NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.799 |
1.818 |
0.019 |
1.1% |
1.628 |
| High |
1.859 |
1.857 |
-0.002 |
-0.1% |
1.859 |
| Low |
1.792 |
1.771 |
-0.021 |
-1.2% |
1.612 |
| Close |
1.822 |
1.819 |
-0.003 |
-0.2% |
1.822 |
| Range |
0.067 |
0.086 |
0.019 |
28.4% |
0.247 |
| ATR |
0.082 |
0.082 |
0.000 |
0.4% |
0.000 |
| Volume |
135,380 |
111,237 |
-24,143 |
-17.8% |
785,706 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.074 |
2.032 |
1.866 |
|
| R3 |
1.988 |
1.946 |
1.843 |
|
| R2 |
1.902 |
1.902 |
1.835 |
|
| R1 |
1.860 |
1.860 |
1.827 |
1.881 |
| PP |
1.816 |
1.816 |
1.816 |
1.826 |
| S1 |
1.774 |
1.774 |
1.811 |
1.795 |
| S2 |
1.730 |
1.730 |
1.803 |
|
| S3 |
1.644 |
1.688 |
1.795 |
|
| S4 |
1.558 |
1.602 |
1.772 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.505 |
2.411 |
1.958 |
|
| R3 |
2.258 |
2.164 |
1.890 |
|
| R2 |
2.011 |
2.011 |
1.867 |
|
| R1 |
1.917 |
1.917 |
1.845 |
1.964 |
| PP |
1.764 |
1.764 |
1.764 |
1.788 |
| S1 |
1.670 |
1.670 |
1.799 |
1.717 |
| S2 |
1.517 |
1.517 |
1.777 |
|
| S3 |
1.270 |
1.423 |
1.754 |
|
| S4 |
1.023 |
1.176 |
1.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.859 |
1.678 |
0.181 |
10.0% |
0.073 |
4.0% |
78% |
False |
False |
147,612 |
| 10 |
1.859 |
1.611 |
0.248 |
13.6% |
0.080 |
4.4% |
84% |
False |
False |
145,847 |
| 20 |
2.033 |
1.611 |
0.422 |
23.2% |
0.077 |
4.2% |
49% |
False |
False |
126,102 |
| 40 |
2.347 |
1.611 |
0.736 |
40.5% |
0.080 |
4.4% |
28% |
False |
False |
93,553 |
| 60 |
2.512 |
1.611 |
0.901 |
49.5% |
0.083 |
4.5% |
23% |
False |
False |
75,466 |
| 80 |
2.557 |
1.611 |
0.946 |
52.0% |
0.078 |
4.3% |
22% |
False |
False |
64,214 |
| 100 |
2.691 |
1.611 |
1.080 |
59.4% |
0.076 |
4.2% |
19% |
False |
False |
56,176 |
| 120 |
2.811 |
1.611 |
1.200 |
66.0% |
0.071 |
3.9% |
17% |
False |
False |
49,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.223 |
|
2.618 |
2.082 |
|
1.618 |
1.996 |
|
1.000 |
1.943 |
|
0.618 |
1.910 |
|
HIGH |
1.857 |
|
0.618 |
1.824 |
|
0.500 |
1.814 |
|
0.382 |
1.804 |
|
LOW |
1.771 |
|
0.618 |
1.718 |
|
1.000 |
1.685 |
|
1.618 |
1.632 |
|
2.618 |
1.546 |
|
4.250 |
1.406 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.817 |
1.811 |
| PP |
1.816 |
1.804 |
| S1 |
1.814 |
1.796 |
|