NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.942 |
1.979 |
0.037 |
1.9% |
1.977 |
| High |
1.990 |
2.015 |
0.025 |
1.3% |
1.993 |
| Low |
1.914 |
1.963 |
0.049 |
2.6% |
1.847 |
| Close |
1.981 |
1.996 |
0.015 |
0.8% |
1.882 |
| Range |
0.076 |
0.052 |
-0.024 |
-31.6% |
0.146 |
| ATR |
0.081 |
0.079 |
-0.002 |
-2.5% |
0.000 |
| Volume |
149,851 |
116,072 |
-33,779 |
-22.5% |
373,895 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.147 |
2.124 |
2.025 |
|
| R3 |
2.095 |
2.072 |
2.010 |
|
| R2 |
2.043 |
2.043 |
2.006 |
|
| R1 |
2.020 |
2.020 |
2.001 |
2.032 |
| PP |
1.991 |
1.991 |
1.991 |
1.997 |
| S1 |
1.968 |
1.968 |
1.991 |
1.980 |
| S2 |
1.939 |
1.939 |
1.986 |
|
| S3 |
1.887 |
1.916 |
1.982 |
|
| S4 |
1.835 |
1.864 |
1.967 |
|
|
| 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 |
2.015 |
1.837 |
0.178 |
8.9% |
0.081 |
4.1% |
89% |
True |
False |
118,185 |
| 10 |
2.032 |
1.837 |
0.195 |
9.8% |
0.082 |
4.1% |
82% |
False |
False |
102,666 |
| 20 |
2.032 |
1.731 |
0.301 |
15.1% |
0.077 |
3.9% |
88% |
False |
False |
90,032 |
| 40 |
2.281 |
1.731 |
0.550 |
27.6% |
0.075 |
3.8% |
48% |
False |
False |
68,062 |
| 60 |
2.549 |
1.731 |
0.818 |
41.0% |
0.077 |
3.9% |
32% |
False |
False |
54,655 |
| 80 |
2.549 |
1.731 |
0.818 |
41.0% |
0.074 |
3.7% |
32% |
False |
False |
44,947 |
| 100 |
2.602 |
1.731 |
0.871 |
43.6% |
0.072 |
3.6% |
30% |
False |
False |
37,555 |
| 120 |
2.760 |
1.731 |
1.029 |
51.6% |
0.069 |
3.4% |
26% |
False |
False |
32,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.236 |
|
2.618 |
2.151 |
|
1.618 |
2.099 |
|
1.000 |
2.067 |
|
0.618 |
2.047 |
|
HIGH |
2.015 |
|
0.618 |
1.995 |
|
0.500 |
1.989 |
|
0.382 |
1.983 |
|
LOW |
1.963 |
|
0.618 |
1.931 |
|
1.000 |
1.911 |
|
1.618 |
1.879 |
|
2.618 |
1.827 |
|
4.250 |
1.742 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.994 |
1.973 |
| PP |
1.991 |
1.949 |
| S1 |
1.989 |
1.926 |
|