NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.933 |
1.893 |
-0.040 |
-2.1% |
1.818 |
| High |
1.957 |
1.908 |
-0.049 |
-2.5% |
1.957 |
| Low |
1.881 |
1.808 |
-0.073 |
-3.9% |
1.771 |
| Close |
1.907 |
1.828 |
-0.079 |
-4.1% |
1.907 |
| Range |
0.076 |
0.100 |
0.024 |
31.6% |
0.186 |
| ATR |
0.083 |
0.085 |
0.001 |
1.4% |
0.000 |
| Volume |
122,652 |
139,542 |
16,890 |
13.8% |
655,552 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.148 |
2.088 |
1.883 |
|
| R3 |
2.048 |
1.988 |
1.856 |
|
| R2 |
1.948 |
1.948 |
1.846 |
|
| R1 |
1.888 |
1.888 |
1.837 |
1.868 |
| PP |
1.848 |
1.848 |
1.848 |
1.838 |
| S1 |
1.788 |
1.788 |
1.819 |
1.768 |
| S2 |
1.748 |
1.748 |
1.810 |
|
| S3 |
1.648 |
1.688 |
1.801 |
|
| S4 |
1.548 |
1.588 |
1.773 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.436 |
2.358 |
2.009 |
|
| R3 |
2.250 |
2.172 |
1.958 |
|
| R2 |
2.064 |
2.064 |
1.941 |
|
| R1 |
1.986 |
1.986 |
1.924 |
2.025 |
| PP |
1.878 |
1.878 |
1.878 |
1.898 |
| S1 |
1.800 |
1.800 |
1.890 |
1.839 |
| S2 |
1.692 |
1.692 |
1.873 |
|
| S3 |
1.506 |
1.614 |
1.856 |
|
| S4 |
1.320 |
1.428 |
1.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.957 |
1.808 |
0.149 |
8.2% |
0.089 |
4.9% |
13% |
False |
True |
136,771 |
| 10 |
1.957 |
1.678 |
0.279 |
15.3% |
0.081 |
4.4% |
54% |
False |
False |
142,191 |
| 20 |
1.957 |
1.611 |
0.346 |
18.9% |
0.079 |
4.3% |
63% |
False |
False |
138,495 |
| 40 |
2.347 |
1.611 |
0.736 |
40.3% |
0.081 |
4.4% |
29% |
False |
False |
106,410 |
| 60 |
2.512 |
1.611 |
0.901 |
49.3% |
0.084 |
4.6% |
24% |
False |
False |
83,535 |
| 80 |
2.512 |
1.611 |
0.901 |
49.3% |
0.078 |
4.3% |
24% |
False |
False |
71,185 |
| 100 |
2.581 |
1.611 |
0.970 |
53.1% |
0.078 |
4.2% |
22% |
False |
False |
61,835 |
| 120 |
2.790 |
1.611 |
1.179 |
64.5% |
0.073 |
4.0% |
18% |
False |
False |
54,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.333 |
|
2.618 |
2.170 |
|
1.618 |
2.070 |
|
1.000 |
2.008 |
|
0.618 |
1.970 |
|
HIGH |
1.908 |
|
0.618 |
1.870 |
|
0.500 |
1.858 |
|
0.382 |
1.846 |
|
LOW |
1.808 |
|
0.618 |
1.746 |
|
1.000 |
1.708 |
|
1.618 |
1.646 |
|
2.618 |
1.546 |
|
4.250 |
1.383 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.858 |
1.883 |
| PP |
1.848 |
1.864 |
| S1 |
1.838 |
1.846 |
|