NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.104 |
2.100 |
-0.004 |
-0.2% |
2.132 |
| High |
2.126 |
2.173 |
0.047 |
2.2% |
2.179 |
| Low |
2.080 |
2.091 |
0.011 |
0.5% |
2.026 |
| Close |
2.098 |
2.158 |
0.060 |
2.9% |
2.101 |
| Range |
0.046 |
0.082 |
0.036 |
78.3% |
0.153 |
| ATR |
0.091 |
0.090 |
-0.001 |
-0.7% |
0.000 |
| Volume |
109,455 |
137,449 |
27,994 |
25.6% |
694,988 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.387 |
2.354 |
2.203 |
|
| R3 |
2.305 |
2.272 |
2.181 |
|
| R2 |
2.223 |
2.223 |
2.173 |
|
| R1 |
2.190 |
2.190 |
2.166 |
2.207 |
| PP |
2.141 |
2.141 |
2.141 |
2.149 |
| S1 |
2.108 |
2.108 |
2.150 |
2.125 |
| S2 |
2.059 |
2.059 |
2.143 |
|
| S3 |
1.977 |
2.026 |
2.135 |
|
| S4 |
1.895 |
1.944 |
2.113 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.561 |
2.484 |
2.185 |
|
| R3 |
2.408 |
2.331 |
2.143 |
|
| R2 |
2.255 |
2.255 |
2.129 |
|
| R1 |
2.178 |
2.178 |
2.115 |
2.140 |
| PP |
2.102 |
2.102 |
2.102 |
2.083 |
| S1 |
2.025 |
2.025 |
2.087 |
1.987 |
| S2 |
1.949 |
1.949 |
2.073 |
|
| S3 |
1.796 |
1.872 |
2.059 |
|
| S4 |
1.643 |
1.719 |
2.017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.179 |
2.045 |
0.134 |
6.2% |
0.080 |
3.7% |
84% |
False |
False |
130,988 |
| 10 |
2.199 |
2.026 |
0.173 |
8.0% |
0.093 |
4.3% |
76% |
False |
False |
153,134 |
| 20 |
2.304 |
1.972 |
0.332 |
15.4% |
0.092 |
4.3% |
56% |
False |
False |
131,127 |
| 40 |
2.304 |
1.948 |
0.356 |
16.5% |
0.086 |
4.0% |
59% |
False |
False |
86,669 |
| 60 |
2.304 |
1.844 |
0.460 |
21.3% |
0.080 |
3.7% |
68% |
False |
False |
66,089 |
| 80 |
2.413 |
1.844 |
0.569 |
26.4% |
0.077 |
3.6% |
55% |
False |
False |
53,203 |
| 100 |
2.593 |
1.844 |
0.749 |
34.7% |
0.078 |
3.6% |
42% |
False |
False |
44,513 |
| 120 |
2.626 |
1.844 |
0.782 |
36.2% |
0.074 |
3.4% |
40% |
False |
False |
38,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.522 |
|
2.618 |
2.388 |
|
1.618 |
2.306 |
|
1.000 |
2.255 |
|
0.618 |
2.224 |
|
HIGH |
2.173 |
|
0.618 |
2.142 |
|
0.500 |
2.132 |
|
0.382 |
2.122 |
|
LOW |
2.091 |
|
0.618 |
2.040 |
|
1.000 |
2.009 |
|
1.618 |
1.958 |
|
2.618 |
1.876 |
|
4.250 |
1.743 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.149 |
2.142 |
| PP |
2.141 |
2.125 |
| S1 |
2.132 |
2.109 |
|