NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.785 |
1.855 |
0.070 |
3.9% |
1.893 |
| High |
1.852 |
1.914 |
0.062 |
3.3% |
1.908 |
| Low |
1.766 |
1.821 |
0.055 |
3.1% |
1.772 |
| Close |
1.848 |
1.903 |
0.055 |
3.0% |
1.806 |
| Range |
0.086 |
0.093 |
0.007 |
8.1% |
0.136 |
| ATR |
0.084 |
0.085 |
0.001 |
0.7% |
0.000 |
| Volume |
55,160 |
9,518 |
-45,642 |
-82.7% |
442,201 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.158 |
2.124 |
1.954 |
|
| R3 |
2.065 |
2.031 |
1.929 |
|
| R2 |
1.972 |
1.972 |
1.920 |
|
| R1 |
1.938 |
1.938 |
1.912 |
1.955 |
| PP |
1.879 |
1.879 |
1.879 |
1.888 |
| S1 |
1.845 |
1.845 |
1.894 |
1.862 |
| S2 |
1.786 |
1.786 |
1.886 |
|
| S3 |
1.693 |
1.752 |
1.877 |
|
| S4 |
1.600 |
1.659 |
1.852 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.237 |
2.157 |
1.881 |
|
| R3 |
2.101 |
2.021 |
1.843 |
|
| R2 |
1.965 |
1.965 |
1.831 |
|
| R1 |
1.885 |
1.885 |
1.818 |
1.857 |
| PP |
1.829 |
1.829 |
1.829 |
1.815 |
| S1 |
1.749 |
1.749 |
1.794 |
1.721 |
| S2 |
1.693 |
1.693 |
1.781 |
|
| S3 |
1.557 |
1.613 |
1.769 |
|
| S4 |
1.421 |
1.477 |
1.731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.914 |
1.766 |
0.148 |
7.8% |
0.086 |
4.5% |
93% |
True |
False |
73,467 |
| 10 |
1.957 |
1.766 |
0.191 |
10.0% |
0.088 |
4.6% |
72% |
False |
False |
105,119 |
| 20 |
1.957 |
1.611 |
0.346 |
18.2% |
0.084 |
4.4% |
84% |
False |
False |
125,483 |
| 40 |
2.279 |
1.611 |
0.668 |
35.1% |
0.081 |
4.3% |
44% |
False |
False |
109,299 |
| 60 |
2.512 |
1.611 |
0.901 |
47.3% |
0.083 |
4.4% |
32% |
False |
False |
86,864 |
| 80 |
2.512 |
1.611 |
0.901 |
47.3% |
0.080 |
4.2% |
32% |
False |
False |
74,378 |
| 100 |
2.581 |
1.611 |
0.970 |
51.0% |
0.078 |
4.1% |
30% |
False |
False |
64,304 |
| 120 |
2.746 |
1.611 |
1.135 |
59.6% |
0.074 |
3.9% |
26% |
False |
False |
56,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.309 |
|
2.618 |
2.157 |
|
1.618 |
2.064 |
|
1.000 |
2.007 |
|
0.618 |
1.971 |
|
HIGH |
1.914 |
|
0.618 |
1.878 |
|
0.500 |
1.868 |
|
0.382 |
1.857 |
|
LOW |
1.821 |
|
0.618 |
1.764 |
|
1.000 |
1.728 |
|
1.618 |
1.671 |
|
2.618 |
1.578 |
|
4.250 |
1.426 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.891 |
1.882 |
| PP |
1.879 |
1.861 |
| S1 |
1.868 |
1.840 |
|