NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.791 |
1.785 |
-0.006 |
-0.3% |
1.893 |
| High |
1.827 |
1.852 |
0.025 |
1.4% |
1.908 |
| Low |
1.772 |
1.766 |
-0.006 |
-0.3% |
1.772 |
| Close |
1.806 |
1.848 |
0.042 |
2.3% |
1.806 |
| Range |
0.055 |
0.086 |
0.031 |
56.4% |
0.136 |
| ATR |
0.084 |
0.084 |
0.000 |
0.1% |
0.000 |
| Volume |
64,618 |
55,160 |
-9,458 |
-14.6% |
442,201 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.080 |
2.050 |
1.895 |
|
| R3 |
1.994 |
1.964 |
1.872 |
|
| R2 |
1.908 |
1.908 |
1.864 |
|
| R1 |
1.878 |
1.878 |
1.856 |
1.893 |
| PP |
1.822 |
1.822 |
1.822 |
1.830 |
| S1 |
1.792 |
1.792 |
1.840 |
1.807 |
| S2 |
1.736 |
1.736 |
1.832 |
|
| S3 |
1.650 |
1.706 |
1.824 |
|
| S4 |
1.564 |
1.620 |
1.801 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.237 |
2.157 |
1.881 |
|
| R3 |
2.101 |
2.021 |
1.843 |
|
| R2 |
1.965 |
1.965 |
1.831 |
|
| R1 |
1.885 |
1.885 |
1.818 |
1.857 |
| PP |
1.829 |
1.829 |
1.829 |
1.815 |
| S1 |
1.749 |
1.749 |
1.794 |
1.721 |
| S2 |
1.693 |
1.693 |
1.781 |
|
| S3 |
1.557 |
1.613 |
1.769 |
|
| S4 |
1.421 |
1.477 |
1.731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.908 |
1.766 |
0.142 |
7.7% |
0.087 |
4.7% |
58% |
False |
True |
99,472 |
| 10 |
1.957 |
1.766 |
0.191 |
10.3% |
0.087 |
4.7% |
43% |
False |
True |
115,291 |
| 20 |
1.957 |
1.611 |
0.346 |
18.7% |
0.082 |
4.4% |
68% |
False |
False |
133,669 |
| 40 |
2.347 |
1.611 |
0.736 |
39.8% |
0.081 |
4.4% |
32% |
False |
False |
110,785 |
| 60 |
2.512 |
1.611 |
0.901 |
48.8% |
0.084 |
4.5% |
26% |
False |
False |
87,362 |
| 80 |
2.512 |
1.611 |
0.901 |
48.8% |
0.079 |
4.3% |
26% |
False |
False |
74,726 |
| 100 |
2.581 |
1.611 |
0.970 |
52.5% |
0.077 |
4.2% |
24% |
False |
False |
64,377 |
| 120 |
2.746 |
1.611 |
1.135 |
61.4% |
0.074 |
4.0% |
21% |
False |
False |
56,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.218 |
|
2.618 |
2.077 |
|
1.618 |
1.991 |
|
1.000 |
1.938 |
|
0.618 |
1.905 |
|
HIGH |
1.852 |
|
0.618 |
1.819 |
|
0.500 |
1.809 |
|
0.382 |
1.799 |
|
LOW |
1.766 |
|
0.618 |
1.713 |
|
1.000 |
1.680 |
|
1.618 |
1.627 |
|
2.618 |
1.541 |
|
4.250 |
1.401 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.835 |
1.843 |
| PP |
1.822 |
1.838 |
| S1 |
1.809 |
1.833 |
|