NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.963 |
1.988 |
0.025 |
1.3% |
1.863 |
| High |
1.992 |
2.074 |
0.082 |
4.1% |
2.028 |
| Low |
1.925 |
1.976 |
0.051 |
2.6% |
1.837 |
| Close |
1.956 |
1.998 |
0.042 |
2.1% |
1.956 |
| Range |
0.067 |
0.098 |
0.031 |
46.3% |
0.191 |
| ATR |
0.079 |
0.082 |
0.003 |
3.5% |
0.000 |
| Volume |
115,458 |
158,616 |
43,158 |
37.4% |
691,265 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.310 |
2.252 |
2.052 |
|
| R3 |
2.212 |
2.154 |
2.025 |
|
| R2 |
2.114 |
2.114 |
2.016 |
|
| R1 |
2.056 |
2.056 |
2.007 |
2.085 |
| PP |
2.016 |
2.016 |
2.016 |
2.031 |
| S1 |
1.958 |
1.958 |
1.989 |
1.987 |
| S2 |
1.918 |
1.918 |
1.980 |
|
| S3 |
1.820 |
1.860 |
1.971 |
|
| S4 |
1.722 |
1.762 |
1.944 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.513 |
2.426 |
2.061 |
|
| R3 |
2.322 |
2.235 |
2.009 |
|
| R2 |
2.131 |
2.131 |
1.991 |
|
| R1 |
2.044 |
2.044 |
1.974 |
2.088 |
| PP |
1.940 |
1.940 |
1.940 |
1.962 |
| S1 |
1.853 |
1.853 |
1.938 |
1.897 |
| S2 |
1.749 |
1.749 |
1.921 |
|
| S3 |
1.558 |
1.662 |
1.903 |
|
| S4 |
1.367 |
1.471 |
1.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.074 |
1.914 |
0.160 |
8.0% |
0.078 |
3.9% |
53% |
True |
False |
144,892 |
| 10 |
2.074 |
1.837 |
0.237 |
11.9% |
0.085 |
4.2% |
68% |
True |
False |
122,377 |
| 20 |
2.074 |
1.731 |
0.343 |
17.2% |
0.081 |
4.0% |
78% |
True |
False |
105,420 |
| 40 |
2.281 |
1.731 |
0.550 |
27.5% |
0.075 |
3.8% |
49% |
False |
False |
76,697 |
| 60 |
2.549 |
1.731 |
0.818 |
40.9% |
0.077 |
3.9% |
33% |
False |
False |
61,214 |
| 80 |
2.549 |
1.731 |
0.818 |
40.9% |
0.076 |
3.8% |
33% |
False |
False |
50,210 |
| 100 |
2.602 |
1.731 |
0.871 |
43.6% |
0.073 |
3.6% |
31% |
False |
False |
41,955 |
| 120 |
2.760 |
1.731 |
1.029 |
51.5% |
0.070 |
3.5% |
26% |
False |
False |
35,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.491 |
|
2.618 |
2.331 |
|
1.618 |
2.233 |
|
1.000 |
2.172 |
|
0.618 |
2.135 |
|
HIGH |
2.074 |
|
0.618 |
2.037 |
|
0.500 |
2.025 |
|
0.382 |
2.013 |
|
LOW |
1.976 |
|
0.618 |
1.915 |
|
1.000 |
1.878 |
|
1.618 |
1.817 |
|
2.618 |
1.719 |
|
4.250 |
1.560 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.025 |
2.000 |
| PP |
2.016 |
1.999 |
| S1 |
2.007 |
1.999 |
|