NYMEX Natural Gas Future September 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 |
2.296 |
2.308 |
0.012 |
0.5% |
2.229 |
| High |
2.327 |
2.325 |
-0.002 |
-0.1% |
2.256 |
| Low |
2.277 |
2.226 |
-0.051 |
-2.2% |
2.150 |
| Close |
2.311 |
2.237 |
-0.074 |
-3.2% |
2.187 |
| Range |
0.050 |
0.099 |
0.049 |
98.0% |
0.106 |
| ATR |
0.069 |
0.071 |
0.002 |
3.1% |
0.000 |
| Volume |
12,820 |
23,669 |
10,849 |
84.6% |
46,990 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.560 |
2.497 |
2.291 |
|
| R3 |
2.461 |
2.398 |
2.264 |
|
| R2 |
2.362 |
2.362 |
2.255 |
|
| R1 |
2.299 |
2.299 |
2.246 |
2.281 |
| PP |
2.263 |
2.263 |
2.263 |
2.254 |
| S1 |
2.200 |
2.200 |
2.228 |
2.182 |
| S2 |
2.164 |
2.164 |
2.219 |
|
| S3 |
2.065 |
2.101 |
2.210 |
|
| S4 |
1.966 |
2.002 |
2.183 |
|
|
| 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 |
2.327 |
2.150 |
0.177 |
7.9% |
0.074 |
3.3% |
49% |
False |
False |
15,309 |
| 10 |
2.327 |
2.150 |
0.177 |
7.9% |
0.076 |
3.4% |
49% |
False |
False |
13,905 |
| 20 |
2.327 |
2.009 |
0.318 |
14.2% |
0.069 |
3.1% |
72% |
False |
False |
13,520 |
| 40 |
2.420 |
2.009 |
0.411 |
18.4% |
0.063 |
2.8% |
55% |
False |
False |
11,446 |
| 60 |
2.644 |
2.009 |
0.635 |
28.4% |
0.064 |
2.9% |
36% |
False |
False |
9,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.746 |
|
2.618 |
2.584 |
|
1.618 |
2.485 |
|
1.000 |
2.424 |
|
0.618 |
2.386 |
|
HIGH |
2.325 |
|
0.618 |
2.287 |
|
0.500 |
2.276 |
|
0.382 |
2.264 |
|
LOW |
2.226 |
|
0.618 |
2.165 |
|
1.000 |
2.127 |
|
1.618 |
2.066 |
|
2.618 |
1.967 |
|
4.250 |
1.805 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.276 |
2.277 |
| PP |
2.263 |
2.263 |
| S1 |
2.250 |
2.250 |
|