NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.357 |
2.382 |
0.025 |
1.1% |
2.158 |
| High |
2.395 |
2.472 |
0.077 |
3.2% |
2.472 |
| Low |
2.330 |
2.374 |
0.044 |
1.9% |
2.156 |
| Close |
2.387 |
2.449 |
0.062 |
2.6% |
2.449 |
| Range |
0.065 |
0.098 |
0.033 |
50.8% |
0.316 |
| ATR |
0.074 |
0.076 |
0.002 |
2.3% |
0.000 |
| Volume |
26,176 |
31,730 |
5,554 |
21.2% |
129,565 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.726 |
2.685 |
2.503 |
|
| R3 |
2.628 |
2.587 |
2.476 |
|
| R2 |
2.530 |
2.530 |
2.467 |
|
| R1 |
2.489 |
2.489 |
2.458 |
2.510 |
| PP |
2.432 |
2.432 |
2.432 |
2.442 |
| S1 |
2.391 |
2.391 |
2.440 |
2.412 |
| S2 |
2.334 |
2.334 |
2.431 |
|
| S3 |
2.236 |
2.293 |
2.422 |
|
| S4 |
2.138 |
2.195 |
2.395 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.307 |
3.194 |
2.623 |
|
| R3 |
2.991 |
2.878 |
2.536 |
|
| R2 |
2.675 |
2.675 |
2.507 |
|
| R1 |
2.562 |
2.562 |
2.478 |
2.619 |
| PP |
2.359 |
2.359 |
2.359 |
2.387 |
| S1 |
2.246 |
2.246 |
2.420 |
2.303 |
| S2 |
2.043 |
2.043 |
2.391 |
|
| S3 |
1.727 |
1.930 |
2.362 |
|
| S4 |
1.411 |
1.614 |
2.275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.472 |
2.156 |
0.316 |
12.9% |
0.092 |
3.7% |
93% |
True |
False |
25,913 |
| 10 |
2.472 |
2.156 |
0.316 |
12.9% |
0.074 |
3.0% |
93% |
True |
False |
23,598 |
| 20 |
2.472 |
2.122 |
0.350 |
14.3% |
0.073 |
3.0% |
93% |
True |
False |
19,548 |
| 40 |
2.472 |
1.990 |
0.482 |
19.7% |
0.071 |
2.9% |
95% |
True |
False |
16,127 |
| 60 |
2.475 |
1.990 |
0.485 |
19.8% |
0.066 |
2.7% |
95% |
False |
False |
13,447 |
| 80 |
2.646 |
1.990 |
0.656 |
26.8% |
0.067 |
2.7% |
70% |
False |
False |
11,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.889 |
|
2.618 |
2.729 |
|
1.618 |
2.631 |
|
1.000 |
2.570 |
|
0.618 |
2.533 |
|
HIGH |
2.472 |
|
0.618 |
2.435 |
|
0.500 |
2.423 |
|
0.382 |
2.411 |
|
LOW |
2.374 |
|
0.618 |
2.313 |
|
1.000 |
2.276 |
|
1.618 |
2.215 |
|
2.618 |
2.117 |
|
4.250 |
1.958 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.440 |
2.432 |
| PP |
2.432 |
2.414 |
| S1 |
2.423 |
2.397 |
|