NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.238 |
2.267 |
0.029 |
1.3% |
2.167 |
| High |
2.257 |
2.332 |
0.075 |
3.3% |
2.327 |
| Low |
2.208 |
2.251 |
0.043 |
1.9% |
2.150 |
| Close |
2.239 |
2.265 |
0.026 |
1.2% |
2.239 |
| Range |
0.049 |
0.081 |
0.032 |
65.3% |
0.177 |
| ATR |
0.069 |
0.071 |
0.002 |
2.4% |
0.000 |
| Volume |
11,008 |
14,007 |
2,999 |
27.2% |
74,446 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.526 |
2.476 |
2.310 |
|
| R3 |
2.445 |
2.395 |
2.287 |
|
| R2 |
2.364 |
2.364 |
2.280 |
|
| R1 |
2.314 |
2.314 |
2.272 |
2.299 |
| PP |
2.283 |
2.283 |
2.283 |
2.275 |
| S1 |
2.233 |
2.233 |
2.258 |
2.218 |
| S2 |
2.202 |
2.202 |
2.250 |
|
| S3 |
2.121 |
2.152 |
2.243 |
|
| S4 |
2.040 |
2.071 |
2.220 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.770 |
2.681 |
2.336 |
|
| R3 |
2.593 |
2.504 |
2.288 |
|
| R2 |
2.416 |
2.416 |
2.271 |
|
| R1 |
2.327 |
2.327 |
2.255 |
2.372 |
| PP |
2.239 |
2.239 |
2.239 |
2.261 |
| S1 |
2.150 |
2.150 |
2.223 |
2.195 |
| S2 |
2.062 |
2.062 |
2.207 |
|
| S3 |
1.885 |
1.973 |
2.190 |
|
| S4 |
1.708 |
1.796 |
2.142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.332 |
2.208 |
0.124 |
5.5% |
0.070 |
3.1% |
46% |
True |
False |
15,447 |
| 10 |
2.332 |
2.150 |
0.182 |
8.0% |
0.076 |
3.4% |
63% |
True |
False |
13,544 |
| 20 |
2.332 |
2.009 |
0.323 |
14.3% |
0.071 |
3.1% |
79% |
True |
False |
13,384 |
| 40 |
2.420 |
2.009 |
0.411 |
18.1% |
0.064 |
2.8% |
62% |
False |
False |
11,719 |
| 60 |
2.644 |
2.009 |
0.635 |
28.0% |
0.064 |
2.8% |
40% |
False |
False |
9,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.676 |
|
2.618 |
2.544 |
|
1.618 |
2.463 |
|
1.000 |
2.413 |
|
0.618 |
2.382 |
|
HIGH |
2.332 |
|
0.618 |
2.301 |
|
0.500 |
2.292 |
|
0.382 |
2.282 |
|
LOW |
2.251 |
|
0.618 |
2.201 |
|
1.000 |
2.170 |
|
1.618 |
2.120 |
|
2.618 |
2.039 |
|
4.250 |
1.907 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.292 |
2.270 |
| PP |
2.283 |
2.268 |
| S1 |
2.274 |
2.267 |
|