NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.134 |
2.080 |
-0.054 |
-2.5% |
2.104 |
| High |
2.164 |
2.087 |
-0.077 |
-3.6% |
2.185 |
| Low |
2.075 |
2.023 |
-0.052 |
-2.5% |
2.075 |
| Close |
2.096 |
2.029 |
-0.067 |
-3.2% |
2.096 |
| Range |
0.089 |
0.064 |
-0.025 |
-28.1% |
0.110 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.1% |
0.000 |
| Volume |
169,395 |
122,627 |
-46,768 |
-27.6% |
716,085 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.238 |
2.198 |
2.064 |
|
| R3 |
2.174 |
2.134 |
2.047 |
|
| R2 |
2.110 |
2.110 |
2.041 |
|
| R1 |
2.070 |
2.070 |
2.035 |
2.058 |
| PP |
2.046 |
2.046 |
2.046 |
2.041 |
| S1 |
2.006 |
2.006 |
2.023 |
1.994 |
| S2 |
1.982 |
1.982 |
2.017 |
|
| S3 |
1.918 |
1.942 |
2.011 |
|
| S4 |
1.854 |
1.878 |
1.994 |
|
|
| 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 |
2.023 |
0.162 |
8.0% |
0.073 |
3.6% |
4% |
False |
True |
145,851 |
| 10 |
2.185 |
2.023 |
0.162 |
8.0% |
0.075 |
3.7% |
4% |
False |
True |
137,193 |
| 20 |
2.304 |
2.023 |
0.281 |
13.8% |
0.092 |
4.5% |
2% |
False |
True |
144,518 |
| 40 |
2.304 |
1.948 |
0.356 |
17.5% |
0.085 |
4.2% |
23% |
False |
False |
98,945 |
| 60 |
2.304 |
1.844 |
0.460 |
22.7% |
0.080 |
3.9% |
40% |
False |
False |
74,944 |
| 80 |
2.413 |
1.844 |
0.569 |
28.0% |
0.077 |
3.8% |
33% |
False |
False |
60,146 |
| 100 |
2.593 |
1.844 |
0.749 |
36.9% |
0.077 |
3.8% |
25% |
False |
False |
50,077 |
| 120 |
2.593 |
1.844 |
0.749 |
36.9% |
0.074 |
3.6% |
25% |
False |
False |
42,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.359 |
|
2.618 |
2.255 |
|
1.618 |
2.191 |
|
1.000 |
2.151 |
|
0.618 |
2.127 |
|
HIGH |
2.087 |
|
0.618 |
2.063 |
|
0.500 |
2.055 |
|
0.382 |
2.047 |
|
LOW |
2.023 |
|
0.618 |
1.983 |
|
1.000 |
1.959 |
|
1.618 |
1.919 |
|
2.618 |
1.855 |
|
4.250 |
1.751 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.055 |
2.104 |
| PP |
2.046 |
2.079 |
| S1 |
2.038 |
2.054 |
|