NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.396 |
2.410 |
0.014 |
0.6% |
2.483 |
| High |
2.466 |
2.431 |
-0.035 |
-1.4% |
2.528 |
| Low |
2.375 |
2.357 |
-0.018 |
-0.8% |
2.364 |
| Close |
2.457 |
2.370 |
-0.087 |
-3.5% |
2.457 |
| Range |
0.091 |
0.074 |
-0.017 |
-18.7% |
0.164 |
| ATR |
0.076 |
0.078 |
0.002 |
2.2% |
0.000 |
| Volume |
43,333 |
20,281 |
-23,052 |
-53.2% |
123,336 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.608 |
2.563 |
2.411 |
|
| R3 |
2.534 |
2.489 |
2.390 |
|
| R2 |
2.460 |
2.460 |
2.384 |
|
| R1 |
2.415 |
2.415 |
2.377 |
2.401 |
| PP |
2.386 |
2.386 |
2.386 |
2.379 |
| S1 |
2.341 |
2.341 |
2.363 |
2.327 |
| S2 |
2.312 |
2.312 |
2.356 |
|
| S3 |
2.238 |
2.267 |
2.350 |
|
| S4 |
2.164 |
2.193 |
2.329 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.942 |
2.863 |
2.547 |
|
| R3 |
2.778 |
2.699 |
2.502 |
|
| R2 |
2.614 |
2.614 |
2.487 |
|
| R1 |
2.535 |
2.535 |
2.472 |
2.493 |
| PP |
2.450 |
2.450 |
2.450 |
2.428 |
| S1 |
2.371 |
2.371 |
2.442 |
2.329 |
| S2 |
2.286 |
2.286 |
2.427 |
|
| S3 |
2.122 |
2.207 |
2.412 |
|
| S4 |
1.958 |
2.043 |
2.367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.466 |
2.357 |
0.109 |
4.6% |
0.071 |
3.0% |
12% |
False |
True |
26,020 |
| 10 |
2.528 |
2.250 |
0.278 |
11.7% |
0.086 |
3.6% |
43% |
False |
False |
24,916 |
| 20 |
2.528 |
2.183 |
0.345 |
14.6% |
0.073 |
3.1% |
54% |
False |
False |
21,271 |
| 40 |
2.528 |
2.009 |
0.519 |
21.9% |
0.072 |
3.0% |
70% |
False |
False |
17,328 |
| 60 |
2.528 |
2.009 |
0.519 |
21.9% |
0.067 |
2.8% |
70% |
False |
False |
14,903 |
| 80 |
2.644 |
2.009 |
0.635 |
26.8% |
0.066 |
2.8% |
57% |
False |
False |
12,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.746 |
|
2.618 |
2.625 |
|
1.618 |
2.551 |
|
1.000 |
2.505 |
|
0.618 |
2.477 |
|
HIGH |
2.431 |
|
0.618 |
2.403 |
|
0.500 |
2.394 |
|
0.382 |
2.385 |
|
LOW |
2.357 |
|
0.618 |
2.311 |
|
1.000 |
2.283 |
|
1.618 |
2.237 |
|
2.618 |
2.163 |
|
4.250 |
2.043 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.394 |
2.412 |
| PP |
2.386 |
2.398 |
| S1 |
2.378 |
2.384 |
|