NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.093 |
2.064 |
-0.029 |
-1.4% |
2.080 |
| High |
2.133 |
2.087 |
-0.046 |
-2.2% |
2.087 |
| Low |
2.050 |
1.976 |
-0.074 |
-3.6% |
1.952 |
| Close |
2.055 |
1.980 |
-0.075 |
-3.6% |
2.062 |
| Range |
0.083 |
0.111 |
0.028 |
33.7% |
0.135 |
| ATR |
0.082 |
0.084 |
0.002 |
2.6% |
0.000 |
| Volume |
106,263 |
80,233 |
-26,030 |
-24.5% |
650,924 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.347 |
2.275 |
2.041 |
|
| R3 |
2.236 |
2.164 |
2.011 |
|
| R2 |
2.125 |
2.125 |
2.000 |
|
| R1 |
2.053 |
2.053 |
1.990 |
2.034 |
| PP |
2.014 |
2.014 |
2.014 |
2.005 |
| S1 |
1.942 |
1.942 |
1.970 |
1.923 |
| S2 |
1.903 |
1.903 |
1.960 |
|
| S3 |
1.792 |
1.831 |
1.949 |
|
| S4 |
1.681 |
1.720 |
1.919 |
|
|
| 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 |
2.133 |
1.952 |
0.181 |
9.1% |
0.083 |
4.2% |
15% |
False |
False |
119,972 |
| 10 |
2.185 |
1.952 |
0.233 |
11.8% |
0.075 |
3.8% |
12% |
False |
False |
130,660 |
| 20 |
2.199 |
1.952 |
0.247 |
12.5% |
0.084 |
4.2% |
11% |
False |
False |
141,897 |
| 40 |
2.304 |
1.952 |
0.352 |
17.8% |
0.084 |
4.2% |
8% |
False |
False |
112,597 |
| 60 |
2.304 |
1.844 |
0.460 |
23.2% |
0.081 |
4.1% |
30% |
False |
False |
84,688 |
| 80 |
2.360 |
1.844 |
0.516 |
26.1% |
0.078 |
3.9% |
26% |
False |
False |
67,972 |
| 100 |
2.593 |
1.844 |
0.749 |
37.8% |
0.077 |
3.9% |
18% |
False |
False |
56,781 |
| 120 |
2.593 |
1.844 |
0.749 |
37.8% |
0.075 |
3.8% |
18% |
False |
False |
48,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.559 |
|
2.618 |
2.378 |
|
1.618 |
2.267 |
|
1.000 |
2.198 |
|
0.618 |
2.156 |
|
HIGH |
2.087 |
|
0.618 |
2.045 |
|
0.500 |
2.032 |
|
0.382 |
2.018 |
|
LOW |
1.976 |
|
0.618 |
1.907 |
|
1.000 |
1.865 |
|
1.618 |
1.796 |
|
2.618 |
1.685 |
|
4.250 |
1.504 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.032 |
2.055 |
| PP |
2.014 |
2.030 |
| S1 |
1.997 |
2.005 |
|