NYMEX Natural Gas Future July 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 |
2.085 |
2.160 |
0.075 |
3.6% |
2.160 |
| High |
2.162 |
2.216 |
0.054 |
2.5% |
2.185 |
| Low |
2.059 |
2.140 |
0.081 |
3.9% |
2.064 |
| Close |
2.159 |
2.211 |
0.052 |
2.4% |
2.099 |
| Range |
0.103 |
0.076 |
-0.027 |
-26.2% |
0.121 |
| ATR |
0.073 |
0.073 |
0.000 |
0.3% |
0.000 |
| Volume |
17,233 |
38,950 |
21,717 |
126.0% |
94,499 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.417 |
2.390 |
2.253 |
|
| R3 |
2.341 |
2.314 |
2.232 |
|
| R2 |
2.265 |
2.265 |
2.225 |
|
| R1 |
2.238 |
2.238 |
2.218 |
2.252 |
| PP |
2.189 |
2.189 |
2.189 |
2.196 |
| S1 |
2.162 |
2.162 |
2.204 |
2.176 |
| S2 |
2.113 |
2.113 |
2.197 |
|
| S3 |
2.037 |
2.086 |
2.190 |
|
| S4 |
1.961 |
2.010 |
2.169 |
|
|
| 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 |
2.216 |
2.059 |
0.157 |
7.1% |
0.081 |
3.7% |
97% |
True |
False |
26,063 |
| 10 |
2.218 |
2.059 |
0.159 |
7.2% |
0.079 |
3.6% |
96% |
False |
False |
23,371 |
| 20 |
2.218 |
1.939 |
0.279 |
12.6% |
0.071 |
3.2% |
97% |
False |
False |
26,036 |
| 40 |
2.408 |
1.939 |
0.469 |
21.2% |
0.068 |
3.1% |
58% |
False |
False |
22,430 |
| 60 |
2.635 |
1.939 |
0.696 |
31.5% |
0.069 |
3.1% |
39% |
False |
False |
18,559 |
| 80 |
2.635 |
1.939 |
0.696 |
31.5% |
0.066 |
3.0% |
39% |
False |
False |
15,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.539 |
|
2.618 |
2.415 |
|
1.618 |
2.339 |
|
1.000 |
2.292 |
|
0.618 |
2.263 |
|
HIGH |
2.216 |
|
0.618 |
2.187 |
|
0.500 |
2.178 |
|
0.382 |
2.169 |
|
LOW |
2.140 |
|
0.618 |
2.093 |
|
1.000 |
2.064 |
|
1.618 |
2.017 |
|
2.618 |
1.941 |
|
4.250 |
1.817 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.200 |
2.187 |
| PP |
2.189 |
2.162 |
| S1 |
2.178 |
2.138 |
|