NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.163 |
2.134 |
-0.029 |
-1.3% |
2.104 |
| High |
2.185 |
2.164 |
-0.021 |
-1.0% |
2.185 |
| Low |
2.125 |
2.075 |
-0.050 |
-2.4% |
2.075 |
| Close |
2.155 |
2.096 |
-0.059 |
-2.7% |
2.096 |
| Range |
0.060 |
0.089 |
0.029 |
48.3% |
0.110 |
| ATR |
0.087 |
0.087 |
0.000 |
0.2% |
0.000 |
| Volume |
144,823 |
169,395 |
24,572 |
17.0% |
716,085 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.379 |
2.326 |
2.145 |
|
| R3 |
2.290 |
2.237 |
2.120 |
|
| R2 |
2.201 |
2.201 |
2.112 |
|
| R1 |
2.148 |
2.148 |
2.104 |
2.130 |
| PP |
2.112 |
2.112 |
2.112 |
2.103 |
| S1 |
2.059 |
2.059 |
2.088 |
2.041 |
| S2 |
2.023 |
2.023 |
2.080 |
|
| S3 |
1.934 |
1.970 |
2.072 |
|
| S4 |
1.845 |
1.881 |
2.047 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.449 |
2.382 |
2.157 |
|
| R3 |
2.339 |
2.272 |
2.126 |
|
| R2 |
2.229 |
2.229 |
2.116 |
|
| R1 |
2.162 |
2.162 |
2.106 |
2.141 |
| PP |
2.119 |
2.119 |
2.119 |
2.108 |
| S1 |
2.052 |
2.052 |
2.086 |
2.031 |
| S2 |
2.009 |
2.009 |
2.076 |
|
| S3 |
1.899 |
1.942 |
2.066 |
|
| S4 |
1.789 |
1.832 |
2.036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.185 |
2.075 |
0.110 |
5.2% |
0.069 |
3.3% |
19% |
False |
True |
143,217 |
| 10 |
2.185 |
2.026 |
0.159 |
7.6% |
0.080 |
3.8% |
44% |
False |
False |
141,107 |
| 20 |
2.304 |
1.972 |
0.332 |
15.8% |
0.093 |
4.4% |
37% |
False |
False |
142,351 |
| 40 |
2.304 |
1.948 |
0.356 |
17.0% |
0.085 |
4.1% |
42% |
False |
False |
96,515 |
| 60 |
2.304 |
1.844 |
0.460 |
21.9% |
0.080 |
3.8% |
55% |
False |
False |
73,204 |
| 80 |
2.413 |
1.844 |
0.569 |
27.1% |
0.077 |
3.7% |
44% |
False |
False |
58,751 |
| 100 |
2.593 |
1.844 |
0.749 |
35.7% |
0.077 |
3.7% |
34% |
False |
False |
48,917 |
| 120 |
2.593 |
1.844 |
0.749 |
35.7% |
0.074 |
3.5% |
34% |
False |
False |
41,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.542 |
|
2.618 |
2.397 |
|
1.618 |
2.308 |
|
1.000 |
2.253 |
|
0.618 |
2.219 |
|
HIGH |
2.164 |
|
0.618 |
2.130 |
|
0.500 |
2.120 |
|
0.382 |
2.109 |
|
LOW |
2.075 |
|
0.618 |
2.020 |
|
1.000 |
1.986 |
|
1.618 |
1.931 |
|
2.618 |
1.842 |
|
4.250 |
1.697 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.120 |
2.130 |
| PP |
2.112 |
2.119 |
| S1 |
2.104 |
2.107 |
|