NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.100 |
2.164 |
0.064 |
3.0% |
2.132 |
| High |
2.173 |
2.183 |
0.010 |
0.5% |
2.179 |
| Low |
2.091 |
2.114 |
0.023 |
1.1% |
2.026 |
| Close |
2.158 |
2.173 |
0.015 |
0.7% |
2.101 |
| Range |
0.082 |
0.069 |
-0.013 |
-15.9% |
0.153 |
| ATR |
0.090 |
0.089 |
-0.002 |
-1.7% |
0.000 |
| Volume |
137,449 |
154,963 |
17,514 |
12.7% |
694,988 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.364 |
2.337 |
2.211 |
|
| R3 |
2.295 |
2.268 |
2.192 |
|
| R2 |
2.226 |
2.226 |
2.186 |
|
| R1 |
2.199 |
2.199 |
2.179 |
2.213 |
| PP |
2.157 |
2.157 |
2.157 |
2.163 |
| S1 |
2.130 |
2.130 |
2.167 |
2.144 |
| S2 |
2.088 |
2.088 |
2.160 |
|
| S3 |
2.019 |
2.061 |
2.154 |
|
| S4 |
1.950 |
1.992 |
2.135 |
|
|
| 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 |
2.183 |
2.045 |
0.138 |
6.4% |
0.074 |
3.4% |
93% |
True |
False |
135,763 |
| 10 |
2.195 |
2.026 |
0.169 |
7.8% |
0.091 |
4.2% |
87% |
False |
False |
150,638 |
| 20 |
2.304 |
1.972 |
0.332 |
15.3% |
0.093 |
4.3% |
61% |
False |
False |
134,266 |
| 40 |
2.304 |
1.948 |
0.356 |
16.4% |
0.086 |
3.9% |
63% |
False |
False |
89,969 |
| 60 |
2.304 |
1.844 |
0.460 |
21.2% |
0.080 |
3.7% |
72% |
False |
False |
68,433 |
| 80 |
2.413 |
1.844 |
0.569 |
26.2% |
0.077 |
3.5% |
58% |
False |
False |
55,048 |
| 100 |
2.593 |
1.844 |
0.749 |
34.5% |
0.077 |
3.5% |
44% |
False |
False |
45,964 |
| 120 |
2.622 |
1.844 |
0.778 |
35.8% |
0.074 |
3.4% |
42% |
False |
False |
39,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.476 |
|
2.618 |
2.364 |
|
1.618 |
2.295 |
|
1.000 |
2.252 |
|
0.618 |
2.226 |
|
HIGH |
2.183 |
|
0.618 |
2.157 |
|
0.500 |
2.149 |
|
0.382 |
2.140 |
|
LOW |
2.114 |
|
0.618 |
2.071 |
|
1.000 |
2.045 |
|
1.618 |
2.002 |
|
2.618 |
1.933 |
|
4.250 |
1.821 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.165 |
2.159 |
| PP |
2.157 |
2.145 |
| S1 |
2.149 |
2.132 |
|