NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.170 |
2.149 |
-0.021 |
-1.0% |
1.980 |
| High |
2.199 |
2.155 |
-0.044 |
-2.0% |
2.281 |
| Low |
2.108 |
2.054 |
-0.054 |
-2.6% |
1.972 |
| Close |
2.153 |
2.078 |
-0.075 |
-3.5% |
2.267 |
| Range |
0.091 |
0.101 |
0.010 |
11.0% |
0.309 |
| ATR |
0.088 |
0.089 |
0.001 |
1.0% |
0.000 |
| Volume |
179,928 |
181,446 |
1,518 |
0.8% |
575,151 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.399 |
2.339 |
2.134 |
|
| R3 |
2.298 |
2.238 |
2.106 |
|
| R2 |
2.197 |
2.197 |
2.097 |
|
| R1 |
2.137 |
2.137 |
2.087 |
2.117 |
| PP |
2.096 |
2.096 |
2.096 |
2.085 |
| S1 |
2.036 |
2.036 |
2.069 |
2.016 |
| S2 |
1.995 |
1.995 |
2.059 |
|
| S3 |
1.894 |
1.935 |
2.050 |
|
| S4 |
1.793 |
1.834 |
2.022 |
|
|
| 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 |
2.054 |
0.250 |
12.0% |
0.103 |
4.9% |
10% |
False |
True |
157,160 |
| 10 |
2.304 |
1.972 |
0.332 |
16.0% |
0.097 |
4.7% |
32% |
False |
False |
128,906 |
| 20 |
2.304 |
1.972 |
0.332 |
16.0% |
0.086 |
4.1% |
32% |
False |
False |
97,215 |
| 40 |
2.304 |
1.844 |
0.460 |
22.1% |
0.081 |
3.9% |
51% |
False |
False |
63,200 |
| 60 |
2.331 |
1.844 |
0.487 |
23.4% |
0.076 |
3.7% |
48% |
False |
False |
48,633 |
| 80 |
2.593 |
1.844 |
0.749 |
36.0% |
0.076 |
3.6% |
31% |
False |
False |
39,828 |
| 100 |
2.593 |
1.844 |
0.749 |
36.0% |
0.074 |
3.6% |
31% |
False |
False |
33,519 |
| 120 |
2.642 |
1.844 |
0.798 |
38.4% |
0.071 |
3.4% |
29% |
False |
False |
28,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.584 |
|
2.618 |
2.419 |
|
1.618 |
2.318 |
|
1.000 |
2.256 |
|
0.618 |
2.217 |
|
HIGH |
2.155 |
|
0.618 |
2.116 |
|
0.500 |
2.105 |
|
0.382 |
2.093 |
|
LOW |
2.054 |
|
0.618 |
1.992 |
|
1.000 |
1.953 |
|
1.618 |
1.891 |
|
2.618 |
1.790 |
|
4.250 |
1.625 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.105 |
2.131 |
| PP |
2.096 |
2.113 |
| S1 |
2.087 |
2.096 |
|