NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.160 |
2.208 |
0.048 |
2.2% |
2.160 |
| High |
2.216 |
2.241 |
0.025 |
1.1% |
2.185 |
| Low |
2.140 |
2.189 |
0.049 |
2.3% |
2.064 |
| Close |
2.211 |
2.224 |
0.013 |
0.6% |
2.099 |
| Range |
0.076 |
0.052 |
-0.024 |
-31.6% |
0.121 |
| ATR |
0.073 |
0.072 |
-0.002 |
-2.1% |
0.000 |
| Volume |
38,950 |
31,683 |
-7,267 |
-18.7% |
94,499 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.374 |
2.351 |
2.253 |
|
| R3 |
2.322 |
2.299 |
2.238 |
|
| R2 |
2.270 |
2.270 |
2.234 |
|
| R1 |
2.247 |
2.247 |
2.229 |
2.259 |
| PP |
2.218 |
2.218 |
2.218 |
2.224 |
| S1 |
2.195 |
2.195 |
2.219 |
2.207 |
| S2 |
2.166 |
2.166 |
2.214 |
|
| S3 |
2.114 |
2.143 |
2.210 |
|
| S4 |
2.062 |
2.091 |
2.195 |
|
|
| 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 |
2.241 |
2.059 |
0.182 |
8.2% |
0.077 |
3.5% |
91% |
True |
False |
27,804 |
| 10 |
2.241 |
2.059 |
0.182 |
8.2% |
0.075 |
3.4% |
91% |
True |
False |
24,358 |
| 20 |
2.241 |
1.939 |
0.302 |
13.6% |
0.069 |
3.1% |
94% |
True |
False |
25,761 |
| 40 |
2.387 |
1.939 |
0.448 |
20.1% |
0.068 |
3.0% |
64% |
False |
False |
22,766 |
| 60 |
2.635 |
1.939 |
0.696 |
31.3% |
0.068 |
3.1% |
41% |
False |
False |
18,997 |
| 80 |
2.635 |
1.939 |
0.696 |
31.3% |
0.067 |
3.0% |
41% |
False |
False |
16,140 |
| 100 |
2.684 |
1.939 |
0.745 |
33.5% |
0.065 |
2.9% |
38% |
False |
False |
13,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.462 |
|
2.618 |
2.377 |
|
1.618 |
2.325 |
|
1.000 |
2.293 |
|
0.618 |
2.273 |
|
HIGH |
2.241 |
|
0.618 |
2.221 |
|
0.500 |
2.215 |
|
0.382 |
2.209 |
|
LOW |
2.189 |
|
0.618 |
2.157 |
|
1.000 |
2.137 |
|
1.618 |
2.105 |
|
2.618 |
2.053 |
|
4.250 |
1.968 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.221 |
2.199 |
| PP |
2.218 |
2.175 |
| S1 |
2.215 |
2.150 |
|