NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.239 |
2.251 |
0.012 |
0.5% |
2.140 |
| High |
2.312 |
2.273 |
-0.039 |
-1.7% |
2.295 |
| Low |
2.231 |
2.183 |
-0.048 |
-2.2% |
2.122 |
| Close |
2.241 |
2.208 |
-0.033 |
-1.5% |
2.214 |
| Range |
0.081 |
0.090 |
0.009 |
11.1% |
0.173 |
| ATR |
0.072 |
0.073 |
0.001 |
1.8% |
0.000 |
| Volume |
14,019 |
10,448 |
-3,571 |
-25.5% |
77,331 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.491 |
2.440 |
2.258 |
|
| R3 |
2.401 |
2.350 |
2.233 |
|
| R2 |
2.311 |
2.311 |
2.225 |
|
| R1 |
2.260 |
2.260 |
2.216 |
2.241 |
| PP |
2.221 |
2.221 |
2.221 |
2.212 |
| S1 |
2.170 |
2.170 |
2.200 |
2.151 |
| S2 |
2.131 |
2.131 |
2.192 |
|
| S3 |
2.041 |
2.080 |
2.183 |
|
| S4 |
1.951 |
1.990 |
2.159 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.729 |
2.645 |
2.309 |
|
| R3 |
2.556 |
2.472 |
2.262 |
|
| R2 |
2.383 |
2.383 |
2.246 |
|
| R1 |
2.299 |
2.299 |
2.230 |
2.341 |
| PP |
2.210 |
2.210 |
2.210 |
2.232 |
| S1 |
2.126 |
2.126 |
2.198 |
2.168 |
| S2 |
2.037 |
2.037 |
2.182 |
|
| S3 |
1.864 |
1.953 |
2.166 |
|
| S4 |
1.691 |
1.780 |
2.119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.312 |
2.182 |
0.130 |
5.9% |
0.073 |
3.3% |
20% |
False |
False |
15,423 |
| 10 |
2.312 |
2.122 |
0.190 |
8.6% |
0.076 |
3.4% |
45% |
False |
False |
14,027 |
| 20 |
2.312 |
2.019 |
0.293 |
13.3% |
0.071 |
3.2% |
65% |
False |
False |
13,052 |
| 40 |
2.416 |
1.990 |
0.426 |
19.3% |
0.066 |
3.0% |
51% |
False |
False |
11,735 |
| 60 |
2.646 |
1.990 |
0.656 |
29.7% |
0.065 |
2.9% |
33% |
False |
False |
9,743 |
| 80 |
2.646 |
1.990 |
0.656 |
29.7% |
0.065 |
2.9% |
33% |
False |
False |
8,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.656 |
|
2.618 |
2.509 |
|
1.618 |
2.419 |
|
1.000 |
2.363 |
|
0.618 |
2.329 |
|
HIGH |
2.273 |
|
0.618 |
2.239 |
|
0.500 |
2.228 |
|
0.382 |
2.217 |
|
LOW |
2.183 |
|
0.618 |
2.127 |
|
1.000 |
2.093 |
|
1.618 |
2.037 |
|
2.618 |
1.947 |
|
4.250 |
1.801 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.228 |
2.247 |
| PP |
2.221 |
2.234 |
| S1 |
2.215 |
2.221 |
|