NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.866 |
1.863 |
-0.003 |
-0.2% |
1.977 |
| High |
1.901 |
1.942 |
0.041 |
2.2% |
1.993 |
| Low |
1.847 |
1.837 |
-0.010 |
-0.5% |
1.847 |
| Close |
1.882 |
1.936 |
0.054 |
2.9% |
1.882 |
| Range |
0.054 |
0.105 |
0.051 |
94.4% |
0.146 |
| ATR |
0.079 |
0.081 |
0.002 |
2.3% |
0.000 |
| Volume |
97,097 |
125,420 |
28,323 |
29.2% |
373,895 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.220 |
2.183 |
1.994 |
|
| R3 |
2.115 |
2.078 |
1.965 |
|
| R2 |
2.010 |
2.010 |
1.955 |
|
| R1 |
1.973 |
1.973 |
1.946 |
1.992 |
| PP |
1.905 |
1.905 |
1.905 |
1.914 |
| S1 |
1.868 |
1.868 |
1.926 |
1.887 |
| S2 |
1.800 |
1.800 |
1.917 |
|
| S3 |
1.695 |
1.763 |
1.907 |
|
| S4 |
1.590 |
1.658 |
1.878 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.345 |
2.260 |
1.962 |
|
| R3 |
2.199 |
2.114 |
1.922 |
|
| R2 |
2.053 |
2.053 |
1.909 |
|
| R1 |
1.968 |
1.968 |
1.895 |
1.938 |
| PP |
1.907 |
1.907 |
1.907 |
1.892 |
| S1 |
1.822 |
1.822 |
1.869 |
1.792 |
| S2 |
1.761 |
1.761 |
1.855 |
|
| S3 |
1.615 |
1.676 |
1.842 |
|
| S4 |
1.469 |
1.530 |
1.802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.993 |
1.837 |
0.156 |
8.1% |
0.091 |
4.7% |
63% |
False |
True |
99,863 |
| 10 |
2.032 |
1.837 |
0.195 |
10.1% |
0.086 |
4.5% |
51% |
False |
True |
89,926 |
| 20 |
2.032 |
1.731 |
0.301 |
15.5% |
0.078 |
4.0% |
68% |
False |
False |
85,680 |
| 40 |
2.380 |
1.731 |
0.649 |
33.5% |
0.076 |
3.9% |
32% |
False |
False |
63,531 |
| 60 |
2.549 |
1.731 |
0.818 |
42.3% |
0.078 |
4.0% |
25% |
False |
False |
50,672 |
| 80 |
2.549 |
1.731 |
0.818 |
42.3% |
0.074 |
3.8% |
25% |
False |
False |
41,986 |
| 100 |
2.602 |
1.731 |
0.871 |
45.0% |
0.071 |
3.7% |
24% |
False |
False |
35,011 |
| 120 |
2.760 |
1.731 |
1.029 |
53.2% |
0.068 |
3.5% |
20% |
False |
False |
29,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.388 |
|
2.618 |
2.217 |
|
1.618 |
2.112 |
|
1.000 |
2.047 |
|
0.618 |
2.007 |
|
HIGH |
1.942 |
|
0.618 |
1.902 |
|
0.500 |
1.890 |
|
0.382 |
1.877 |
|
LOW |
1.837 |
|
0.618 |
1.772 |
|
1.000 |
1.732 |
|
1.618 |
1.667 |
|
2.618 |
1.562 |
|
4.250 |
1.391 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.921 |
1.926 |
| PP |
1.905 |
1.915 |
| S1 |
1.890 |
1.905 |
|