NYMEX Natural Gas Future June 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 |
2.195 |
2.186 |
-0.009 |
-0.4% |
2.039 |
| High |
2.240 |
2.225 |
-0.015 |
-0.7% |
2.128 |
| Low |
2.155 |
2.166 |
0.011 |
0.5% |
1.986 |
| Close |
2.180 |
2.208 |
0.028 |
1.3% |
1.997 |
| Range |
0.085 |
0.059 |
-0.026 |
-30.6% |
0.142 |
| ATR |
0.085 |
0.083 |
-0.002 |
-2.2% |
0.000 |
| Volume |
115,965 |
120,720 |
4,755 |
4.1% |
427,078 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.377 |
2.351 |
2.240 |
|
| R3 |
2.318 |
2.292 |
2.224 |
|
| R2 |
2.259 |
2.259 |
2.219 |
|
| R1 |
2.233 |
2.233 |
2.213 |
2.246 |
| PP |
2.200 |
2.200 |
2.200 |
2.206 |
| S1 |
2.174 |
2.174 |
2.203 |
2.187 |
| S2 |
2.141 |
2.141 |
2.197 |
|
| S3 |
2.082 |
2.115 |
2.192 |
|
| S4 |
2.023 |
2.056 |
2.176 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.463 |
2.372 |
2.075 |
|
| R3 |
2.321 |
2.230 |
2.036 |
|
| R2 |
2.179 |
2.179 |
2.023 |
|
| R1 |
2.088 |
2.088 |
2.010 |
2.063 |
| PP |
2.037 |
2.037 |
2.037 |
2.024 |
| S1 |
1.946 |
1.946 |
1.984 |
1.921 |
| S2 |
1.895 |
1.895 |
1.971 |
|
| S3 |
1.753 |
1.804 |
1.958 |
|
| S4 |
1.611 |
1.662 |
1.919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.240 |
1.972 |
0.268 |
12.1% |
0.092 |
4.2% |
88% |
False |
False |
100,653 |
| 10 |
2.240 |
1.972 |
0.268 |
12.1% |
0.078 |
3.6% |
88% |
False |
False |
91,291 |
| 20 |
2.240 |
1.948 |
0.292 |
13.2% |
0.080 |
3.6% |
89% |
False |
False |
66,091 |
| 40 |
2.240 |
1.844 |
0.396 |
17.9% |
0.077 |
3.5% |
92% |
False |
False |
47,673 |
| 60 |
2.413 |
1.844 |
0.569 |
25.8% |
0.073 |
3.3% |
64% |
False |
False |
37,150 |
| 80 |
2.593 |
1.844 |
0.749 |
33.9% |
0.075 |
3.4% |
49% |
False |
False |
30,598 |
| 100 |
2.593 |
1.844 |
0.749 |
33.9% |
0.071 |
3.2% |
49% |
False |
False |
25,853 |
| 120 |
2.642 |
1.844 |
0.798 |
36.1% |
0.070 |
3.2% |
46% |
False |
False |
22,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.476 |
|
2.618 |
2.379 |
|
1.618 |
2.320 |
|
1.000 |
2.284 |
|
0.618 |
2.261 |
|
HIGH |
2.225 |
|
0.618 |
2.202 |
|
0.500 |
2.196 |
|
0.382 |
2.189 |
|
LOW |
2.166 |
|
0.618 |
2.130 |
|
1.000 |
2.107 |
|
1.618 |
2.071 |
|
2.618 |
2.012 |
|
4.250 |
1.915 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.204 |
2.183 |
| PP |
2.200 |
2.159 |
| S1 |
2.196 |
2.134 |
|