NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.124 |
2.051 |
-0.073 |
-3.4% |
2.039 |
| High |
2.128 |
2.058 |
-0.070 |
-3.3% |
2.128 |
| Low |
2.050 |
1.986 |
-0.064 |
-3.1% |
1.986 |
| Close |
2.063 |
1.997 |
-0.066 |
-3.2% |
1.997 |
| Range |
0.078 |
0.072 |
-0.006 |
-7.7% |
0.142 |
| ATR |
0.079 |
0.079 |
0.000 |
-0.2% |
0.000 |
| Volume |
71,322 |
81,189 |
9,867 |
13.8% |
427,078 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.230 |
2.185 |
2.037 |
|
| R3 |
2.158 |
2.113 |
2.017 |
|
| R2 |
2.086 |
2.086 |
2.010 |
|
| R1 |
2.041 |
2.041 |
2.004 |
2.028 |
| PP |
2.014 |
2.014 |
2.014 |
2.007 |
| S1 |
1.969 |
1.969 |
1.990 |
1.956 |
| S2 |
1.942 |
1.942 |
1.984 |
|
| S3 |
1.870 |
1.897 |
1.977 |
|
| S4 |
1.798 |
1.825 |
1.957 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.463 |
2.372 |
2.075 |
|
| R3 |
2.321 |
2.230 |
2.036 |
|
| R2 |
2.179 |
2.179 |
2.023 |
|
| R1 |
2.088 |
2.088 |
2.010 |
2.063 |
| PP |
2.037 |
2.037 |
2.037 |
2.024 |
| S1 |
1.946 |
1.946 |
1.984 |
1.921 |
| S2 |
1.895 |
1.895 |
1.971 |
|
| S3 |
1.753 |
1.804 |
1.958 |
|
| S4 |
1.611 |
1.662 |
1.919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.128 |
1.986 |
0.142 |
7.1% |
0.068 |
3.4% |
8% |
False |
True |
85,415 |
| 10 |
2.164 |
1.986 |
0.178 |
8.9% |
0.076 |
3.8% |
6% |
False |
True |
70,305 |
| 20 |
2.164 |
1.948 |
0.216 |
10.8% |
0.078 |
3.9% |
23% |
False |
False |
50,678 |
| 40 |
2.164 |
1.844 |
0.320 |
16.0% |
0.073 |
3.7% |
48% |
False |
False |
38,630 |
| 60 |
2.413 |
1.844 |
0.569 |
28.5% |
0.071 |
3.6% |
27% |
False |
False |
30,884 |
| 80 |
2.593 |
1.844 |
0.749 |
37.5% |
0.073 |
3.7% |
20% |
False |
False |
25,558 |
| 100 |
2.593 |
1.844 |
0.749 |
37.5% |
0.070 |
3.5% |
20% |
False |
False |
21,778 |
| 120 |
2.655 |
1.844 |
0.811 |
40.6% |
0.069 |
3.4% |
19% |
False |
False |
18,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.364 |
|
2.618 |
2.246 |
|
1.618 |
2.174 |
|
1.000 |
2.130 |
|
0.618 |
2.102 |
|
HIGH |
2.058 |
|
0.618 |
2.030 |
|
0.500 |
2.022 |
|
0.382 |
2.014 |
|
LOW |
1.986 |
|
0.618 |
1.942 |
|
1.000 |
1.914 |
|
1.618 |
1.870 |
|
2.618 |
1.798 |
|
4.250 |
1.680 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.022 |
2.057 |
| PP |
2.014 |
2.037 |
| S1 |
2.005 |
2.017 |
|