NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.893 |
1.813 |
-0.080 |
-4.2% |
1.818 |
| High |
1.908 |
1.870 |
-0.038 |
-2.0% |
1.957 |
| Low |
1.808 |
1.796 |
-0.012 |
-0.7% |
1.771 |
| Close |
1.828 |
1.863 |
0.035 |
1.9% |
1.907 |
| Range |
0.100 |
0.074 |
-0.026 |
-26.0% |
0.186 |
| ATR |
0.085 |
0.084 |
-0.001 |
-0.9% |
0.000 |
| Volume |
139,542 |
116,291 |
-23,251 |
-16.7% |
655,552 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.065 |
2.038 |
1.904 |
|
| R3 |
1.991 |
1.964 |
1.883 |
|
| R2 |
1.917 |
1.917 |
1.877 |
|
| R1 |
1.890 |
1.890 |
1.870 |
1.904 |
| PP |
1.843 |
1.843 |
1.843 |
1.850 |
| S1 |
1.816 |
1.816 |
1.856 |
1.830 |
| S2 |
1.769 |
1.769 |
1.849 |
|
| S3 |
1.695 |
1.742 |
1.843 |
|
| S4 |
1.621 |
1.668 |
1.822 |
|
|
| 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 |
1.796 |
0.161 |
8.6% |
0.086 |
4.6% |
42% |
False |
True |
132,576 |
| 10 |
1.957 |
1.715 |
0.242 |
13.0% |
0.082 |
4.4% |
61% |
False |
False |
139,075 |
| 20 |
1.957 |
1.611 |
0.346 |
18.6% |
0.079 |
4.3% |
73% |
False |
False |
139,602 |
| 40 |
2.347 |
1.611 |
0.736 |
39.5% |
0.081 |
4.3% |
34% |
False |
False |
108,382 |
| 60 |
2.512 |
1.611 |
0.901 |
48.4% |
0.084 |
4.5% |
28% |
False |
False |
84,960 |
| 80 |
2.512 |
1.611 |
0.901 |
48.4% |
0.078 |
4.2% |
28% |
False |
False |
72,298 |
| 100 |
2.581 |
1.611 |
0.970 |
52.1% |
0.078 |
4.2% |
26% |
False |
False |
62,798 |
| 120 |
2.749 |
1.611 |
1.138 |
61.1% |
0.073 |
3.9% |
22% |
False |
False |
55,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.185 |
|
2.618 |
2.064 |
|
1.618 |
1.990 |
|
1.000 |
1.944 |
|
0.618 |
1.916 |
|
HIGH |
1.870 |
|
0.618 |
1.842 |
|
0.500 |
1.833 |
|
0.382 |
1.824 |
|
LOW |
1.796 |
|
0.618 |
1.750 |
|
1.000 |
1.722 |
|
1.618 |
1.676 |
|
2.618 |
1.602 |
|
4.250 |
1.482 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.853 |
1.877 |
| PP |
1.843 |
1.872 |
| S1 |
1.833 |
1.868 |
|