NYMEX Natural Gas Future August 2016
Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
2.399 |
2.391 |
-0.008 |
-0.3% |
2.158 |
High |
2.401 |
2.409 |
0.008 |
0.3% |
2.472 |
Low |
2.339 |
2.342 |
0.003 |
0.1% |
2.156 |
Close |
2.370 |
2.393 |
0.023 |
1.0% |
2.449 |
Range |
0.062 |
0.067 |
0.005 |
8.1% |
0.316 |
ATR |
0.079 |
0.078 |
-0.001 |
-1.1% |
0.000 |
Volume |
18,333 |
33,983 |
15,650 |
85.4% |
129,565 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.582 |
2.555 |
2.430 |
|
R3 |
2.515 |
2.488 |
2.411 |
|
R2 |
2.448 |
2.448 |
2.405 |
|
R1 |
2.421 |
2.421 |
2.399 |
2.435 |
PP |
2.381 |
2.381 |
2.381 |
2.388 |
S1 |
2.354 |
2.354 |
2.387 |
2.368 |
S2 |
2.314 |
2.314 |
2.381 |
|
S3 |
2.247 |
2.287 |
2.375 |
|
S4 |
2.180 |
2.220 |
2.356 |
|
|
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 |
2.494 |
2.330 |
0.164 |
6.9% |
0.086 |
3.6% |
38% |
False |
False |
25,436 |
10 |
2.494 |
2.156 |
0.338 |
14.1% |
0.084 |
3.5% |
70% |
False |
False |
23,356 |
20 |
2.494 |
2.151 |
0.343 |
14.3% |
0.076 |
3.2% |
71% |
False |
False |
21,076 |
40 |
2.494 |
1.994 |
0.500 |
20.9% |
0.071 |
3.0% |
80% |
False |
False |
16,825 |
60 |
2.494 |
1.990 |
0.504 |
21.1% |
0.068 |
2.9% |
80% |
False |
False |
14,258 |
80 |
2.646 |
1.990 |
0.656 |
27.4% |
0.067 |
2.8% |
61% |
False |
False |
12,014 |
100 |
2.646 |
1.990 |
0.656 |
27.4% |
0.066 |
2.7% |
61% |
False |
False |
10,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.694 |
2.618 |
2.584 |
1.618 |
2.517 |
1.000 |
2.476 |
0.618 |
2.450 |
HIGH |
2.409 |
0.618 |
2.383 |
0.500 |
2.376 |
0.382 |
2.368 |
LOW |
2.342 |
0.618 |
2.301 |
1.000 |
2.275 |
1.618 |
2.234 |
2.618 |
2.167 |
4.250 |
2.057 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
2.387 |
2.417 |
PP |
2.381 |
2.409 |
S1 |
2.376 |
2.401 |
|