NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.990 |
1.963 |
-0.027 |
-1.4% |
1.863 |
| High |
2.028 |
1.992 |
-0.036 |
-1.8% |
2.028 |
| Low |
1.930 |
1.925 |
-0.005 |
-0.3% |
1.837 |
| Close |
1.959 |
1.956 |
-0.003 |
-0.2% |
1.956 |
| Range |
0.098 |
0.067 |
-0.031 |
-31.6% |
0.191 |
| ATR |
0.080 |
0.079 |
-0.001 |
-1.2% |
0.000 |
| Volume |
184,464 |
115,458 |
-69,006 |
-37.4% |
691,265 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.159 |
2.124 |
1.993 |
|
| R3 |
2.092 |
2.057 |
1.974 |
|
| R2 |
2.025 |
2.025 |
1.968 |
|
| R1 |
1.990 |
1.990 |
1.962 |
1.974 |
| PP |
1.958 |
1.958 |
1.958 |
1.950 |
| S1 |
1.923 |
1.923 |
1.950 |
1.907 |
| S2 |
1.891 |
1.891 |
1.944 |
|
| S3 |
1.824 |
1.856 |
1.938 |
|
| S4 |
1.757 |
1.789 |
1.919 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.513 |
2.426 |
2.061 |
|
| R3 |
2.322 |
2.235 |
2.009 |
|
| R2 |
2.131 |
2.131 |
1.991 |
|
| R1 |
2.044 |
2.044 |
1.974 |
2.088 |
| PP |
1.940 |
1.940 |
1.940 |
1.962 |
| S1 |
1.853 |
1.853 |
1.938 |
1.897 |
| S2 |
1.749 |
1.749 |
1.921 |
|
| S3 |
1.558 |
1.662 |
1.903 |
|
| S4 |
1.367 |
1.471 |
1.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.028 |
1.837 |
0.191 |
9.8% |
0.080 |
4.1% |
62% |
False |
False |
138,253 |
| 10 |
2.032 |
1.837 |
0.195 |
10.0% |
0.082 |
4.2% |
61% |
False |
False |
114,824 |
| 20 |
2.032 |
1.731 |
0.301 |
15.4% |
0.079 |
4.0% |
75% |
False |
False |
99,601 |
| 40 |
2.281 |
1.731 |
0.550 |
28.1% |
0.075 |
3.8% |
41% |
False |
False |
73,618 |
| 60 |
2.549 |
1.731 |
0.818 |
41.8% |
0.077 |
3.9% |
28% |
False |
False |
58,975 |
| 80 |
2.549 |
1.731 |
0.818 |
41.8% |
0.075 |
3.9% |
28% |
False |
False |
48,455 |
| 100 |
2.602 |
1.731 |
0.871 |
44.5% |
0.072 |
3.7% |
26% |
False |
False |
40,457 |
| 120 |
2.760 |
1.731 |
1.029 |
52.6% |
0.069 |
3.5% |
22% |
False |
False |
34,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.277 |
|
2.618 |
2.167 |
|
1.618 |
2.100 |
|
1.000 |
2.059 |
|
0.618 |
2.033 |
|
HIGH |
1.992 |
|
0.618 |
1.966 |
|
0.500 |
1.959 |
|
0.382 |
1.951 |
|
LOW |
1.925 |
|
0.618 |
1.884 |
|
1.000 |
1.858 |
|
1.618 |
1.817 |
|
2.618 |
1.750 |
|
4.250 |
1.640 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.959 |
1.977 |
| PP |
1.958 |
1.970 |
| S1 |
1.957 |
1.963 |
|