NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.004 |
1.941 |
-0.063 |
-3.1% |
1.863 |
| High |
2.041 |
1.943 |
-0.098 |
-4.8% |
2.028 |
| Low |
1.931 |
1.897 |
-0.034 |
-1.8% |
1.837 |
| Close |
1.954 |
1.911 |
-0.043 |
-2.2% |
1.956 |
| Range |
0.110 |
0.046 |
-0.064 |
-58.2% |
0.191 |
| ATR |
0.084 |
0.082 |
-0.002 |
-2.3% |
0.000 |
| Volume |
136,280 |
123,746 |
-12,534 |
-9.2% |
691,265 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.055 |
2.029 |
1.936 |
|
| R3 |
2.009 |
1.983 |
1.924 |
|
| R2 |
1.963 |
1.963 |
1.919 |
|
| R1 |
1.937 |
1.937 |
1.915 |
1.927 |
| PP |
1.917 |
1.917 |
1.917 |
1.912 |
| S1 |
1.891 |
1.891 |
1.907 |
1.881 |
| S2 |
1.871 |
1.871 |
1.903 |
|
| S3 |
1.825 |
1.845 |
1.898 |
|
| S4 |
1.779 |
1.799 |
1.886 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.513 |
2.426 |
2.061 |
|
| R3 |
2.322 |
2.235 |
2.009 |
|
| R2 |
2.131 |
2.131 |
1.991 |
|
| R1 |
2.044 |
2.044 |
1.974 |
2.088 |
| PP |
1.940 |
1.940 |
1.940 |
1.962 |
| S1 |
1.853 |
1.853 |
1.938 |
1.897 |
| S2 |
1.749 |
1.749 |
1.921 |
|
| S3 |
1.558 |
1.662 |
1.903 |
|
| S4 |
1.367 |
1.471 |
1.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.074 |
1.897 |
0.177 |
9.3% |
0.084 |
4.4% |
8% |
False |
True |
143,712 |
| 10 |
2.074 |
1.837 |
0.237 |
12.4% |
0.083 |
4.3% |
31% |
False |
False |
130,949 |
| 20 |
2.074 |
1.802 |
0.272 |
14.2% |
0.080 |
4.2% |
40% |
False |
False |
108,731 |
| 40 |
2.240 |
1.731 |
0.509 |
26.6% |
0.076 |
4.0% |
35% |
False |
False |
80,293 |
| 60 |
2.549 |
1.731 |
0.818 |
42.8% |
0.077 |
4.0% |
22% |
False |
False |
64,659 |
| 80 |
2.549 |
1.731 |
0.818 |
42.8% |
0.077 |
4.0% |
22% |
False |
False |
52,913 |
| 100 |
2.602 |
1.731 |
0.871 |
45.6% |
0.073 |
3.8% |
21% |
False |
False |
44,390 |
| 120 |
2.753 |
1.731 |
1.022 |
53.5% |
0.070 |
3.7% |
18% |
False |
False |
37,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.139 |
|
2.618 |
2.063 |
|
1.618 |
2.017 |
|
1.000 |
1.989 |
|
0.618 |
1.971 |
|
HIGH |
1.943 |
|
0.618 |
1.925 |
|
0.500 |
1.920 |
|
0.382 |
1.915 |
|
LOW |
1.897 |
|
0.618 |
1.869 |
|
1.000 |
1.851 |
|
1.618 |
1.823 |
|
2.618 |
1.777 |
|
4.250 |
1.702 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.920 |
1.986 |
| PP |
1.917 |
1.961 |
| S1 |
1.914 |
1.936 |
|