NYMEX Natural Gas Future September 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 |
2.155 |
2.167 |
0.012 |
0.6% |
2.229 |
| High |
2.200 |
2.249 |
0.049 |
2.2% |
2.256 |
| Low |
2.150 |
2.150 |
0.000 |
0.0% |
2.150 |
| Close |
2.187 |
2.246 |
0.059 |
2.7% |
2.187 |
| Range |
0.050 |
0.099 |
0.049 |
98.0% |
0.106 |
| ATR |
0.068 |
0.070 |
0.002 |
3.3% |
0.000 |
| Volume |
13,107 |
11,216 |
-1,891 |
-14.4% |
46,990 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.512 |
2.478 |
2.300 |
|
| R3 |
2.413 |
2.379 |
2.273 |
|
| R2 |
2.314 |
2.314 |
2.264 |
|
| R1 |
2.280 |
2.280 |
2.255 |
2.297 |
| PP |
2.215 |
2.215 |
2.215 |
2.224 |
| S1 |
2.181 |
2.181 |
2.237 |
2.198 |
| S2 |
2.116 |
2.116 |
2.228 |
|
| S3 |
2.017 |
2.082 |
2.219 |
|
| S4 |
1.918 |
1.983 |
2.192 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.516 |
2.457 |
2.245 |
|
| R3 |
2.410 |
2.351 |
2.216 |
|
| R2 |
2.304 |
2.304 |
2.206 |
|
| R1 |
2.245 |
2.245 |
2.197 |
2.222 |
| PP |
2.198 |
2.198 |
2.198 |
2.186 |
| S1 |
2.139 |
2.139 |
2.177 |
2.116 |
| S2 |
2.092 |
2.092 |
2.168 |
|
| S3 |
1.986 |
2.033 |
2.158 |
|
| S4 |
1.880 |
1.927 |
2.129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.256 |
2.150 |
0.106 |
4.7% |
0.082 |
3.6% |
91% |
False |
True |
11,641 |
| 10 |
2.289 |
2.143 |
0.146 |
6.5% |
0.075 |
3.3% |
71% |
False |
False |
11,474 |
| 20 |
2.289 |
2.009 |
0.280 |
12.5% |
0.068 |
3.0% |
85% |
False |
False |
13,208 |
| 40 |
2.479 |
2.009 |
0.470 |
20.9% |
0.062 |
2.8% |
50% |
False |
False |
10,762 |
| 60 |
2.644 |
2.009 |
0.635 |
28.3% |
0.064 |
2.9% |
37% |
False |
False |
8,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.670 |
|
2.618 |
2.508 |
|
1.618 |
2.409 |
|
1.000 |
2.348 |
|
0.618 |
2.310 |
|
HIGH |
2.249 |
|
0.618 |
2.211 |
|
0.500 |
2.200 |
|
0.382 |
2.188 |
|
LOW |
2.150 |
|
0.618 |
2.089 |
|
1.000 |
2.051 |
|
1.618 |
1.990 |
|
2.618 |
1.891 |
|
4.250 |
1.729 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.231 |
2.232 |
| PP |
2.215 |
2.217 |
| S1 |
2.200 |
2.203 |
|