NYMEX Natural Gas Future August 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 |
2.132 |
2.140 |
0.008 |
0.4% |
2.220 |
| High |
2.172 |
2.221 |
0.049 |
2.3% |
2.231 |
| Low |
2.127 |
2.122 |
-0.005 |
-0.2% |
2.127 |
| Close |
2.158 |
2.219 |
0.061 |
2.8% |
2.158 |
| Range |
0.045 |
0.099 |
0.054 |
120.0% |
0.104 |
| ATR |
0.068 |
0.071 |
0.002 |
3.2% |
0.000 |
| Volume |
12,601 |
9,196 |
-3,405 |
-27.0% |
51,243 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.484 |
2.451 |
2.273 |
|
| R3 |
2.385 |
2.352 |
2.246 |
|
| R2 |
2.286 |
2.286 |
2.237 |
|
| R1 |
2.253 |
2.253 |
2.228 |
2.270 |
| PP |
2.187 |
2.187 |
2.187 |
2.196 |
| S1 |
2.154 |
2.154 |
2.210 |
2.171 |
| S2 |
2.088 |
2.088 |
2.201 |
|
| S3 |
1.989 |
2.055 |
2.192 |
|
| S4 |
1.890 |
1.956 |
2.165 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.484 |
2.425 |
2.215 |
|
| R3 |
2.380 |
2.321 |
2.187 |
|
| R2 |
2.276 |
2.276 |
2.177 |
|
| R1 |
2.217 |
2.217 |
2.168 |
2.195 |
| PP |
2.172 |
2.172 |
2.172 |
2.161 |
| S1 |
2.113 |
2.113 |
2.148 |
2.091 |
| S2 |
2.068 |
2.068 |
2.139 |
|
| S3 |
1.964 |
2.009 |
2.129 |
|
| S4 |
1.860 |
1.905 |
2.101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.231 |
2.122 |
0.109 |
4.9% |
0.082 |
3.7% |
89% |
False |
True |
12,087 |
| 10 |
2.269 |
2.122 |
0.147 |
6.6% |
0.076 |
3.4% |
66% |
False |
True |
11,105 |
| 20 |
2.269 |
1.990 |
0.279 |
12.6% |
0.069 |
3.1% |
82% |
False |
False |
12,599 |
| 40 |
2.475 |
1.990 |
0.485 |
21.9% |
0.063 |
2.9% |
47% |
False |
False |
10,454 |
| 60 |
2.646 |
1.990 |
0.656 |
29.6% |
0.065 |
2.9% |
35% |
False |
False |
8,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.642 |
|
2.618 |
2.480 |
|
1.618 |
2.381 |
|
1.000 |
2.320 |
|
0.618 |
2.282 |
|
HIGH |
2.221 |
|
0.618 |
2.183 |
|
0.500 |
2.172 |
|
0.382 |
2.160 |
|
LOW |
2.122 |
|
0.618 |
2.061 |
|
1.000 |
2.023 |
|
1.618 |
1.962 |
|
2.618 |
1.863 |
|
4.250 |
1.701 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.203 |
2.205 |
| PP |
2.187 |
2.191 |
| S1 |
2.172 |
2.177 |
|