NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.080 |
2.037 |
-0.043 |
-2.1% |
2.104 |
| High |
2.087 |
2.083 |
-0.004 |
-0.2% |
2.185 |
| Low |
2.023 |
2.030 |
0.007 |
0.3% |
2.075 |
| Close |
2.029 |
2.048 |
0.019 |
0.9% |
2.096 |
| Range |
0.064 |
0.053 |
-0.011 |
-17.2% |
0.110 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.7% |
0.000 |
| Volume |
122,627 |
114,930 |
-7,697 |
-6.3% |
716,085 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.213 |
2.183 |
2.077 |
|
| R3 |
2.160 |
2.130 |
2.063 |
|
| R2 |
2.107 |
2.107 |
2.058 |
|
| R1 |
2.077 |
2.077 |
2.053 |
2.092 |
| PP |
2.054 |
2.054 |
2.054 |
2.061 |
| S1 |
2.024 |
2.024 |
2.043 |
2.039 |
| S2 |
2.001 |
2.001 |
2.038 |
|
| S3 |
1.948 |
1.971 |
2.033 |
|
| S4 |
1.895 |
1.918 |
2.019 |
|
|
| 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 |
7.9% |
0.067 |
3.3% |
15% |
False |
False |
141,347 |
| 10 |
2.185 |
2.023 |
0.162 |
7.9% |
0.074 |
3.6% |
15% |
False |
False |
136,167 |
| 20 |
2.304 |
2.023 |
0.281 |
13.7% |
0.086 |
4.2% |
9% |
False |
False |
144,960 |
| 40 |
2.304 |
1.948 |
0.356 |
17.4% |
0.084 |
4.1% |
28% |
False |
False |
100,945 |
| 60 |
2.304 |
1.844 |
0.460 |
22.5% |
0.080 |
3.9% |
44% |
False |
False |
76,603 |
| 80 |
2.413 |
1.844 |
0.569 |
27.8% |
0.077 |
3.7% |
36% |
False |
False |
61,482 |
| 100 |
2.593 |
1.844 |
0.749 |
36.6% |
0.077 |
3.8% |
27% |
False |
False |
51,185 |
| 120 |
2.593 |
1.844 |
0.749 |
36.6% |
0.073 |
3.6% |
27% |
False |
False |
43,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.308 |
|
2.618 |
2.222 |
|
1.618 |
2.169 |
|
1.000 |
2.136 |
|
0.618 |
2.116 |
|
HIGH |
2.083 |
|
0.618 |
2.063 |
|
0.500 |
2.057 |
|
0.382 |
2.050 |
|
LOW |
2.030 |
|
0.618 |
1.997 |
|
1.000 |
1.977 |
|
1.618 |
1.944 |
|
2.618 |
1.891 |
|
4.250 |
1.805 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.057 |
2.094 |
| PP |
2.054 |
2.078 |
| S1 |
2.051 |
2.063 |
|