NYMEX Natural Gas Future May 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.979 |
1.990 |
0.011 |
0.6% |
1.977 |
High |
2.015 |
2.028 |
0.013 |
0.6% |
1.993 |
Low |
1.963 |
1.930 |
-0.033 |
-1.7% |
1.847 |
Close |
1.996 |
1.959 |
-0.037 |
-1.9% |
1.882 |
Range |
0.052 |
0.098 |
0.046 |
88.5% |
0.146 |
ATR |
0.079 |
0.080 |
0.001 |
1.8% |
0.000 |
Volume |
116,072 |
184,464 |
68,392 |
58.9% |
373,895 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.266 |
2.211 |
2.013 |
|
R3 |
2.168 |
2.113 |
1.986 |
|
R2 |
2.070 |
2.070 |
1.977 |
|
R1 |
2.015 |
2.015 |
1.968 |
1.994 |
PP |
1.972 |
1.972 |
1.972 |
1.962 |
S1 |
1.917 |
1.917 |
1.950 |
1.896 |
S2 |
1.874 |
1.874 |
1.941 |
|
S3 |
1.776 |
1.819 |
1.932 |
|
S4 |
1.678 |
1.721 |
1.905 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.345 |
2.260 |
1.962 |
|
R3 |
2.199 |
2.114 |
1.922 |
|
R2 |
2.053 |
2.053 |
1.909 |
|
R1 |
1.968 |
1.968 |
1.895 |
1.938 |
PP |
1.907 |
1.907 |
1.907 |
1.892 |
S1 |
1.822 |
1.822 |
1.869 |
1.792 |
S2 |
1.761 |
1.761 |
1.855 |
|
S3 |
1.615 |
1.676 |
1.842 |
|
S4 |
1.469 |
1.530 |
1.802 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.028 |
1.837 |
0.191 |
9.7% |
0.077 |
3.9% |
64% |
True |
False |
134,580 |
10 |
2.032 |
1.837 |
0.195 |
10.0% |
0.086 |
4.4% |
63% |
False |
False |
113,884 |
20 |
2.032 |
1.731 |
0.301 |
15.4% |
0.078 |
4.0% |
76% |
False |
False |
96,956 |
40 |
2.281 |
1.731 |
0.550 |
28.1% |
0.074 |
3.8% |
41% |
False |
False |
71,530 |
60 |
2.549 |
1.731 |
0.818 |
41.8% |
0.077 |
3.9% |
28% |
False |
False |
57,387 |
80 |
2.549 |
1.731 |
0.818 |
41.8% |
0.075 |
3.8% |
28% |
False |
False |
47,111 |
100 |
2.602 |
1.731 |
0.871 |
44.5% |
0.072 |
3.7% |
26% |
False |
False |
39,358 |
120 |
2.760 |
1.731 |
1.029 |
52.5% |
0.069 |
3.5% |
22% |
False |
False |
33,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.445 |
2.618 |
2.285 |
1.618 |
2.187 |
1.000 |
2.126 |
0.618 |
2.089 |
HIGH |
2.028 |
0.618 |
1.991 |
0.500 |
1.979 |
0.382 |
1.967 |
LOW |
1.930 |
0.618 |
1.869 |
1.000 |
1.832 |
1.618 |
1.771 |
2.618 |
1.673 |
4.250 |
1.514 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.979 |
1.971 |
PP |
1.972 |
1.967 |
S1 |
1.966 |
1.963 |
|