NYMEX Natural Gas Future July 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 |
2.208 |
2.221 |
0.013 |
0.6% |
2.160 |
| High |
2.241 |
2.238 |
-0.003 |
-0.1% |
2.185 |
| Low |
2.189 |
2.138 |
-0.051 |
-2.3% |
2.064 |
| Close |
2.224 |
2.153 |
-0.071 |
-3.2% |
2.099 |
| Range |
0.052 |
0.100 |
0.048 |
92.3% |
0.121 |
| ATR |
0.072 |
0.074 |
0.002 |
2.8% |
0.000 |
| Volume |
31,683 |
55,935 |
24,252 |
76.5% |
94,499 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.476 |
2.415 |
2.208 |
|
| R3 |
2.376 |
2.315 |
2.181 |
|
| R2 |
2.276 |
2.276 |
2.171 |
|
| R1 |
2.215 |
2.215 |
2.162 |
2.196 |
| PP |
2.176 |
2.176 |
2.176 |
2.167 |
| S1 |
2.115 |
2.115 |
2.144 |
2.096 |
| S2 |
2.076 |
2.076 |
2.135 |
|
| S3 |
1.976 |
2.015 |
2.126 |
|
| S4 |
1.876 |
1.915 |
2.098 |
|
|
| 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 |
8.5% |
0.076 |
3.5% |
52% |
False |
False |
34,446 |
| 10 |
2.241 |
2.059 |
0.182 |
8.5% |
0.080 |
3.7% |
52% |
False |
False |
28,419 |
| 20 |
2.241 |
1.939 |
0.302 |
14.0% |
0.072 |
3.3% |
71% |
False |
False |
27,498 |
| 40 |
2.387 |
1.939 |
0.448 |
20.8% |
0.067 |
3.1% |
48% |
False |
False |
23,541 |
| 60 |
2.635 |
1.939 |
0.696 |
32.3% |
0.068 |
3.2% |
31% |
False |
False |
19,782 |
| 80 |
2.635 |
1.939 |
0.696 |
32.3% |
0.067 |
3.1% |
31% |
False |
False |
16,789 |
| 100 |
2.684 |
1.939 |
0.745 |
34.6% |
0.065 |
3.0% |
29% |
False |
False |
13,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.663 |
|
2.618 |
2.500 |
|
1.618 |
2.400 |
|
1.000 |
2.338 |
|
0.618 |
2.300 |
|
HIGH |
2.238 |
|
0.618 |
2.200 |
|
0.500 |
2.188 |
|
0.382 |
2.176 |
|
LOW |
2.138 |
|
0.618 |
2.076 |
|
1.000 |
2.038 |
|
1.618 |
1.976 |
|
2.618 |
1.876 |
|
4.250 |
1.713 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.188 |
2.190 |
| PP |
2.176 |
2.177 |
| S1 |
2.165 |
2.165 |
|