NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.869 |
1.933 |
0.064 |
3.4% |
1.818 |
| High |
1.952 |
1.957 |
0.005 |
0.3% |
1.957 |
| Low |
1.830 |
1.881 |
0.051 |
2.8% |
1.771 |
| Close |
1.936 |
1.907 |
-0.029 |
-1.5% |
1.907 |
| Range |
0.122 |
0.076 |
-0.046 |
-37.7% |
0.186 |
| ATR |
0.084 |
0.083 |
-0.001 |
-0.7% |
0.000 |
| Volume |
172,241 |
122,652 |
-49,589 |
-28.8% |
655,552 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.143 |
2.101 |
1.949 |
|
| R3 |
2.067 |
2.025 |
1.928 |
|
| R2 |
1.991 |
1.991 |
1.921 |
|
| R1 |
1.949 |
1.949 |
1.914 |
1.932 |
| PP |
1.915 |
1.915 |
1.915 |
1.907 |
| S1 |
1.873 |
1.873 |
1.900 |
1.856 |
| S2 |
1.839 |
1.839 |
1.893 |
|
| S3 |
1.763 |
1.797 |
1.886 |
|
| S4 |
1.687 |
1.721 |
1.865 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.436 |
2.358 |
2.009 |
|
| R3 |
2.250 |
2.172 |
1.958 |
|
| R2 |
2.064 |
2.064 |
1.941 |
|
| R1 |
1.986 |
1.986 |
1.924 |
2.025 |
| PP |
1.878 |
1.878 |
1.878 |
1.898 |
| S1 |
1.800 |
1.800 |
1.890 |
1.839 |
| S2 |
1.692 |
1.692 |
1.873 |
|
| S3 |
1.506 |
1.614 |
1.856 |
|
| S4 |
1.320 |
1.428 |
1.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.957 |
1.771 |
0.186 |
9.8% |
0.087 |
4.5% |
73% |
True |
False |
131,110 |
| 10 |
1.957 |
1.612 |
0.345 |
18.1% |
0.084 |
4.4% |
86% |
True |
False |
144,125 |
| 20 |
1.957 |
1.611 |
0.346 |
18.1% |
0.077 |
4.1% |
86% |
True |
False |
136,240 |
| 40 |
2.347 |
1.611 |
0.736 |
38.6% |
0.080 |
4.2% |
40% |
False |
False |
103,517 |
| 60 |
2.512 |
1.611 |
0.901 |
47.2% |
0.083 |
4.4% |
33% |
False |
False |
81,538 |
| 80 |
2.512 |
1.611 |
0.901 |
47.2% |
0.078 |
4.1% |
33% |
False |
False |
69,680 |
| 100 |
2.581 |
1.611 |
0.970 |
50.9% |
0.077 |
4.1% |
31% |
False |
False |
60,724 |
| 120 |
2.811 |
1.611 |
1.200 |
62.9% |
0.072 |
3.8% |
25% |
False |
False |
53,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.280 |
|
2.618 |
2.156 |
|
1.618 |
2.080 |
|
1.000 |
2.033 |
|
0.618 |
2.004 |
|
HIGH |
1.957 |
|
0.618 |
1.928 |
|
0.500 |
1.919 |
|
0.382 |
1.910 |
|
LOW |
1.881 |
|
0.618 |
1.834 |
|
1.000 |
1.805 |
|
1.618 |
1.758 |
|
2.618 |
1.682 |
|
4.250 |
1.558 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.919 |
1.901 |
| PP |
1.915 |
1.895 |
| S1 |
1.911 |
1.889 |
|