NYMEX Natural Gas Future June 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 |
2.196 |
2.170 |
-0.026 |
-1.2% |
1.980 |
| High |
2.208 |
2.199 |
-0.009 |
-0.4% |
2.281 |
| Low |
2.132 |
2.108 |
-0.024 |
-1.1% |
1.972 |
| Close |
2.159 |
2.153 |
-0.006 |
-0.3% |
2.267 |
| Range |
0.076 |
0.091 |
0.015 |
19.7% |
0.309 |
| ATR |
0.088 |
0.088 |
0.000 |
0.3% |
0.000 |
| Volume |
143,286 |
179,928 |
36,642 |
25.6% |
575,151 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.426 |
2.381 |
2.203 |
|
| R3 |
2.335 |
2.290 |
2.178 |
|
| R2 |
2.244 |
2.244 |
2.170 |
|
| R1 |
2.199 |
2.199 |
2.161 |
2.176 |
| PP |
2.153 |
2.153 |
2.153 |
2.142 |
| S1 |
2.108 |
2.108 |
2.145 |
2.085 |
| S2 |
2.062 |
2.062 |
2.136 |
|
| S3 |
1.971 |
2.017 |
2.128 |
|
| S4 |
1.880 |
1.926 |
2.103 |
|
|
| 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 |
2.304 |
2.108 |
0.196 |
9.1% |
0.094 |
4.4% |
23% |
False |
True |
145,015 |
| 10 |
2.304 |
1.972 |
0.332 |
15.4% |
0.095 |
4.4% |
55% |
False |
False |
117,894 |
| 20 |
2.304 |
1.972 |
0.332 |
15.4% |
0.086 |
4.0% |
55% |
False |
False |
90,860 |
| 40 |
2.304 |
1.844 |
0.460 |
21.4% |
0.080 |
3.7% |
67% |
False |
False |
59,244 |
| 60 |
2.331 |
1.844 |
0.487 |
22.6% |
0.076 |
3.5% |
63% |
False |
False |
45,990 |
| 80 |
2.593 |
1.844 |
0.749 |
34.8% |
0.076 |
3.5% |
41% |
False |
False |
37,666 |
| 100 |
2.593 |
1.844 |
0.749 |
34.8% |
0.073 |
3.4% |
41% |
False |
False |
31,744 |
| 120 |
2.642 |
1.844 |
0.798 |
37.1% |
0.071 |
3.3% |
39% |
False |
False |
27,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.586 |
|
2.618 |
2.437 |
|
1.618 |
2.346 |
|
1.000 |
2.290 |
|
0.618 |
2.255 |
|
HIGH |
2.199 |
|
0.618 |
2.164 |
|
0.500 |
2.154 |
|
0.382 |
2.143 |
|
LOW |
2.108 |
|
0.618 |
2.052 |
|
1.000 |
2.017 |
|
1.618 |
1.961 |
|
2.618 |
1.870 |
|
4.250 |
1.721 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.154 |
2.206 |
| PP |
2.153 |
2.188 |
| S1 |
2.153 |
2.171 |
|