NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.132 |
2.053 |
-0.079 |
-3.7% |
2.276 |
| High |
2.143 |
2.104 |
-0.039 |
-1.8% |
2.304 |
| Low |
2.026 |
2.041 |
0.015 |
0.7% |
2.042 |
| Close |
2.042 |
2.086 |
0.044 |
2.2% |
2.178 |
| Range |
0.117 |
0.063 |
-0.054 |
-46.2% |
0.262 |
| ATR |
0.098 |
0.095 |
-0.002 |
-2.5% |
0.000 |
| Volume |
161,764 |
125,188 |
-36,576 |
-22.6% |
860,812 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.266 |
2.239 |
2.121 |
|
| R3 |
2.203 |
2.176 |
2.103 |
|
| R2 |
2.140 |
2.140 |
2.098 |
|
| R1 |
2.113 |
2.113 |
2.092 |
2.127 |
| PP |
2.077 |
2.077 |
2.077 |
2.084 |
| S1 |
2.050 |
2.050 |
2.080 |
2.064 |
| S2 |
2.014 |
2.014 |
2.074 |
|
| S3 |
1.951 |
1.987 |
2.069 |
|
| S4 |
1.888 |
1.924 |
2.051 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.961 |
2.831 |
2.322 |
|
| R3 |
2.699 |
2.569 |
2.250 |
|
| R2 |
2.437 |
2.437 |
2.226 |
|
| R1 |
2.307 |
2.307 |
2.202 |
2.241 |
| PP |
2.175 |
2.175 |
2.175 |
2.142 |
| S1 |
2.045 |
2.045 |
2.154 |
1.979 |
| S2 |
1.913 |
1.913 |
2.130 |
|
| S3 |
1.651 |
1.783 |
2.106 |
|
| S4 |
1.389 |
1.521 |
2.034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.199 |
2.026 |
0.173 |
8.3% |
0.105 |
5.0% |
35% |
False |
False |
175,281 |
| 10 |
2.304 |
2.026 |
0.278 |
13.3% |
0.099 |
4.7% |
22% |
False |
False |
153,752 |
| 20 |
2.304 |
1.972 |
0.332 |
15.9% |
0.090 |
4.3% |
34% |
False |
False |
117,101 |
| 40 |
2.304 |
1.875 |
0.429 |
20.6% |
0.084 |
4.0% |
49% |
False |
False |
73,902 |
| 60 |
2.331 |
1.844 |
0.487 |
23.3% |
0.078 |
3.8% |
50% |
False |
False |
56,394 |
| 80 |
2.593 |
1.844 |
0.749 |
35.9% |
0.077 |
3.7% |
32% |
False |
False |
45,884 |
| 100 |
2.593 |
1.844 |
0.749 |
35.9% |
0.076 |
3.6% |
32% |
False |
False |
38,402 |
| 120 |
2.642 |
1.844 |
0.798 |
38.3% |
0.072 |
3.5% |
30% |
False |
False |
32,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.372 |
|
2.618 |
2.269 |
|
1.618 |
2.206 |
|
1.000 |
2.167 |
|
0.618 |
2.143 |
|
HIGH |
2.104 |
|
0.618 |
2.080 |
|
0.500 |
2.073 |
|
0.382 |
2.065 |
|
LOW |
2.041 |
|
0.618 |
2.002 |
|
1.000 |
1.978 |
|
1.618 |
1.939 |
|
2.618 |
1.876 |
|
4.250 |
1.773 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.082 |
2.111 |
| PP |
2.077 |
2.102 |
| S1 |
2.073 |
2.094 |
|