NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.981 |
2.061 |
0.080 |
4.0% |
2.073 |
| High |
2.053 |
2.103 |
0.050 |
2.4% |
2.089 |
| Low |
1.948 |
2.027 |
0.079 |
4.1% |
1.954 |
| Close |
2.048 |
2.097 |
0.049 |
2.4% |
1.989 |
| Range |
0.105 |
0.076 |
-0.029 |
-27.6% |
0.135 |
| ATR |
0.078 |
0.077 |
0.000 |
-0.1% |
0.000 |
| Volume |
19,663 |
35,391 |
15,728 |
80.0% |
113,683 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.304 |
2.276 |
2.139 |
|
| R3 |
2.228 |
2.200 |
2.118 |
|
| R2 |
2.152 |
2.152 |
2.111 |
|
| R1 |
2.124 |
2.124 |
2.104 |
2.138 |
| PP |
2.076 |
2.076 |
2.076 |
2.083 |
| S1 |
2.048 |
2.048 |
2.090 |
2.062 |
| S2 |
2.000 |
2.000 |
2.083 |
|
| S3 |
1.924 |
1.972 |
2.076 |
|
| S4 |
1.848 |
1.896 |
2.055 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.416 |
2.337 |
2.063 |
|
| R3 |
2.281 |
2.202 |
2.026 |
|
| R2 |
2.146 |
2.146 |
2.014 |
|
| R1 |
2.067 |
2.067 |
2.001 |
2.039 |
| PP |
2.011 |
2.011 |
2.011 |
1.997 |
| S1 |
1.932 |
1.932 |
1.977 |
1.904 |
| S2 |
1.876 |
1.876 |
1.964 |
|
| S3 |
1.741 |
1.797 |
1.952 |
|
| S4 |
1.606 |
1.662 |
1.915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.103 |
1.948 |
0.155 |
7.4% |
0.083 |
4.0% |
96% |
True |
False |
26,762 |
| 10 |
2.132 |
1.948 |
0.184 |
8.8% |
0.084 |
4.0% |
81% |
False |
False |
26,949 |
| 20 |
2.132 |
1.844 |
0.288 |
13.7% |
0.076 |
3.6% |
88% |
False |
False |
28,872 |
| 40 |
2.360 |
1.844 |
0.516 |
24.6% |
0.072 |
3.4% |
49% |
False |
False |
23,348 |
| 60 |
2.593 |
1.844 |
0.749 |
35.7% |
0.072 |
3.5% |
34% |
False |
False |
19,571 |
| 80 |
2.593 |
1.844 |
0.749 |
35.7% |
0.070 |
3.3% |
34% |
False |
False |
16,685 |
| 100 |
2.642 |
1.844 |
0.798 |
38.1% |
0.068 |
3.2% |
32% |
False |
False |
13,984 |
| 120 |
2.787 |
1.844 |
0.943 |
45.0% |
0.064 |
3.1% |
27% |
False |
False |
12,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.426 |
|
2.618 |
2.302 |
|
1.618 |
2.226 |
|
1.000 |
2.179 |
|
0.618 |
2.150 |
|
HIGH |
2.103 |
|
0.618 |
2.074 |
|
0.500 |
2.065 |
|
0.382 |
2.056 |
|
LOW |
2.027 |
|
0.618 |
1.980 |
|
1.000 |
1.951 |
|
1.618 |
1.904 |
|
2.618 |
1.828 |
|
4.250 |
1.704 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.086 |
2.073 |
| PP |
2.076 |
2.049 |
| S1 |
2.065 |
2.026 |
|