NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.813 |
1.867 |
0.054 |
3.0% |
1.818 |
| High |
1.870 |
1.899 |
0.029 |
1.6% |
1.957 |
| Low |
1.796 |
1.777 |
-0.019 |
-1.1% |
1.771 |
| Close |
1.863 |
1.794 |
-0.069 |
-3.7% |
1.907 |
| Range |
0.074 |
0.122 |
0.048 |
64.9% |
0.186 |
| ATR |
0.084 |
0.087 |
0.003 |
3.3% |
0.000 |
| Volume |
116,291 |
121,750 |
5,459 |
4.7% |
655,552 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.189 |
2.114 |
1.861 |
|
| R3 |
2.067 |
1.992 |
1.828 |
|
| R2 |
1.945 |
1.945 |
1.816 |
|
| R1 |
1.870 |
1.870 |
1.805 |
1.847 |
| PP |
1.823 |
1.823 |
1.823 |
1.812 |
| S1 |
1.748 |
1.748 |
1.783 |
1.725 |
| S2 |
1.701 |
1.701 |
1.772 |
|
| S3 |
1.579 |
1.626 |
1.760 |
|
| S4 |
1.457 |
1.504 |
1.727 |
|
|
| 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 |
1.777 |
0.180 |
10.0% |
0.099 |
5.5% |
9% |
False |
True |
134,495 |
| 10 |
1.957 |
1.733 |
0.224 |
12.5% |
0.088 |
4.9% |
27% |
False |
False |
135,182 |
| 20 |
1.957 |
1.611 |
0.346 |
19.3% |
0.083 |
4.6% |
53% |
False |
False |
141,439 |
| 40 |
2.347 |
1.611 |
0.736 |
41.0% |
0.082 |
4.5% |
25% |
False |
False |
110,529 |
| 60 |
2.512 |
1.611 |
0.901 |
50.2% |
0.085 |
4.7% |
20% |
False |
False |
86,690 |
| 80 |
2.512 |
1.611 |
0.901 |
50.2% |
0.079 |
4.4% |
20% |
False |
False |
73,573 |
| 100 |
2.581 |
1.611 |
0.970 |
54.1% |
0.078 |
4.3% |
19% |
False |
False |
63,711 |
| 120 |
2.746 |
1.611 |
1.135 |
63.3% |
0.073 |
4.1% |
16% |
False |
False |
56,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.418 |
|
2.618 |
2.218 |
|
1.618 |
2.096 |
|
1.000 |
2.021 |
|
0.618 |
1.974 |
|
HIGH |
1.899 |
|
0.618 |
1.852 |
|
0.500 |
1.838 |
|
0.382 |
1.824 |
|
LOW |
1.777 |
|
0.618 |
1.702 |
|
1.000 |
1.655 |
|
1.618 |
1.580 |
|
2.618 |
1.458 |
|
4.250 |
1.259 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.838 |
1.843 |
| PP |
1.823 |
1.826 |
| S1 |
1.809 |
1.810 |
|