NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.849 |
1.869 |
0.020 |
1.1% |
1.628 |
| High |
1.879 |
1.952 |
0.073 |
3.9% |
1.859 |
| Low |
1.820 |
1.830 |
0.010 |
0.5% |
1.612 |
| Close |
1.868 |
1.936 |
0.068 |
3.6% |
1.822 |
| Range |
0.059 |
0.122 |
0.063 |
106.8% |
0.247 |
| ATR |
0.081 |
0.084 |
0.003 |
3.6% |
0.000 |
| Volume |
112,156 |
172,241 |
60,085 |
53.6% |
785,706 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.272 |
2.226 |
2.003 |
|
| R3 |
2.150 |
2.104 |
1.970 |
|
| R2 |
2.028 |
2.028 |
1.958 |
|
| R1 |
1.982 |
1.982 |
1.947 |
2.005 |
| PP |
1.906 |
1.906 |
1.906 |
1.918 |
| S1 |
1.860 |
1.860 |
1.925 |
1.883 |
| S2 |
1.784 |
1.784 |
1.914 |
|
| S3 |
1.662 |
1.738 |
1.902 |
|
| S4 |
1.540 |
1.616 |
1.869 |
|
|
| 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 |
1.952 |
1.771 |
0.181 |
9.3% |
0.085 |
4.4% |
91% |
True |
False |
133,656 |
| 10 |
1.952 |
1.611 |
0.341 |
17.6% |
0.083 |
4.3% |
95% |
True |
False |
141,888 |
| 20 |
1.952 |
1.611 |
0.341 |
17.6% |
0.077 |
4.0% |
95% |
True |
False |
134,894 |
| 40 |
2.347 |
1.611 |
0.736 |
38.0% |
0.080 |
4.1% |
44% |
False |
False |
101,675 |
| 60 |
2.512 |
1.611 |
0.901 |
46.5% |
0.083 |
4.3% |
36% |
False |
False |
80,129 |
| 80 |
2.512 |
1.611 |
0.901 |
46.5% |
0.079 |
4.1% |
36% |
False |
False |
68,555 |
| 100 |
2.619 |
1.611 |
1.008 |
52.1% |
0.077 |
4.0% |
32% |
False |
False |
59,713 |
| 120 |
2.811 |
1.611 |
1.200 |
62.0% |
0.072 |
3.7% |
27% |
False |
False |
52,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.471 |
|
2.618 |
2.271 |
|
1.618 |
2.149 |
|
1.000 |
2.074 |
|
0.618 |
2.027 |
|
HIGH |
1.952 |
|
0.618 |
1.905 |
|
0.500 |
1.891 |
|
0.382 |
1.877 |
|
LOW |
1.830 |
|
0.618 |
1.755 |
|
1.000 |
1.708 |
|
1.618 |
1.633 |
|
2.618 |
1.511 |
|
4.250 |
1.312 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.921 |
1.917 |
| PP |
1.906 |
1.899 |
| S1 |
1.891 |
1.880 |
|