NYMEX Natural Gas Future July 2016
Trading Metrics calculated at close of trading on 28-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
2.068 |
2.085 |
0.017 |
0.8% |
2.160 |
High |
2.113 |
2.162 |
0.049 |
2.3% |
2.185 |
Low |
2.064 |
2.059 |
-0.005 |
-0.2% |
2.064 |
Close |
2.099 |
2.159 |
0.060 |
2.9% |
2.099 |
Range |
0.049 |
0.103 |
0.054 |
110.2% |
0.121 |
ATR |
0.071 |
0.073 |
0.002 |
3.2% |
0.000 |
Volume |
28,432 |
17,233 |
-11,199 |
-39.4% |
94,499 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.436 |
2.400 |
2.216 |
|
R3 |
2.333 |
2.297 |
2.187 |
|
R2 |
2.230 |
2.230 |
2.178 |
|
R1 |
2.194 |
2.194 |
2.168 |
2.212 |
PP |
2.127 |
2.127 |
2.127 |
2.136 |
S1 |
2.091 |
2.091 |
2.150 |
2.109 |
S2 |
2.024 |
2.024 |
2.140 |
|
S3 |
1.921 |
1.988 |
2.131 |
|
S4 |
1.818 |
1.885 |
2.102 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.479 |
2.410 |
2.166 |
|
R3 |
2.358 |
2.289 |
2.132 |
|
R2 |
2.237 |
2.237 |
2.121 |
|
R1 |
2.168 |
2.168 |
2.110 |
2.142 |
PP |
2.116 |
2.116 |
2.116 |
2.103 |
S1 |
2.047 |
2.047 |
2.088 |
2.021 |
S2 |
1.995 |
1.995 |
2.077 |
|
S3 |
1.874 |
1.926 |
2.066 |
|
S4 |
1.753 |
1.805 |
2.032 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.185 |
2.059 |
0.126 |
5.8% |
0.086 |
4.0% |
79% |
False |
True |
22,346 |
10 |
2.218 |
2.059 |
0.159 |
7.4% |
0.079 |
3.6% |
63% |
False |
True |
22,031 |
20 |
2.218 |
1.939 |
0.279 |
12.9% |
0.071 |
3.3% |
79% |
False |
False |
25,882 |
40 |
2.457 |
1.939 |
0.518 |
24.0% |
0.067 |
3.1% |
42% |
False |
False |
21,852 |
60 |
2.635 |
1.939 |
0.696 |
32.2% |
0.069 |
3.2% |
32% |
False |
False |
18,047 |
80 |
2.635 |
1.939 |
0.696 |
32.2% |
0.066 |
3.1% |
32% |
False |
False |
15,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.600 |
2.618 |
2.432 |
1.618 |
2.329 |
1.000 |
2.265 |
0.618 |
2.226 |
HIGH |
2.162 |
0.618 |
2.123 |
0.500 |
2.111 |
0.382 |
2.098 |
LOW |
2.059 |
0.618 |
1.995 |
1.000 |
1.956 |
1.618 |
1.892 |
2.618 |
1.789 |
4.250 |
1.621 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
2.143 |
2.145 |
PP |
2.127 |
2.131 |
S1 |
2.111 |
2.117 |
|