NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.086 |
2.143 |
0.057 |
2.7% |
2.276 |
| High |
2.160 |
2.179 |
0.019 |
0.9% |
2.304 |
| Low |
2.061 |
2.068 |
0.007 |
0.3% |
2.042 |
| Close |
2.141 |
2.076 |
-0.065 |
-3.0% |
2.178 |
| Range |
0.099 |
0.111 |
0.012 |
12.1% |
0.262 |
| ATR |
0.096 |
0.097 |
0.001 |
1.2% |
0.000 |
| Volume |
131,086 |
148,472 |
17,386 |
13.3% |
860,812 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.441 |
2.369 |
2.137 |
|
| R3 |
2.330 |
2.258 |
2.107 |
|
| R2 |
2.219 |
2.219 |
2.096 |
|
| R1 |
2.147 |
2.147 |
2.086 |
2.128 |
| PP |
2.108 |
2.108 |
2.108 |
2.098 |
| S1 |
2.036 |
2.036 |
2.066 |
2.017 |
| S2 |
1.997 |
1.997 |
2.056 |
|
| S3 |
1.886 |
1.925 |
2.045 |
|
| S4 |
1.775 |
1.814 |
2.015 |
|
|
| 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 |
2.195 |
2.026 |
0.169 |
8.1% |
0.109 |
5.2% |
30% |
False |
False |
158,918 |
| 10 |
2.304 |
2.026 |
0.278 |
13.4% |
0.106 |
5.1% |
18% |
False |
False |
158,039 |
| 20 |
2.304 |
1.972 |
0.332 |
16.0% |
0.092 |
4.4% |
31% |
False |
False |
124,665 |
| 40 |
2.304 |
1.936 |
0.368 |
17.7% |
0.086 |
4.2% |
38% |
False |
False |
79,443 |
| 60 |
2.304 |
1.844 |
0.460 |
22.2% |
0.080 |
3.9% |
50% |
False |
False |
60,583 |
| 80 |
2.484 |
1.844 |
0.640 |
30.8% |
0.077 |
3.7% |
36% |
False |
False |
49,051 |
| 100 |
2.593 |
1.844 |
0.749 |
36.1% |
0.077 |
3.7% |
31% |
False |
False |
41,003 |
| 120 |
2.642 |
1.844 |
0.798 |
38.4% |
0.073 |
3.5% |
29% |
False |
False |
34,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.651 |
|
2.618 |
2.470 |
|
1.618 |
2.359 |
|
1.000 |
2.290 |
|
0.618 |
2.248 |
|
HIGH |
2.179 |
|
0.618 |
2.137 |
|
0.500 |
2.124 |
|
0.382 |
2.110 |
|
LOW |
2.068 |
|
0.618 |
1.999 |
|
1.000 |
1.957 |
|
1.618 |
1.888 |
|
2.618 |
1.777 |
|
4.250 |
1.596 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.124 |
2.110 |
| PP |
2.108 |
2.099 |
| S1 |
2.092 |
2.087 |
|