NYMEX Natural Gas Future August 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 |
2.219 |
2.279 |
0.060 |
2.7% |
2.220 |
| High |
2.276 |
2.295 |
0.019 |
0.8% |
2.231 |
| Low |
2.200 |
2.248 |
0.048 |
2.2% |
2.127 |
| Close |
2.271 |
2.283 |
0.012 |
0.5% |
2.158 |
| Range |
0.076 |
0.047 |
-0.029 |
-38.2% |
0.104 |
| ATR |
0.071 |
0.069 |
-0.002 |
-2.4% |
0.000 |
| Volume |
15,485 |
14,035 |
-1,450 |
-9.4% |
51,243 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.416 |
2.397 |
2.309 |
|
| R3 |
2.369 |
2.350 |
2.296 |
|
| R2 |
2.322 |
2.322 |
2.292 |
|
| R1 |
2.303 |
2.303 |
2.287 |
2.313 |
| PP |
2.275 |
2.275 |
2.275 |
2.280 |
| S1 |
2.256 |
2.256 |
2.279 |
2.266 |
| S2 |
2.228 |
2.228 |
2.274 |
|
| S3 |
2.181 |
2.209 |
2.270 |
|
| S4 |
2.134 |
2.162 |
2.257 |
|
|
| 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 |
2.295 |
2.122 |
0.173 |
7.6% |
0.074 |
3.3% |
93% |
True |
False |
12,650 |
| 10 |
2.295 |
2.122 |
0.173 |
7.6% |
0.071 |
3.1% |
93% |
True |
False |
11,778 |
| 20 |
2.295 |
1.994 |
0.301 |
13.2% |
0.067 |
2.9% |
96% |
True |
False |
12,574 |
| 40 |
2.416 |
1.990 |
0.426 |
18.7% |
0.065 |
2.8% |
69% |
False |
False |
10,848 |
| 60 |
2.646 |
1.990 |
0.656 |
28.7% |
0.065 |
2.8% |
45% |
False |
False |
8,994 |
| 80 |
2.646 |
1.990 |
0.656 |
28.7% |
0.063 |
2.8% |
45% |
False |
False |
7,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.495 |
|
2.618 |
2.418 |
|
1.618 |
2.371 |
|
1.000 |
2.342 |
|
0.618 |
2.324 |
|
HIGH |
2.295 |
|
0.618 |
2.277 |
|
0.500 |
2.272 |
|
0.382 |
2.266 |
|
LOW |
2.248 |
|
0.618 |
2.219 |
|
1.000 |
2.201 |
|
1.618 |
2.172 |
|
2.618 |
2.125 |
|
4.250 |
2.048 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.279 |
2.258 |
| PP |
2.275 |
2.233 |
| S1 |
2.272 |
2.209 |
|