NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.160 |
2.072 |
-0.088 |
-4.1% |
1.882 |
| High |
2.176 |
2.082 |
-0.094 |
-4.3% |
2.147 |
| Low |
2.043 |
1.993 |
-0.050 |
-2.4% |
1.872 |
| Close |
2.063 |
2.032 |
-0.031 |
-1.5% |
2.140 |
| Range |
0.133 |
0.089 |
-0.044 |
-33.1% |
0.275 |
| ATR |
0.092 |
0.092 |
0.000 |
-0.2% |
0.000 |
| Volume |
66,033 |
55,326 |
-10,707 |
-16.2% |
801,124 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.303 |
2.256 |
2.081 |
|
| R3 |
2.214 |
2.167 |
2.056 |
|
| R2 |
2.125 |
2.125 |
2.048 |
|
| R1 |
2.078 |
2.078 |
2.040 |
2.057 |
| PP |
2.036 |
2.036 |
2.036 |
2.025 |
| S1 |
1.989 |
1.989 |
2.024 |
1.968 |
| S2 |
1.947 |
1.947 |
2.016 |
|
| S3 |
1.858 |
1.900 |
2.008 |
|
| S4 |
1.769 |
1.811 |
1.983 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.878 |
2.784 |
2.291 |
|
| R3 |
2.603 |
2.509 |
2.216 |
|
| R2 |
2.328 |
2.328 |
2.190 |
|
| R1 |
2.234 |
2.234 |
2.165 |
2.281 |
| PP |
2.053 |
2.053 |
2.053 |
2.077 |
| S1 |
1.959 |
1.959 |
2.115 |
2.006 |
| S2 |
1.778 |
1.778 |
2.090 |
|
| S3 |
1.503 |
1.684 |
2.064 |
|
| S4 |
1.228 |
1.409 |
1.989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.176 |
1.993 |
0.183 |
9.0% |
0.094 |
4.6% |
21% |
False |
True |
122,930 |
| 10 |
2.176 |
1.872 |
0.304 |
15.0% |
0.094 |
4.6% |
53% |
False |
False |
137,192 |
| 20 |
2.176 |
1.872 |
0.304 |
15.0% |
0.088 |
4.3% |
53% |
False |
False |
145,910 |
| 40 |
2.176 |
1.731 |
0.445 |
21.9% |
0.083 |
4.1% |
68% |
False |
False |
117,326 |
| 60 |
2.320 |
1.731 |
0.589 |
29.0% |
0.080 |
3.9% |
51% |
False |
False |
92,769 |
| 80 |
2.549 |
1.731 |
0.818 |
40.3% |
0.080 |
3.9% |
37% |
False |
False |
76,179 |
| 100 |
2.549 |
1.731 |
0.818 |
40.3% |
0.077 |
3.8% |
37% |
False |
False |
64,133 |
| 120 |
2.602 |
1.731 |
0.871 |
42.9% |
0.074 |
3.7% |
35% |
False |
False |
54,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.460 |
|
2.618 |
2.315 |
|
1.618 |
2.226 |
|
1.000 |
2.171 |
|
0.618 |
2.137 |
|
HIGH |
2.082 |
|
0.618 |
2.048 |
|
0.500 |
2.038 |
|
0.382 |
2.027 |
|
LOW |
1.993 |
|
0.618 |
1.938 |
|
1.000 |
1.904 |
|
1.618 |
1.849 |
|
2.618 |
1.760 |
|
4.250 |
1.615 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.038 |
2.085 |
| PP |
2.036 |
2.067 |
| S1 |
2.034 |
2.050 |
|