NYMEX Natural Gas Future May 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 |
1.863 |
1.942 |
0.079 |
4.2% |
1.977 |
| High |
1.942 |
1.990 |
0.048 |
2.5% |
1.993 |
| Low |
1.837 |
1.914 |
0.077 |
4.2% |
1.847 |
| Close |
1.936 |
1.981 |
0.045 |
2.3% |
1.882 |
| Range |
0.105 |
0.076 |
-0.029 |
-27.6% |
0.146 |
| ATR |
0.081 |
0.081 |
0.000 |
-0.4% |
0.000 |
| Volume |
125,420 |
149,851 |
24,431 |
19.5% |
373,895 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.190 |
2.161 |
2.023 |
|
| R3 |
2.114 |
2.085 |
2.002 |
|
| R2 |
2.038 |
2.038 |
1.995 |
|
| R1 |
2.009 |
2.009 |
1.988 |
2.024 |
| PP |
1.962 |
1.962 |
1.962 |
1.969 |
| S1 |
1.933 |
1.933 |
1.974 |
1.948 |
| S2 |
1.886 |
1.886 |
1.967 |
|
| S3 |
1.810 |
1.857 |
1.960 |
|
| S4 |
1.734 |
1.781 |
1.939 |
|
|
| 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 |
1.990 |
1.837 |
0.153 |
7.7% |
0.085 |
4.3% |
94% |
True |
False |
111,646 |
| 10 |
2.032 |
1.837 |
0.195 |
9.8% |
0.086 |
4.3% |
74% |
False |
False |
98,654 |
| 20 |
2.032 |
1.731 |
0.301 |
15.2% |
0.079 |
4.0% |
83% |
False |
False |
88,742 |
| 40 |
2.320 |
1.731 |
0.589 |
29.7% |
0.076 |
3.8% |
42% |
False |
False |
66,199 |
| 60 |
2.549 |
1.731 |
0.818 |
41.3% |
0.078 |
3.9% |
31% |
False |
False |
52,935 |
| 80 |
2.549 |
1.731 |
0.818 |
41.3% |
0.074 |
3.7% |
31% |
False |
False |
43,688 |
| 100 |
2.602 |
1.731 |
0.871 |
44.0% |
0.072 |
3.6% |
29% |
False |
False |
36,449 |
| 120 |
2.760 |
1.731 |
1.029 |
51.9% |
0.068 |
3.5% |
24% |
False |
False |
31,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.313 |
|
2.618 |
2.189 |
|
1.618 |
2.113 |
|
1.000 |
2.066 |
|
0.618 |
2.037 |
|
HIGH |
1.990 |
|
0.618 |
1.961 |
|
0.500 |
1.952 |
|
0.382 |
1.943 |
|
LOW |
1.914 |
|
0.618 |
1.867 |
|
1.000 |
1.838 |
|
1.618 |
1.791 |
|
2.618 |
1.715 |
|
4.250 |
1.591 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.971 |
1.959 |
| PP |
1.962 |
1.936 |
| S1 |
1.952 |
1.914 |
|