NYMEX Natural Gas Future June 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 |
2.056 |
2.074 |
0.018 |
0.9% |
1.981 |
| High |
2.084 |
2.164 |
0.080 |
3.8% |
2.132 |
| Low |
2.022 |
2.072 |
0.050 |
2.5% |
1.948 |
| Close |
2.052 |
2.090 |
0.038 |
1.9% |
2.052 |
| Range |
0.062 |
0.092 |
0.030 |
48.4% |
0.184 |
| ATR |
0.076 |
0.079 |
0.003 |
3.4% |
0.000 |
| Volume |
33,386 |
43,277 |
9,891 |
29.6% |
171,435 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.385 |
2.329 |
2.141 |
|
| R3 |
2.293 |
2.237 |
2.115 |
|
| R2 |
2.201 |
2.201 |
2.107 |
|
| R1 |
2.145 |
2.145 |
2.098 |
2.173 |
| PP |
2.109 |
2.109 |
2.109 |
2.123 |
| S1 |
2.053 |
2.053 |
2.082 |
2.081 |
| S2 |
2.017 |
2.017 |
2.073 |
|
| S3 |
1.925 |
1.961 |
2.065 |
|
| S4 |
1.833 |
1.869 |
2.039 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.596 |
2.508 |
2.153 |
|
| R3 |
2.412 |
2.324 |
2.103 |
|
| R2 |
2.228 |
2.228 |
2.086 |
|
| R1 |
2.140 |
2.140 |
2.069 |
2.184 |
| PP |
2.044 |
2.044 |
2.044 |
2.066 |
| S1 |
1.956 |
1.956 |
2.035 |
2.000 |
| S2 |
1.860 |
1.860 |
2.018 |
|
| S3 |
1.676 |
1.772 |
2.001 |
|
| S4 |
1.492 |
1.588 |
1.951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.164 |
2.022 |
0.142 |
6.8% |
0.076 |
3.6% |
48% |
True |
False |
39,009 |
| 10 |
2.164 |
1.948 |
0.216 |
10.3% |
0.083 |
4.0% |
66% |
True |
False |
32,839 |
| 20 |
2.164 |
1.844 |
0.320 |
15.3% |
0.078 |
3.7% |
77% |
True |
False |
30,424 |
| 40 |
2.331 |
1.844 |
0.487 |
23.3% |
0.072 |
3.4% |
51% |
False |
False |
25,421 |
| 60 |
2.593 |
1.844 |
0.749 |
35.8% |
0.072 |
3.5% |
33% |
False |
False |
21,697 |
| 80 |
2.593 |
1.844 |
0.749 |
35.8% |
0.072 |
3.4% |
33% |
False |
False |
18,401 |
| 100 |
2.642 |
1.844 |
0.798 |
38.2% |
0.069 |
3.3% |
31% |
False |
False |
15,476 |
| 120 |
2.787 |
1.844 |
0.943 |
45.1% |
0.066 |
3.1% |
26% |
False |
False |
13,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.555 |
|
2.618 |
2.405 |
|
1.618 |
2.313 |
|
1.000 |
2.256 |
|
0.618 |
2.221 |
|
HIGH |
2.164 |
|
0.618 |
2.129 |
|
0.500 |
2.118 |
|
0.382 |
2.107 |
|
LOW |
2.072 |
|
0.618 |
2.015 |
|
1.000 |
1.980 |
|
1.618 |
1.923 |
|
2.618 |
1.831 |
|
4.250 |
1.681 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.118 |
2.093 |
| PP |
2.109 |
2.092 |
| S1 |
2.099 |
2.091 |
|