NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.626 |
1.628 |
0.002 |
0.1% |
1.711 |
| High |
1.675 |
1.740 |
0.065 |
3.9% |
1.775 |
| Low |
1.611 |
1.612 |
0.001 |
0.1% |
1.611 |
| Close |
1.666 |
1.690 |
0.024 |
1.4% |
1.666 |
| Range |
0.064 |
0.128 |
0.064 |
100.0% |
0.164 |
| ATR |
0.082 |
0.085 |
0.003 |
4.0% |
0.000 |
| Volume |
100,277 |
158,881 |
58,604 |
58.4% |
734,771 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.065 |
2.005 |
1.760 |
|
| R3 |
1.937 |
1.877 |
1.725 |
|
| R2 |
1.809 |
1.809 |
1.713 |
|
| R1 |
1.749 |
1.749 |
1.702 |
1.779 |
| PP |
1.681 |
1.681 |
1.681 |
1.696 |
| S1 |
1.621 |
1.621 |
1.678 |
1.651 |
| S2 |
1.553 |
1.553 |
1.667 |
|
| S3 |
1.425 |
1.493 |
1.655 |
|
| S4 |
1.297 |
1.365 |
1.620 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.176 |
2.085 |
1.756 |
|
| R3 |
2.012 |
1.921 |
1.711 |
|
| R2 |
1.848 |
1.848 |
1.696 |
|
| R1 |
1.757 |
1.757 |
1.681 |
1.721 |
| PP |
1.684 |
1.684 |
1.684 |
1.666 |
| S1 |
1.593 |
1.593 |
1.651 |
1.557 |
| S2 |
1.520 |
1.520 |
1.636 |
|
| S3 |
1.356 |
1.429 |
1.621 |
|
| S4 |
1.192 |
1.265 |
1.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.775 |
1.611 |
0.164 |
9.7% |
0.087 |
5.2% |
48% |
False |
False |
144,081 |
| 10 |
1.885 |
1.611 |
0.274 |
16.2% |
0.077 |
4.6% |
29% |
False |
False |
134,799 |
| 20 |
2.223 |
1.611 |
0.612 |
36.2% |
0.077 |
4.6% |
13% |
False |
False |
110,907 |
| 40 |
2.512 |
1.611 |
0.901 |
53.3% |
0.082 |
4.9% |
9% |
False |
False |
80,297 |
| 60 |
2.512 |
1.611 |
0.901 |
53.3% |
0.081 |
4.8% |
9% |
False |
False |
66,216 |
| 80 |
2.581 |
1.611 |
0.970 |
57.4% |
0.077 |
4.6% |
8% |
False |
False |
56,578 |
| 100 |
2.746 |
1.611 |
1.135 |
67.2% |
0.074 |
4.4% |
7% |
False |
False |
49,562 |
| 120 |
2.912 |
1.611 |
1.301 |
77.0% |
0.070 |
4.1% |
6% |
False |
False |
43,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.284 |
|
2.618 |
2.075 |
|
1.618 |
1.947 |
|
1.000 |
1.868 |
|
0.618 |
1.819 |
|
HIGH |
1.740 |
|
0.618 |
1.691 |
|
0.500 |
1.676 |
|
0.382 |
1.661 |
|
LOW |
1.612 |
|
0.618 |
1.533 |
|
1.000 |
1.484 |
|
1.618 |
1.405 |
|
2.618 |
1.277 |
|
4.250 |
1.068 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.685 |
1.685 |
| PP |
1.681 |
1.680 |
| S1 |
1.676 |
1.676 |
|