NYMEX Natural Gas Future September 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 |
2.167 |
2.250 |
0.083 |
3.8% |
2.229 |
High |
2.249 |
2.303 |
0.054 |
2.4% |
2.256 |
Low |
2.150 |
2.230 |
0.080 |
3.7% |
2.150 |
Close |
2.246 |
2.298 |
0.052 |
2.3% |
2.187 |
Range |
0.099 |
0.073 |
-0.026 |
-26.3% |
0.106 |
ATR |
0.070 |
0.070 |
0.000 |
0.3% |
0.000 |
Volume |
11,216 |
15,733 |
4,517 |
40.3% |
46,990 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.496 |
2.470 |
2.338 |
|
R3 |
2.423 |
2.397 |
2.318 |
|
R2 |
2.350 |
2.350 |
2.311 |
|
R1 |
2.324 |
2.324 |
2.305 |
2.337 |
PP |
2.277 |
2.277 |
2.277 |
2.284 |
S1 |
2.251 |
2.251 |
2.291 |
2.264 |
S2 |
2.204 |
2.204 |
2.285 |
|
S3 |
2.131 |
2.178 |
2.278 |
|
S4 |
2.058 |
2.105 |
2.258 |
|
|
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 |
2.303 |
2.150 |
0.153 |
6.7% |
0.078 |
3.4% |
97% |
True |
False |
12,542 |
10 |
2.303 |
2.150 |
0.153 |
6.7% |
0.075 |
3.3% |
97% |
True |
False |
12,012 |
20 |
2.303 |
2.009 |
0.294 |
12.8% |
0.068 |
3.0% |
98% |
True |
False |
12,992 |
40 |
2.432 |
2.009 |
0.423 |
18.4% |
0.063 |
2.8% |
68% |
False |
False |
10,968 |
60 |
2.644 |
2.009 |
0.635 |
27.6% |
0.064 |
2.8% |
46% |
False |
False |
8,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.613 |
2.618 |
2.494 |
1.618 |
2.421 |
1.000 |
2.376 |
0.618 |
2.348 |
HIGH |
2.303 |
0.618 |
2.275 |
0.500 |
2.267 |
0.382 |
2.258 |
LOW |
2.230 |
0.618 |
2.185 |
1.000 |
2.157 |
1.618 |
2.112 |
2.618 |
2.039 |
4.250 |
1.920 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
2.288 |
2.274 |
PP |
2.277 |
2.250 |
S1 |
2.267 |
2.227 |
|