
1.738 |
1.773 |
1.852 |
|
| S4 |
1.679 |
1.714 |
1.836 |
|
|
| 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 |
1.733 |
0.165 |
8.8% |
0.076 |
4.1% |
82% |
False |
False |
135,869 |
| 10 |
1.898 |
1.611 |
0.287 |
15.4% |
0.077 |
4.1% |
90% |
False |
False |
138,620 |
| 20 |
2.023 |
1.611 |
0.412 |
22.1% |
0.076 |
4.1% |
62% |
False |
False |
131,206 |
| 40 |
2.347 |
1.611 |
0.736 |
39.4% |
0.079 |
4.2% |
35% |
False |
False |
98,163 |
| 60 |
2.512 |
1.611 |
0.901 |
48.2% |
0.083 |
4.4% |
29% |
False |
False |
77,960 |
| 80 |
2.519 |
1.611 |
0.908 |
48.6% |
0.078 |
4.2% |
28% |
False |
False |
66,750 |
| 100 |
2.644 |
1.611 |
1.033 |
55.3% |
0.076 |
4.1% |
25% |
False |
False |
58,199 |
| 120 |
2.811 |
1.611 |
1.200 |
64.2% |
0.072 |
3.8% |
21% |
False |
False |
51,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.130 |
|
2.618 |
2.033 |
|
1.618 |
1.974 |
|
1.000 |
1.938 |
|
0.618 |
1.915 |
|
HIGH |
1.879 |
|
0.618 |
1.856 |
|
0.500 |
1.850 |
|
0.382 |
1.843 |
|
LOW |
1.820 |
|
0.618 |
1.784 |
|
1.000 |
1.761 |
|
1.618 |
1.725 |
|
2.618 |
1.666 |
|
4.250 |
1.569 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.862 |
1.857 |
| PP |
1.856 |
1.846 |
| S1 |
1.850 |
1.835 |
|