NYMEX Natural Gas Future September 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 |
2.437 |
2.422 |
-0.015 |
-0.6% |
2.191 |
| High |
2.437 |
2.442 |
0.005 |
0.2% |
2.501 |
| Low |
2.376 |
2.379 |
0.003 |
0.1% |
2.191 |
| Close |
2.404 |
2.432 |
0.028 |
1.2% |
2.480 |
| Range |
0.061 |
0.063 |
0.002 |
3.3% |
0.310 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.3% |
0.000 |
| Volume |
12,903 |
20,871 |
7,968 |
61.8% |
117,353 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.607 |
2.582 |
2.467 |
|
| R3 |
2.544 |
2.519 |
2.449 |
|
| R2 |
2.481 |
2.481 |
2.444 |
|
| R1 |
2.456 |
2.456 |
2.438 |
2.469 |
| PP |
2.418 |
2.418 |
2.418 |
2.424 |
| S1 |
2.393 |
2.393 |
2.426 |
2.406 |
| S2 |
2.355 |
2.355 |
2.420 |
|
| S3 |
2.292 |
2.330 |
2.415 |
|
| S4 |
2.229 |
2.267 |
2.397 |
|
|
| 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 |
2.528 |
2.362 |
0.166 |
6.8% |
0.083 |
3.4% |
42% |
False |
False |
19,078 |
| 10 |
2.528 |
2.191 |
0.337 |
13.9% |
0.080 |
3.3% |
72% |
False |
False |
19,840 |
| 20 |
2.528 |
2.183 |
0.345 |
14.2% |
0.073 |
3.0% |
72% |
False |
False |
18,889 |
| 40 |
2.528 |
2.009 |
0.519 |
21.3% |
0.070 |
2.9% |
82% |
False |
False |
15,883 |
| 60 |
2.528 |
2.009 |
0.519 |
21.3% |
0.067 |
2.7% |
82% |
False |
False |
13,706 |
| 80 |
2.644 |
2.009 |
0.635 |
26.1% |
0.066 |
2.7% |
67% |
False |
False |
11,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.710 |
|
2.618 |
2.607 |
|
1.618 |
2.544 |
|
1.000 |
2.505 |
|
0.618 |
2.481 |
|
HIGH |
2.442 |
|
0.618 |
2.418 |
|
0.500 |
2.411 |
|
0.382 |
2.403 |
|
LOW |
2.379 |
|
0.618 |
2.340 |
|
1.000 |
2.316 |
|
1.618 |
2.277 |
|
2.618 |
2.214 |
|
4.250 |
2.111 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.425 |
2.452 |
| PP |
2.418 |
2.445 |
| S1 |
2.411 |
2.439 |
|