NYMEX Natural Gas Future June 2016
Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
2.028 |
2.195 |
0.167 |
8.2% |
2.039 |
High |
2.195 |
2.240 |
0.045 |
2.1% |
2.128 |
Low |
2.028 |
2.155 |
0.127 |
6.3% |
1.986 |
Close |
2.188 |
2.180 |
-0.008 |
-0.4% |
1.997 |
Range |
0.167 |
0.085 |
-0.082 |
-49.1% |
0.142 |
ATR |
0.085 |
0.085 |
0.000 |
0.0% |
0.000 |
Volume |
106,091 |
115,965 |
9,874 |
9.3% |
427,078 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.447 |
2.398 |
2.227 |
|
R3 |
2.362 |
2.313 |
2.203 |
|
R2 |
2.277 |
2.277 |
2.196 |
|
R1 |
2.228 |
2.228 |
2.188 |
2.210 |
PP |
2.192 |
2.192 |
2.192 |
2.183 |
S1 |
2.143 |
2.143 |
2.172 |
2.125 |
S2 |
2.107 |
2.107 |
2.164 |
|
S3 |
2.022 |
2.058 |
2.157 |
|
S4 |
1.937 |
1.973 |
2.133 |
|
|
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 |
2.240 |
1.972 |
0.268 |
12.3% |
0.096 |
4.4% |
78% |
True |
False |
90,773 |
10 |
2.240 |
1.972 |
0.268 |
12.3% |
0.084 |
3.9% |
78% |
True |
False |
87,366 |
20 |
2.240 |
1.948 |
0.292 |
13.4% |
0.082 |
3.8% |
79% |
True |
False |
61,479 |
40 |
2.240 |
1.844 |
0.396 |
18.2% |
0.077 |
3.5% |
85% |
True |
False |
45,020 |
60 |
2.413 |
1.844 |
0.569 |
26.1% |
0.074 |
3.4% |
59% |
False |
False |
35,326 |
80 |
2.593 |
1.844 |
0.749 |
34.4% |
0.075 |
3.4% |
45% |
False |
False |
29,118 |
100 |
2.593 |
1.844 |
0.749 |
34.4% |
0.071 |
3.2% |
45% |
False |
False |
24,664 |
120 |
2.642 |
1.844 |
0.798 |
36.6% |
0.070 |
3.2% |
42% |
False |
False |
21,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.601 |
2.618 |
2.463 |
1.618 |
2.378 |
1.000 |
2.325 |
0.618 |
2.293 |
HIGH |
2.240 |
0.618 |
2.208 |
0.500 |
2.198 |
0.382 |
2.187 |
LOW |
2.155 |
0.618 |
2.102 |
1.000 |
2.070 |
1.618 |
2.017 |
2.618 |
1.932 |
4.250 |
1.794 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
2.198 |
2.155 |
PP |
2.192 |
2.131 |
S1 |
2.186 |
2.106 |
|