NYMEX Natural Gas Future August 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 |
2.279 |
2.279 |
0.000 |
0.0% |
2.220 |
| High |
2.295 |
2.295 |
0.000 |
0.0% |
2.231 |
| Low |
2.248 |
2.199 |
-0.049 |
-2.2% |
2.127 |
| Close |
2.283 |
2.212 |
-0.071 |
-3.1% |
2.158 |
| Range |
0.047 |
0.096 |
0.049 |
104.3% |
0.104 |
| ATR |
0.069 |
0.071 |
0.002 |
2.8% |
0.000 |
| Volume |
14,035 |
25,697 |
11,662 |
83.1% |
51,243 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.523 |
2.464 |
2.265 |
|
| R3 |
2.427 |
2.368 |
2.238 |
|
| R2 |
2.331 |
2.331 |
2.230 |
|
| R1 |
2.272 |
2.272 |
2.221 |
2.254 |
| PP |
2.235 |
2.235 |
2.235 |
2.226 |
| S1 |
2.176 |
2.176 |
2.203 |
2.158 |
| S2 |
2.139 |
2.139 |
2.194 |
|
| S3 |
2.043 |
2.080 |
2.186 |
|
| S4 |
1.947 |
1.984 |
2.159 |
|
|
| 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 |
7.8% |
0.073 |
3.3% |
52% |
True |
False |
15,402 |
| 10 |
2.295 |
2.122 |
0.173 |
7.8% |
0.076 |
3.4% |
52% |
True |
False |
13,680 |
| 20 |
2.295 |
1.994 |
0.301 |
13.6% |
0.069 |
3.1% |
72% |
True |
False |
13,302 |
| 40 |
2.416 |
1.990 |
0.426 |
19.3% |
0.064 |
2.9% |
52% |
False |
False |
11,272 |
| 60 |
2.646 |
1.990 |
0.656 |
29.7% |
0.065 |
2.9% |
34% |
False |
False |
9,355 |
| 80 |
2.646 |
1.990 |
0.656 |
29.7% |
0.064 |
2.9% |
34% |
False |
False |
7,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.703 |
|
2.618 |
2.546 |
|
1.618 |
2.450 |
|
1.000 |
2.391 |
|
0.618 |
2.354 |
|
HIGH |
2.295 |
|
0.618 |
2.258 |
|
0.500 |
2.247 |
|
0.382 |
2.236 |
|
LOW |
2.199 |
|
0.618 |
2.140 |
|
1.000 |
2.103 |
|
1.618 |
2.044 |
|
2.618 |
1.948 |
|
4.250 |
1.791 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.247 |
2.247 |
| PP |
2.235 |
2.235 |
| S1 |
2.224 |
2.224 |
|