NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.904 |
2.015 |
0.111 |
5.8% |
1.988 |
| High |
2.024 |
2.044 |
0.020 |
1.0% |
2.074 |
| Low |
1.892 |
1.986 |
0.094 |
5.0% |
1.892 |
| Close |
2.018 |
1.990 |
-0.028 |
-1.4% |
1.990 |
| Range |
0.132 |
0.058 |
-0.074 |
-56.1% |
0.182 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.3% |
0.000 |
| Volume |
214,842 |
163,135 |
-51,707 |
-24.1% |
796,619 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.181 |
2.143 |
2.022 |
|
| R3 |
2.123 |
2.085 |
2.006 |
|
| R2 |
2.065 |
2.065 |
2.001 |
|
| R1 |
2.027 |
2.027 |
1.995 |
2.017 |
| PP |
2.007 |
2.007 |
2.007 |
2.002 |
| S1 |
1.969 |
1.969 |
1.985 |
1.959 |
| S2 |
1.949 |
1.949 |
1.979 |
|
| S3 |
1.891 |
1.911 |
1.974 |
|
| S4 |
1.833 |
1.853 |
1.958 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.531 |
2.443 |
2.090 |
|
| R3 |
2.349 |
2.261 |
2.040 |
|
| R2 |
2.167 |
2.167 |
2.023 |
|
| R1 |
2.079 |
2.079 |
2.007 |
2.123 |
| PP |
1.985 |
1.985 |
1.985 |
2.008 |
| S1 |
1.897 |
1.897 |
1.973 |
1.941 |
| S2 |
1.803 |
1.803 |
1.957 |
|
| S3 |
1.621 |
1.715 |
1.940 |
|
| S4 |
1.439 |
1.533 |
1.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.074 |
1.892 |
0.182 |
9.1% |
0.089 |
4.5% |
54% |
False |
False |
159,323 |
| 10 |
2.074 |
1.837 |
0.237 |
11.9% |
0.084 |
4.2% |
65% |
False |
False |
148,788 |
| 20 |
2.074 |
1.837 |
0.237 |
11.9% |
0.083 |
4.2% |
65% |
False |
False |
117,404 |
| 40 |
2.217 |
1.731 |
0.486 |
24.4% |
0.078 |
3.9% |
53% |
False |
False |
86,966 |
| 60 |
2.409 |
1.731 |
0.678 |
34.1% |
0.077 |
3.9% |
38% |
False |
False |
70,133 |
| 80 |
2.549 |
1.731 |
0.818 |
41.1% |
0.078 |
3.9% |
32% |
False |
False |
57,153 |
| 100 |
2.602 |
1.731 |
0.871 |
43.8% |
0.074 |
3.7% |
30% |
False |
False |
48,002 |
| 120 |
2.704 |
1.731 |
0.973 |
48.9% |
0.071 |
3.6% |
27% |
False |
False |
41,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.291 |
|
2.618 |
2.196 |
|
1.618 |
2.138 |
|
1.000 |
2.102 |
|
0.618 |
2.080 |
|
HIGH |
2.044 |
|
0.618 |
2.022 |
|
0.500 |
2.015 |
|
0.382 |
2.008 |
|
LOW |
1.986 |
|
0.618 |
1.950 |
|
1.000 |
1.928 |
|
1.618 |
1.892 |
|
2.618 |
1.834 |
|
4.250 |
1.740 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.015 |
1.983 |
| PP |
2.007 |
1.975 |
| S1 |
1.998 |
1.968 |
|