NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.010 |
2.037 |
0.027 |
1.3% |
2.080 |
| High |
2.052 |
2.074 |
0.022 |
1.1% |
2.087 |
| Low |
1.952 |
2.015 |
0.063 |
3.2% |
1.952 |
| Close |
2.039 |
2.062 |
0.023 |
1.1% |
2.062 |
| Range |
0.100 |
0.059 |
-0.041 |
-41.0% |
0.135 |
| ATR |
0.083 |
0.082 |
-0.002 |
-2.1% |
0.000 |
| Volume |
175,780 |
108,443 |
-67,337 |
-38.3% |
650,924 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.227 |
2.204 |
2.094 |
|
| R3 |
2.168 |
2.145 |
2.078 |
|
| R2 |
2.109 |
2.109 |
2.073 |
|
| R1 |
2.086 |
2.086 |
2.067 |
2.098 |
| PP |
2.050 |
2.050 |
2.050 |
2.056 |
| S1 |
2.027 |
2.027 |
2.057 |
2.039 |
| S2 |
1.991 |
1.991 |
2.051 |
|
| S3 |
1.932 |
1.968 |
2.046 |
|
| S4 |
1.873 |
1.909 |
2.030 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.439 |
2.385 |
2.136 |
|
| R3 |
2.304 |
2.250 |
2.099 |
|
| R2 |
2.169 |
2.169 |
2.087 |
|
| R1 |
2.115 |
2.115 |
2.074 |
2.075 |
| PP |
2.034 |
2.034 |
2.034 |
2.013 |
| S1 |
1.980 |
1.980 |
2.050 |
1.940 |
| S2 |
1.899 |
1.899 |
2.037 |
|
| S3 |
1.764 |
1.845 |
2.025 |
|
| S4 |
1.629 |
1.710 |
1.988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.087 |
1.952 |
0.135 |
6.5% |
0.068 |
3.3% |
81% |
False |
False |
130,184 |
| 10 |
2.185 |
1.952 |
0.233 |
11.3% |
0.069 |
3.3% |
47% |
False |
False |
136,700 |
| 20 |
2.304 |
1.952 |
0.352 |
17.1% |
0.085 |
4.1% |
31% |
False |
False |
146,140 |
| 40 |
2.304 |
1.948 |
0.356 |
17.3% |
0.084 |
4.1% |
32% |
False |
False |
109,311 |
| 60 |
2.304 |
1.844 |
0.460 |
22.3% |
0.080 |
3.9% |
47% |
False |
False |
82,641 |
| 80 |
2.413 |
1.844 |
0.569 |
27.6% |
0.077 |
3.7% |
38% |
False |
False |
66,164 |
| 100 |
2.593 |
1.844 |
0.749 |
36.3% |
0.077 |
3.7% |
29% |
False |
False |
55,142 |
| 120 |
2.593 |
1.844 |
0.749 |
36.3% |
0.074 |
3.6% |
29% |
False |
False |
47,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.325 |
|
2.618 |
2.228 |
|
1.618 |
2.169 |
|
1.000 |
2.133 |
|
0.618 |
2.110 |
|
HIGH |
2.074 |
|
0.618 |
2.051 |
|
0.500 |
2.045 |
|
0.382 |
2.038 |
|
LOW |
2.015 |
|
0.618 |
1.979 |
|
1.000 |
1.956 |
|
1.618 |
1.920 |
|
2.618 |
1.861 |
|
4.250 |
1.764 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.056 |
2.046 |
| PP |
2.050 |
2.029 |
| S1 |
2.045 |
2.013 |
|