NYMEX Natural Gas Future August 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 |
2.140 |
2.219 |
0.079 |
3.7% |
2.220 |
| High |
2.221 |
2.276 |
0.055 |
2.5% |
2.231 |
| Low |
2.122 |
2.200 |
0.078 |
3.7% |
2.127 |
| Close |
2.219 |
2.271 |
0.052 |
2.3% |
2.158 |
| Range |
0.099 |
0.076 |
-0.023 |
-23.2% |
0.104 |
| ATR |
0.071 |
0.071 |
0.000 |
0.5% |
0.000 |
| Volume |
9,196 |
15,485 |
6,289 |
68.4% |
51,243 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.477 |
2.450 |
2.313 |
|
| R3 |
2.401 |
2.374 |
2.292 |
|
| R2 |
2.325 |
2.325 |
2.285 |
|
| R1 |
2.298 |
2.298 |
2.278 |
2.312 |
| PP |
2.249 |
2.249 |
2.249 |
2.256 |
| S1 |
2.222 |
2.222 |
2.264 |
2.236 |
| S2 |
2.173 |
2.173 |
2.257 |
|
| S3 |
2.097 |
2.146 |
2.250 |
|
| S4 |
2.021 |
2.070 |
2.229 |
|
|
| 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 |
2.276 |
2.122 |
0.154 |
6.8% |
0.079 |
3.5% |
97% |
True |
False |
12,632 |
| 10 |
2.276 |
2.122 |
0.154 |
6.8% |
0.076 |
3.3% |
97% |
True |
False |
11,457 |
| 20 |
2.276 |
1.994 |
0.282 |
12.4% |
0.069 |
3.0% |
98% |
True |
False |
12,539 |
| 40 |
2.419 |
1.990 |
0.429 |
18.9% |
0.064 |
2.8% |
66% |
False |
False |
10,675 |
| 60 |
2.646 |
1.990 |
0.656 |
28.9% |
0.065 |
2.9% |
43% |
False |
False |
8,813 |
| 80 |
2.646 |
1.990 |
0.656 |
28.9% |
0.063 |
2.8% |
43% |
False |
False |
7,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.599 |
|
2.618 |
2.475 |
|
1.618 |
2.399 |
|
1.000 |
2.352 |
|
0.618 |
2.323 |
|
HIGH |
2.276 |
|
0.618 |
2.247 |
|
0.500 |
2.238 |
|
0.382 |
2.229 |
|
LOW |
2.200 |
|
0.618 |
2.153 |
|
1.000 |
2.124 |
|
1.618 |
2.077 |
|
2.618 |
2.001 |
|
4.250 |
1.877 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.260 |
2.247 |
| PP |
2.249 |
2.223 |
| S1 |
2.238 |
2.199 |
|