NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.186 |
2.198 |
0.012 |
0.5% |
1.980 |
| High |
2.225 |
2.281 |
0.056 |
2.5% |
2.281 |
| Low |
2.166 |
2.179 |
0.013 |
0.6% |
1.972 |
| Close |
2.208 |
2.267 |
0.059 |
2.7% |
2.267 |
| Range |
0.059 |
0.102 |
0.043 |
72.9% |
0.309 |
| ATR |
0.083 |
0.085 |
0.001 |
1.6% |
0.000 |
| Volume |
120,720 |
153,075 |
32,355 |
26.8% |
575,151 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.548 |
2.510 |
2.323 |
|
| R3 |
2.446 |
2.408 |
2.295 |
|
| R2 |
2.344 |
2.344 |
2.286 |
|
| R1 |
2.306 |
2.306 |
2.276 |
2.325 |
| PP |
2.242 |
2.242 |
2.242 |
2.252 |
| S1 |
2.204 |
2.204 |
2.258 |
2.223 |
| S2 |
2.140 |
2.140 |
2.248 |
|
| S3 |
2.038 |
2.102 |
2.239 |
|
| S4 |
1.936 |
2.000 |
2.211 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.100 |
2.993 |
2.437 |
|
| R3 |
2.791 |
2.684 |
2.352 |
|
| R2 |
2.482 |
2.482 |
2.324 |
|
| R1 |
2.375 |
2.375 |
2.295 |
2.429 |
| PP |
2.173 |
2.173 |
2.173 |
2.200 |
| S1 |
2.066 |
2.066 |
2.239 |
2.120 |
| S2 |
1.864 |
1.864 |
2.210 |
|
| S3 |
1.555 |
1.757 |
2.182 |
|
| S4 |
1.246 |
1.448 |
2.097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.281 |
1.972 |
0.309 |
13.6% |
0.098 |
4.3% |
95% |
True |
False |
115,030 |
| 10 |
2.281 |
1.972 |
0.309 |
13.6% |
0.083 |
3.7% |
95% |
True |
False |
100,222 |
| 20 |
2.281 |
1.948 |
0.333 |
14.7% |
0.082 |
3.6% |
96% |
True |
False |
72,481 |
| 40 |
2.281 |
1.844 |
0.437 |
19.3% |
0.078 |
3.4% |
97% |
True |
False |
50,891 |
| 60 |
2.413 |
1.844 |
0.569 |
25.1% |
0.074 |
3.3% |
74% |
False |
False |
39,506 |
| 80 |
2.593 |
1.844 |
0.749 |
33.0% |
0.075 |
3.3% |
56% |
False |
False |
32,392 |
| 100 |
2.593 |
1.844 |
0.749 |
33.0% |
0.071 |
3.2% |
56% |
False |
False |
27,366 |
| 120 |
2.642 |
1.844 |
0.798 |
35.2% |
0.070 |
3.1% |
53% |
False |
False |
23,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.715 |
|
2.618 |
2.548 |
|
1.618 |
2.446 |
|
1.000 |
2.383 |
|
0.618 |
2.344 |
|
HIGH |
2.281 |
|
0.618 |
2.242 |
|
0.500 |
2.230 |
|
0.382 |
2.218 |
|
LOW |
2.179 |
|
0.618 |
2.116 |
|
1.000 |
2.077 |
|
1.618 |
2.014 |
|
2.618 |
1.912 |
|
4.250 |
1.746 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.255 |
2.251 |
| PP |
2.242 |
2.234 |
| S1 |
2.230 |
2.218 |
|