NYMEX Natural Gas Future September 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 |
2.388 |
2.416 |
0.028 |
1.2% |
2.191 |
| High |
2.428 |
2.501 |
0.073 |
3.0% |
2.501 |
| Low |
2.362 |
2.412 |
0.050 |
2.1% |
2.191 |
| Close |
2.419 |
2.480 |
0.061 |
2.5% |
2.480 |
| Range |
0.066 |
0.089 |
0.023 |
34.8% |
0.310 |
| ATR |
0.072 |
0.073 |
0.001 |
1.7% |
0.000 |
| Volume |
21,249 |
26,853 |
5,604 |
26.4% |
117,353 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.731 |
2.695 |
2.529 |
|
| R3 |
2.642 |
2.606 |
2.504 |
|
| R2 |
2.553 |
2.553 |
2.496 |
|
| R1 |
2.517 |
2.517 |
2.488 |
2.535 |
| PP |
2.464 |
2.464 |
2.464 |
2.474 |
| S1 |
2.428 |
2.428 |
2.472 |
2.446 |
| S2 |
2.375 |
2.375 |
2.464 |
|
| S3 |
2.286 |
2.339 |
2.456 |
|
| S4 |
2.197 |
2.250 |
2.431 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.321 |
3.210 |
2.651 |
|
| R3 |
3.011 |
2.900 |
2.565 |
|
| R2 |
2.701 |
2.701 |
2.537 |
|
| R1 |
2.590 |
2.590 |
2.508 |
2.646 |
| PP |
2.391 |
2.391 |
2.391 |
2.418 |
| S1 |
2.280 |
2.280 |
2.452 |
2.336 |
| S2 |
2.081 |
2.081 |
2.423 |
|
| S3 |
1.771 |
1.970 |
2.395 |
|
| S4 |
1.461 |
1.660 |
2.310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.501 |
2.191 |
0.310 |
12.5% |
0.087 |
3.5% |
93% |
True |
False |
23,470 |
| 10 |
2.501 |
2.191 |
0.310 |
12.5% |
0.070 |
2.8% |
93% |
True |
False |
21,385 |
| 20 |
2.501 |
2.150 |
0.351 |
14.2% |
0.071 |
2.9% |
94% |
True |
False |
18,513 |
| 40 |
2.501 |
2.009 |
0.492 |
19.8% |
0.069 |
2.8% |
96% |
True |
False |
15,925 |
| 60 |
2.501 |
2.009 |
0.492 |
19.8% |
0.065 |
2.6% |
96% |
True |
False |
13,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.879 |
|
2.618 |
2.734 |
|
1.618 |
2.645 |
|
1.000 |
2.590 |
|
0.618 |
2.556 |
|
HIGH |
2.501 |
|
0.618 |
2.467 |
|
0.500 |
2.457 |
|
0.382 |
2.446 |
|
LOW |
2.412 |
|
0.618 |
2.357 |
|
1.000 |
2.323 |
|
1.618 |
2.268 |
|
2.618 |
2.179 |
|
4.250 |
2.034 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.472 |
2.462 |
| PP |
2.464 |
2.444 |
| S1 |
2.457 |
2.426 |
|