NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.053 |
2.086 |
0.033 |
1.6% |
2.276 |
| High |
2.104 |
2.160 |
0.056 |
2.7% |
2.304 |
| Low |
2.041 |
2.061 |
0.020 |
1.0% |
2.042 |
| Close |
2.086 |
2.141 |
0.055 |
2.6% |
2.178 |
| Range |
0.063 |
0.099 |
0.036 |
57.1% |
0.262 |
| ATR |
0.095 |
0.096 |
0.000 |
0.3% |
0.000 |
| Volume |
125,188 |
131,086 |
5,898 |
4.7% |
860,812 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.418 |
2.378 |
2.195 |
|
| R3 |
2.319 |
2.279 |
2.168 |
|
| R2 |
2.220 |
2.220 |
2.159 |
|
| R1 |
2.180 |
2.180 |
2.150 |
2.200 |
| PP |
2.121 |
2.121 |
2.121 |
2.131 |
| S1 |
2.081 |
2.081 |
2.132 |
2.101 |
| S2 |
2.022 |
2.022 |
2.123 |
|
| S3 |
1.923 |
1.982 |
2.114 |
|
| S4 |
1.824 |
1.883 |
2.087 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.961 |
2.831 |
2.322 |
|
| R3 |
2.699 |
2.569 |
2.250 |
|
| R2 |
2.437 |
2.437 |
2.226 |
|
| R1 |
2.307 |
2.307 |
2.202 |
2.241 |
| PP |
2.175 |
2.175 |
2.175 |
2.142 |
| S1 |
2.045 |
2.045 |
2.154 |
1.979 |
| S2 |
1.913 |
1.913 |
2.130 |
|
| S3 |
1.651 |
1.783 |
2.106 |
|
| S4 |
1.389 |
1.521 |
2.034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.195 |
2.026 |
0.169 |
7.9% |
0.107 |
5.0% |
68% |
False |
False |
165,513 |
| 10 |
2.304 |
2.026 |
0.278 |
13.0% |
0.100 |
4.7% |
41% |
False |
False |
155,264 |
| 20 |
2.304 |
1.972 |
0.332 |
15.5% |
0.092 |
4.3% |
51% |
False |
False |
121,315 |
| 40 |
2.304 |
1.903 |
0.401 |
18.7% |
0.085 |
4.0% |
59% |
False |
False |
76,497 |
| 60 |
2.304 |
1.844 |
0.460 |
21.5% |
0.079 |
3.7% |
65% |
False |
False |
58,353 |
| 80 |
2.593 |
1.844 |
0.749 |
35.0% |
0.077 |
3.6% |
40% |
False |
False |
47,373 |
| 100 |
2.593 |
1.844 |
0.749 |
35.0% |
0.076 |
3.6% |
40% |
False |
False |
39,613 |
| 120 |
2.642 |
1.844 |
0.798 |
37.3% |
0.073 |
3.4% |
37% |
False |
False |
33,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.581 |
|
2.618 |
2.419 |
|
1.618 |
2.320 |
|
1.000 |
2.259 |
|
0.618 |
2.221 |
|
HIGH |
2.160 |
|
0.618 |
2.122 |
|
0.500 |
2.111 |
|
0.382 |
2.099 |
|
LOW |
2.061 |
|
0.618 |
2.000 |
|
1.000 |
1.962 |
|
1.618 |
1.901 |
|
2.618 |
1.802 |
|
4.250 |
1.640 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.131 |
2.125 |
| PP |
2.121 |
2.109 |
| S1 |
2.111 |
2.093 |
|