NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.867 |
1.791 |
-0.076 |
-4.1% |
1.818 |
| High |
1.899 |
1.827 |
-0.072 |
-3.8% |
1.957 |
| Low |
1.777 |
1.772 |
-0.005 |
-0.3% |
1.771 |
| Close |
1.794 |
1.806 |
0.012 |
0.7% |
1.907 |
| Range |
0.122 |
0.055 |
-0.067 |
-54.9% |
0.186 |
| ATR |
0.087 |
0.084 |
-0.002 |
-2.6% |
0.000 |
| Volume |
121,750 |
64,618 |
-57,132 |
-46.9% |
655,552 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.967 |
1.941 |
1.836 |
|
| R3 |
1.912 |
1.886 |
1.821 |
|
| R2 |
1.857 |
1.857 |
1.816 |
|
| R1 |
1.831 |
1.831 |
1.811 |
1.844 |
| PP |
1.802 |
1.802 |
1.802 |
1.808 |
| S1 |
1.776 |
1.776 |
1.801 |
1.789 |
| S2 |
1.747 |
1.747 |
1.796 |
|
| S3 |
1.692 |
1.721 |
1.791 |
|
| S4 |
1.637 |
1.666 |
1.776 |
|
|
| 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 |
1.772 |
0.185 |
10.2% |
0.085 |
4.7% |
18% |
False |
True |
112,970 |
| 10 |
1.957 |
1.771 |
0.186 |
10.3% |
0.085 |
4.7% |
19% |
False |
False |
123,313 |
| 20 |
1.957 |
1.611 |
0.346 |
19.2% |
0.081 |
4.5% |
56% |
False |
False |
136,689 |
| 40 |
2.347 |
1.611 |
0.736 |
40.8% |
0.081 |
4.5% |
26% |
False |
False |
110,856 |
| 60 |
2.512 |
1.611 |
0.901 |
49.9% |
0.084 |
4.6% |
22% |
False |
False |
87,170 |
| 80 |
2.512 |
1.611 |
0.901 |
49.9% |
0.079 |
4.4% |
22% |
False |
False |
74,258 |
| 100 |
2.581 |
1.611 |
0.970 |
53.7% |
0.077 |
4.3% |
20% |
False |
False |
64,121 |
| 120 |
2.746 |
1.611 |
1.135 |
62.8% |
0.073 |
4.1% |
17% |
False |
False |
56,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.061 |
|
2.618 |
1.971 |
|
1.618 |
1.916 |
|
1.000 |
1.882 |
|
0.618 |
1.861 |
|
HIGH |
1.827 |
|
0.618 |
1.806 |
|
0.500 |
1.800 |
|
0.382 |
1.793 |
|
LOW |
1.772 |
|
0.618 |
1.738 |
|
1.000 |
1.717 |
|
1.618 |
1.683 |
|
2.618 |
1.628 |
|
4.250 |
1.538 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.804 |
1.836 |
| PP |
1.802 |
1.826 |
| S1 |
1.800 |
1.816 |
|