NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.094 |
2.039 |
-0.055 |
-2.6% |
2.074 |
| High |
2.122 |
2.042 |
-0.080 |
-3.8% |
2.164 |
| Low |
2.068 |
1.995 |
-0.073 |
-3.5% |
1.986 |
| Close |
2.077 |
2.001 |
-0.076 |
-3.7% |
2.077 |
| Range |
0.054 |
0.047 |
-0.007 |
-13.0% |
0.178 |
| ATR |
0.080 |
0.080 |
0.000 |
0.2% |
0.000 |
| Volume |
63,763 |
85,347 |
21,584 |
33.9% |
275,973 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.154 |
2.124 |
2.027 |
|
| R3 |
2.107 |
2.077 |
2.014 |
|
| R2 |
2.060 |
2.060 |
2.010 |
|
| R1 |
2.030 |
2.030 |
2.005 |
2.022 |
| PP |
2.013 |
2.013 |
2.013 |
2.008 |
| S1 |
1.983 |
1.983 |
1.997 |
1.975 |
| S2 |
1.966 |
1.966 |
1.992 |
|
| S3 |
1.919 |
1.936 |
1.988 |
|
| S4 |
1.872 |
1.889 |
1.975 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.610 |
2.521 |
2.175 |
|
| R3 |
2.432 |
2.343 |
2.126 |
|
| R2 |
2.254 |
2.254 |
2.110 |
|
| R1 |
2.165 |
2.165 |
2.093 |
2.210 |
| PP |
2.076 |
2.076 |
2.076 |
2.098 |
| S1 |
1.987 |
1.987 |
2.061 |
2.032 |
| S2 |
1.898 |
1.898 |
2.044 |
|
| S3 |
1.720 |
1.809 |
2.028 |
|
| S4 |
1.542 |
1.631 |
1.979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.128 |
1.986 |
0.142 |
7.1% |
0.074 |
3.7% |
11% |
False |
False |
63,608 |
| 10 |
2.164 |
1.986 |
0.178 |
8.9% |
0.075 |
3.8% |
8% |
False |
False |
51,309 |
| 20 |
2.164 |
1.948 |
0.216 |
10.8% |
0.080 |
4.0% |
25% |
False |
False |
38,572 |
| 40 |
2.222 |
1.844 |
0.378 |
18.9% |
0.073 |
3.7% |
42% |
False |
False |
31,510 |
| 60 |
2.463 |
1.844 |
0.619 |
30.9% |
0.072 |
3.6% |
25% |
False |
False |
25,862 |
| 80 |
2.593 |
1.844 |
0.749 |
37.4% |
0.074 |
3.7% |
21% |
False |
False |
21,754 |
| 100 |
2.642 |
1.844 |
0.798 |
39.9% |
0.070 |
3.5% |
20% |
False |
False |
18,476 |
| 120 |
2.741 |
1.844 |
0.897 |
44.8% |
0.067 |
3.4% |
18% |
False |
False |
15,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.242 |
|
2.618 |
2.165 |
|
1.618 |
2.118 |
|
1.000 |
2.089 |
|
0.618 |
2.071 |
|
HIGH |
2.042 |
|
0.618 |
2.024 |
|
0.500 |
2.019 |
|
0.382 |
2.013 |
|
LOW |
1.995 |
|
0.618 |
1.966 |
|
1.000 |
1.948 |
|
1.618 |
1.919 |
|
2.618 |
1.872 |
|
4.250 |
1.795 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.019 |
2.054 |
| PP |
2.013 |
2.036 |
| S1 |
2.007 |
2.019 |
|