NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.935 |
1.866 |
-0.069 |
-3.6% |
1.915 |
| High |
1.973 |
1.901 |
-0.072 |
-3.6% |
2.032 |
| Low |
1.853 |
1.847 |
-0.006 |
-0.3% |
1.869 |
| Close |
1.868 |
1.882 |
0.014 |
0.7% |
1.989 |
| Range |
0.120 |
0.054 |
-0.066 |
-55.0% |
0.163 |
| ATR |
0.081 |
0.079 |
-0.002 |
-2.4% |
0.000 |
| Volume |
102,488 |
97,097 |
-5,391 |
-5.3% |
399,953 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.039 |
2.014 |
1.912 |
|
| R3 |
1.985 |
1.960 |
1.897 |
|
| R2 |
1.931 |
1.931 |
1.892 |
|
| R1 |
1.906 |
1.906 |
1.887 |
1.919 |
| PP |
1.877 |
1.877 |
1.877 |
1.883 |
| S1 |
1.852 |
1.852 |
1.877 |
1.865 |
| S2 |
1.823 |
1.823 |
1.872 |
|
| S3 |
1.769 |
1.798 |
1.867 |
|
| S4 |
1.715 |
1.744 |
1.852 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.452 |
2.384 |
2.079 |
|
| R3 |
2.289 |
2.221 |
2.034 |
|
| R2 |
2.126 |
2.126 |
2.019 |
|
| R1 |
2.058 |
2.058 |
2.004 |
2.092 |
| PP |
1.963 |
1.963 |
1.963 |
1.981 |
| S1 |
1.895 |
1.895 |
1.974 |
1.929 |
| S2 |
1.800 |
1.800 |
1.959 |
|
| S3 |
1.637 |
1.732 |
1.944 |
|
| S4 |
1.474 |
1.569 |
1.899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.032 |
1.847 |
0.185 |
9.8% |
0.084 |
4.5% |
19% |
False |
True |
91,395 |
| 10 |
2.032 |
1.847 |
0.185 |
9.8% |
0.082 |
4.3% |
19% |
False |
True |
86,020 |
| 20 |
2.032 |
1.731 |
0.301 |
16.0% |
0.077 |
4.1% |
50% |
False |
False |
81,214 |
| 40 |
2.380 |
1.731 |
0.649 |
34.5% |
0.075 |
4.0% |
23% |
False |
False |
61,369 |
| 60 |
2.549 |
1.731 |
0.818 |
43.5% |
0.078 |
4.1% |
18% |
False |
False |
48,869 |
| 80 |
2.549 |
1.731 |
0.818 |
43.5% |
0.073 |
3.9% |
18% |
False |
False |
40,500 |
| 100 |
2.602 |
1.731 |
0.871 |
46.3% |
0.071 |
3.8% |
17% |
False |
False |
33,845 |
| 120 |
2.760 |
1.731 |
1.029 |
54.7% |
0.068 |
3.6% |
15% |
False |
False |
28,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.131 |
|
2.618 |
2.042 |
|
1.618 |
1.988 |
|
1.000 |
1.955 |
|
0.618 |
1.934 |
|
HIGH |
1.901 |
|
0.618 |
1.880 |
|
0.500 |
1.874 |
|
0.382 |
1.868 |
|
LOW |
1.847 |
|
0.618 |
1.814 |
|
1.000 |
1.793 |
|
1.618 |
1.760 |
|
2.618 |
1.706 |
|
4.250 |
1.618 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.879 |
1.910 |
| PP |
1.877 |
1.901 |
| S1 |
1.874 |
1.891 |
|