NYMEX Natural Gas Future June 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 |
2.085 |
2.106 |
0.021 |
1.0% |
2.073 |
| High |
2.127 |
2.132 |
0.005 |
0.2% |
2.089 |
| Low |
2.076 |
2.032 |
-0.044 |
-2.1% |
1.954 |
| Close |
2.110 |
2.054 |
-0.056 |
-2.7% |
1.989 |
| Range |
0.051 |
0.100 |
0.049 |
96.1% |
0.135 |
| ATR |
0.076 |
0.077 |
0.002 |
2.3% |
0.000 |
| Volume |
28,649 |
54,346 |
25,697 |
89.7% |
113,683 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.373 |
2.313 |
2.109 |
|
| R3 |
2.273 |
2.213 |
2.082 |
|
| R2 |
2.173 |
2.173 |
2.072 |
|
| R1 |
2.113 |
2.113 |
2.063 |
2.093 |
| PP |
2.073 |
2.073 |
2.073 |
2.063 |
| S1 |
2.013 |
2.013 |
2.045 |
1.993 |
| S2 |
1.973 |
1.973 |
2.036 |
|
| S3 |
1.873 |
1.913 |
2.027 |
|
| S4 |
1.773 |
1.813 |
1.999 |
|
|
| 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 |
2.132 |
1.948 |
0.184 |
9.0% |
0.076 |
3.7% |
58% |
True |
False |
32,662 |
| 10 |
2.132 |
1.948 |
0.184 |
9.0% |
0.084 |
4.1% |
58% |
True |
False |
30,921 |
| 20 |
2.132 |
1.844 |
0.288 |
14.0% |
0.075 |
3.7% |
73% |
True |
False |
29,185 |
| 40 |
2.331 |
1.844 |
0.487 |
23.7% |
0.071 |
3.4% |
43% |
False |
False |
24,342 |
| 60 |
2.593 |
1.844 |
0.749 |
36.5% |
0.072 |
3.5% |
28% |
False |
False |
20,699 |
| 80 |
2.593 |
1.844 |
0.749 |
36.5% |
0.071 |
3.5% |
28% |
False |
False |
17,595 |
| 100 |
2.642 |
1.844 |
0.798 |
38.9% |
0.068 |
3.3% |
26% |
False |
False |
14,758 |
| 120 |
2.787 |
1.844 |
0.943 |
45.9% |
0.065 |
3.2% |
22% |
False |
False |
12,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.557 |
|
2.618 |
2.394 |
|
1.618 |
2.294 |
|
1.000 |
2.232 |
|
0.618 |
2.194 |
|
HIGH |
2.132 |
|
0.618 |
2.094 |
|
0.500 |
2.082 |
|
0.382 |
2.070 |
|
LOW |
2.032 |
|
0.618 |
1.970 |
|
1.000 |
1.932 |
|
1.618 |
1.870 |
|
2.618 |
1.770 |
|
4.250 |
1.607 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.082 |
2.080 |
| PP |
2.073 |
2.071 |
| S1 |
2.063 |
2.063 |
|