NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.072 |
2.035 |
-0.037 |
-1.8% |
1.882 |
| High |
2.082 |
2.064 |
-0.018 |
-0.9% |
2.147 |
| Low |
1.993 |
1.950 |
-0.043 |
-2.2% |
1.872 |
| Close |
2.032 |
1.995 |
-0.037 |
-1.8% |
2.140 |
| Range |
0.089 |
0.114 |
0.025 |
28.1% |
0.275 |
| ATR |
0.092 |
0.093 |
0.002 |
1.7% |
0.000 |
| Volume |
55,326 |
13,067 |
-42,259 |
-76.4% |
801,124 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.345 |
2.284 |
2.058 |
|
| R3 |
2.231 |
2.170 |
2.026 |
|
| R2 |
2.117 |
2.117 |
2.016 |
|
| R1 |
2.056 |
2.056 |
2.005 |
2.030 |
| PP |
2.003 |
2.003 |
2.003 |
1.990 |
| S1 |
1.942 |
1.942 |
1.985 |
1.916 |
| S2 |
1.889 |
1.889 |
1.974 |
|
| S3 |
1.775 |
1.828 |
1.964 |
|
| S4 |
1.661 |
1.714 |
1.932 |
|
|
| 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 |
1.950 |
0.226 |
11.3% |
0.101 |
5.0% |
20% |
False |
True |
87,587 |
| 10 |
2.176 |
1.872 |
0.304 |
15.2% |
0.101 |
5.1% |
40% |
False |
False |
122,037 |
| 20 |
2.176 |
1.872 |
0.304 |
15.2% |
0.091 |
4.6% |
40% |
False |
False |
140,760 |
| 40 |
2.176 |
1.731 |
0.445 |
22.3% |
0.084 |
4.2% |
59% |
False |
False |
115,396 |
| 60 |
2.281 |
1.731 |
0.550 |
27.6% |
0.081 |
4.0% |
48% |
False |
False |
92,295 |
| 80 |
2.549 |
1.731 |
0.818 |
41.0% |
0.081 |
4.0% |
32% |
False |
False |
76,181 |
| 100 |
2.549 |
1.731 |
0.818 |
41.0% |
0.078 |
3.9% |
32% |
False |
False |
64,110 |
| 120 |
2.602 |
1.731 |
0.871 |
43.7% |
0.075 |
3.8% |
30% |
False |
False |
54,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.549 |
|
2.618 |
2.362 |
|
1.618 |
2.248 |
|
1.000 |
2.178 |
|
0.618 |
2.134 |
|
HIGH |
2.064 |
|
0.618 |
2.020 |
|
0.500 |
2.007 |
|
0.382 |
1.994 |
|
LOW |
1.950 |
|
0.618 |
1.880 |
|
1.000 |
1.836 |
|
1.618 |
1.766 |
|
2.618 |
1.652 |
|
4.250 |
1.466 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.007 |
2.063 |
| PP |
2.003 |
2.040 |
| S1 |
1.999 |
2.018 |
|