NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.084 |
2.104 |
0.020 |
1.0% |
2.132 |
| High |
2.109 |
2.126 |
0.017 |
0.8% |
2.179 |
| Low |
2.045 |
2.080 |
0.035 |
1.7% |
2.026 |
| Close |
2.101 |
2.098 |
-0.003 |
-0.1% |
2.101 |
| Range |
0.064 |
0.046 |
-0.018 |
-28.1% |
0.153 |
| ATR |
0.094 |
0.091 |
-0.003 |
-3.7% |
0.000 |
| Volume |
128,478 |
109,455 |
-19,023 |
-14.8% |
694,988 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.239 |
2.215 |
2.123 |
|
| R3 |
2.193 |
2.169 |
2.111 |
|
| R2 |
2.147 |
2.147 |
2.106 |
|
| R1 |
2.123 |
2.123 |
2.102 |
2.112 |
| PP |
2.101 |
2.101 |
2.101 |
2.096 |
| S1 |
2.077 |
2.077 |
2.094 |
2.066 |
| S2 |
2.055 |
2.055 |
2.090 |
|
| S3 |
2.009 |
2.031 |
2.085 |
|
| S4 |
1.963 |
1.985 |
2.073 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.561 |
2.484 |
2.185 |
|
| R3 |
2.408 |
2.331 |
2.143 |
|
| R2 |
2.255 |
2.255 |
2.129 |
|
| R1 |
2.178 |
2.178 |
2.115 |
2.140 |
| PP |
2.102 |
2.102 |
2.102 |
2.083 |
| S1 |
2.025 |
2.025 |
2.087 |
1.987 |
| S2 |
1.949 |
1.949 |
2.073 |
|
| S3 |
1.796 |
1.872 |
2.059 |
|
| S4 |
1.643 |
1.719 |
2.017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.179 |
2.041 |
0.138 |
6.6% |
0.077 |
3.7% |
41% |
False |
False |
128,535 |
| 10 |
2.208 |
2.026 |
0.182 |
8.7% |
0.092 |
4.4% |
40% |
False |
False |
153,718 |
| 20 |
2.304 |
1.972 |
0.332 |
15.8% |
0.092 |
4.4% |
38% |
False |
False |
129,106 |
| 40 |
2.304 |
1.948 |
0.356 |
17.0% |
0.086 |
4.1% |
42% |
False |
False |
83,839 |
| 60 |
2.304 |
1.844 |
0.460 |
21.9% |
0.080 |
3.8% |
55% |
False |
False |
64,042 |
| 80 |
2.463 |
1.844 |
0.619 |
29.5% |
0.077 |
3.7% |
41% |
False |
False |
51,673 |
| 100 |
2.593 |
1.844 |
0.749 |
35.7% |
0.077 |
3.7% |
34% |
False |
False |
43,225 |
| 120 |
2.642 |
1.844 |
0.798 |
38.0% |
0.073 |
3.5% |
32% |
False |
False |
36,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.322 |
|
2.618 |
2.246 |
|
1.618 |
2.200 |
|
1.000 |
2.172 |
|
0.618 |
2.154 |
|
HIGH |
2.126 |
|
0.618 |
2.108 |
|
0.500 |
2.103 |
|
0.382 |
2.098 |
|
LOW |
2.080 |
|
0.618 |
2.052 |
|
1.000 |
2.034 |
|
1.618 |
2.006 |
|
2.618 |
1.960 |
|
4.250 |
1.885 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.103 |
2.112 |
| PP |
2.101 |
2.107 |
| S1 |
2.100 |
2.103 |
|