NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.089 |
2.073 |
-0.016 |
-0.8% |
1.951 |
| High |
2.137 |
2.107 |
-0.030 |
-1.4% |
2.051 |
| Low |
2.054 |
2.053 |
-0.001 |
0.0% |
1.885 |
| Close |
2.069 |
2.068 |
-0.001 |
0.0% |
1.902 |
| Range |
0.083 |
0.054 |
-0.029 |
-34.9% |
0.166 |
| ATR |
0.089 |
0.087 |
-0.003 |
-2.8% |
0.000 |
| Volume |
189,782 |
147,696 |
-42,086 |
-22.2% |
783,115 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.238 |
2.207 |
2.098 |
|
| R3 |
2.184 |
2.153 |
2.083 |
|
| R2 |
2.130 |
2.130 |
2.078 |
|
| R1 |
2.099 |
2.099 |
2.073 |
2.088 |
| PP |
2.076 |
2.076 |
2.076 |
2.070 |
| S1 |
2.045 |
2.045 |
2.063 |
2.034 |
| S2 |
2.022 |
2.022 |
2.058 |
|
| S3 |
1.968 |
1.991 |
2.053 |
|
| S4 |
1.914 |
1.937 |
2.038 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.444 |
2.339 |
1.993 |
|
| R3 |
2.278 |
2.173 |
1.948 |
|
| R2 |
2.112 |
2.112 |
1.932 |
|
| R1 |
2.007 |
2.007 |
1.917 |
1.977 |
| PP |
1.946 |
1.946 |
1.946 |
1.931 |
| S1 |
1.841 |
1.841 |
1.887 |
1.811 |
| S2 |
1.780 |
1.780 |
1.872 |
|
| S3 |
1.614 |
1.675 |
1.856 |
|
| S4 |
1.448 |
1.509 |
1.811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.137 |
1.872 |
0.265 |
12.8% |
0.094 |
4.5% |
74% |
False |
False |
156,599 |
| 10 |
2.137 |
1.872 |
0.265 |
12.8% |
0.082 |
4.0% |
74% |
False |
False |
159,156 |
| 20 |
2.137 |
1.837 |
0.300 |
14.5% |
0.083 |
4.0% |
77% |
False |
False |
150,670 |
| 40 |
2.137 |
1.731 |
0.406 |
19.6% |
0.081 |
3.9% |
83% |
False |
False |
114,924 |
| 60 |
2.380 |
1.731 |
0.649 |
31.4% |
0.078 |
3.8% |
52% |
False |
False |
90,106 |
| 80 |
2.549 |
1.731 |
0.818 |
39.6% |
0.080 |
3.9% |
41% |
False |
False |
73,291 |
| 100 |
2.549 |
1.731 |
0.818 |
39.6% |
0.075 |
3.6% |
41% |
False |
False |
61,596 |
| 120 |
2.602 |
1.731 |
0.871 |
42.1% |
0.074 |
3.6% |
39% |
False |
False |
52,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.337 |
|
2.618 |
2.248 |
|
1.618 |
2.194 |
|
1.000 |
2.161 |
|
0.618 |
2.140 |
|
HIGH |
2.107 |
|
0.618 |
2.086 |
|
0.500 |
2.080 |
|
0.382 |
2.074 |
|
LOW |
2.053 |
|
0.618 |
2.020 |
|
1.000 |
1.999 |
|
1.618 |
1.966 |
|
2.618 |
1.912 |
|
4.250 |
1.824 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.080 |
2.056 |
| PP |
2.076 |
2.043 |
| S1 |
2.072 |
2.031 |
|