NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.074 |
2.094 |
0.020 |
1.0% |
1.981 |
| High |
2.164 |
2.128 |
-0.036 |
-1.7% |
2.132 |
| Low |
2.072 |
2.024 |
-0.048 |
-2.3% |
1.948 |
| Close |
2.090 |
2.050 |
-0.040 |
-1.9% |
2.052 |
| Range |
0.092 |
0.104 |
0.012 |
13.0% |
0.184 |
| ATR |
0.079 |
0.081 |
0.002 |
2.3% |
0.000 |
| Volume |
43,277 |
40,654 |
-2,623 |
-6.1% |
171,435 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.379 |
2.319 |
2.107 |
|
| R3 |
2.275 |
2.215 |
2.079 |
|
| R2 |
2.171 |
2.171 |
2.069 |
|
| R1 |
2.111 |
2.111 |
2.060 |
2.089 |
| PP |
2.067 |
2.067 |
2.067 |
2.057 |
| S1 |
2.007 |
2.007 |
2.040 |
1.985 |
| S2 |
1.963 |
1.963 |
2.031 |
|
| S3 |
1.859 |
1.903 |
2.021 |
|
| S4 |
1.755 |
1.799 |
1.993 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.596 |
2.508 |
2.153 |
|
| R3 |
2.412 |
2.324 |
2.103 |
|
| R2 |
2.228 |
2.228 |
2.086 |
|
| R1 |
2.140 |
2.140 |
2.069 |
2.184 |
| PP |
2.044 |
2.044 |
2.044 |
2.066 |
| S1 |
1.956 |
1.956 |
2.035 |
2.000 |
| S2 |
1.860 |
1.860 |
2.018 |
|
| S3 |
1.676 |
1.772 |
2.001 |
|
| S4 |
1.492 |
1.588 |
1.951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.164 |
2.022 |
0.142 |
6.9% |
0.082 |
4.0% |
20% |
False |
False |
40,062 |
| 10 |
2.164 |
1.948 |
0.216 |
10.5% |
0.083 |
4.0% |
47% |
False |
False |
33,412 |
| 20 |
2.164 |
1.875 |
0.289 |
14.1% |
0.078 |
3.8% |
61% |
False |
False |
30,704 |
| 40 |
2.331 |
1.844 |
0.487 |
23.8% |
0.073 |
3.5% |
42% |
False |
False |
26,040 |
| 60 |
2.593 |
1.844 |
0.749 |
36.5% |
0.073 |
3.5% |
28% |
False |
False |
22,145 |
| 80 |
2.593 |
1.844 |
0.749 |
36.5% |
0.072 |
3.5% |
28% |
False |
False |
18,728 |
| 100 |
2.642 |
1.844 |
0.798 |
38.9% |
0.069 |
3.4% |
26% |
False |
False |
15,851 |
| 120 |
2.787 |
1.844 |
0.943 |
46.0% |
0.066 |
3.2% |
22% |
False |
False |
13,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.570 |
|
2.618 |
2.400 |
|
1.618 |
2.296 |
|
1.000 |
2.232 |
|
0.618 |
2.192 |
|
HIGH |
2.128 |
|
0.618 |
2.088 |
|
0.500 |
2.076 |
|
0.382 |
2.064 |
|
LOW |
2.024 |
|
0.618 |
1.960 |
|
1.000 |
1.920 |
|
1.618 |
1.856 |
|
2.618 |
1.752 |
|
4.250 |
1.582 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.076 |
2.093 |
| PP |
2.067 |
2.079 |
| S1 |
2.059 |
2.064 |
|