NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.064 |
1.980 |
-0.084 |
-4.1% |
2.080 |
| High |
2.087 |
2.008 |
-0.079 |
-3.8% |
2.087 |
| Low |
1.976 |
1.955 |
-0.021 |
-1.1% |
1.952 |
| Close |
1.980 |
1.992 |
0.012 |
0.6% |
2.062 |
| Range |
0.111 |
0.053 |
-0.058 |
-52.3% |
0.135 |
| ATR |
0.084 |
0.082 |
-0.002 |
-2.6% |
0.000 |
| Volume |
80,233 |
54,778 |
-25,455 |
-31.7% |
650,924 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.144 |
2.121 |
2.021 |
|
| R3 |
2.091 |
2.068 |
2.007 |
|
| R2 |
2.038 |
2.038 |
2.002 |
|
| R1 |
2.015 |
2.015 |
1.997 |
2.027 |
| PP |
1.985 |
1.985 |
1.985 |
1.991 |
| S1 |
1.962 |
1.962 |
1.987 |
1.974 |
| S2 |
1.932 |
1.932 |
1.982 |
|
| S3 |
1.879 |
1.909 |
1.977 |
|
| S4 |
1.826 |
1.856 |
1.963 |
|
|
| 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% |
0.081 |
4.1% |
22% |
False |
False |
105,099 |
| 10 |
2.185 |
1.952 |
0.233 |
11.7% |
0.074 |
3.7% |
17% |
False |
False |
120,641 |
| 20 |
2.195 |
1.952 |
0.243 |
12.2% |
0.082 |
4.1% |
16% |
False |
False |
135,640 |
| 40 |
2.304 |
1.952 |
0.352 |
17.7% |
0.084 |
4.2% |
11% |
False |
False |
113,250 |
| 60 |
2.304 |
1.844 |
0.460 |
23.1% |
0.081 |
4.0% |
32% |
False |
False |
84,709 |
| 80 |
2.331 |
1.844 |
0.487 |
24.4% |
0.078 |
3.9% |
30% |
False |
False |
68,402 |
| 100 |
2.593 |
1.844 |
0.749 |
37.6% |
0.077 |
3.9% |
20% |
False |
False |
57,261 |
| 120 |
2.593 |
1.844 |
0.749 |
37.6% |
0.075 |
3.8% |
20% |
False |
False |
49,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.233 |
|
2.618 |
2.147 |
|
1.618 |
2.094 |
|
1.000 |
2.061 |
|
0.618 |
2.041 |
|
HIGH |
2.008 |
|
0.618 |
1.988 |
|
0.500 |
1.982 |
|
0.382 |
1.975 |
|
LOW |
1.955 |
|
0.618 |
1.922 |
|
1.000 |
1.902 |
|
1.618 |
1.869 |
|
2.618 |
1.816 |
|
4.250 |
1.730 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.989 |
2.044 |
| PP |
1.985 |
2.027 |
| S1 |
1.982 |
2.009 |
|