NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.164 |
2.163 |
-0.001 |
0.0% |
2.132 |
| High |
2.183 |
2.185 |
0.002 |
0.1% |
2.179 |
| Low |
2.114 |
2.125 |
0.011 |
0.5% |
2.026 |
| Close |
2.173 |
2.155 |
-0.018 |
-0.8% |
2.101 |
| Range |
0.069 |
0.060 |
-0.009 |
-13.0% |
0.153 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.3% |
0.000 |
| Volume |
154,963 |
144,823 |
-10,140 |
-6.5% |
694,988 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.335 |
2.305 |
2.188 |
|
| R3 |
2.275 |
2.245 |
2.172 |
|
| R2 |
2.215 |
2.215 |
2.166 |
|
| R1 |
2.185 |
2.185 |
2.161 |
2.170 |
| PP |
2.155 |
2.155 |
2.155 |
2.148 |
| S1 |
2.125 |
2.125 |
2.150 |
2.110 |
| S2 |
2.095 |
2.095 |
2.144 |
|
| S3 |
2.035 |
2.065 |
2.139 |
|
| S4 |
1.975 |
2.005 |
2.122 |
|
|
| 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 |
2.185 |
2.045 |
0.140 |
6.5% |
0.064 |
3.0% |
79% |
True |
False |
135,033 |
| 10 |
2.195 |
2.026 |
0.169 |
7.8% |
0.086 |
4.0% |
76% |
False |
False |
146,976 |
| 20 |
2.304 |
1.972 |
0.332 |
15.4% |
0.092 |
4.3% |
55% |
False |
False |
137,941 |
| 40 |
2.304 |
1.948 |
0.356 |
16.5% |
0.086 |
4.0% |
58% |
False |
False |
93,082 |
| 60 |
2.304 |
1.844 |
0.460 |
21.3% |
0.080 |
3.7% |
68% |
False |
False |
70,606 |
| 80 |
2.413 |
1.844 |
0.569 |
26.4% |
0.076 |
3.5% |
55% |
False |
False |
56,757 |
| 100 |
2.593 |
1.844 |
0.749 |
34.8% |
0.077 |
3.6% |
42% |
False |
False |
47,282 |
| 120 |
2.593 |
1.844 |
0.749 |
34.8% |
0.074 |
3.4% |
42% |
False |
False |
40,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.440 |
|
2.618 |
2.342 |
|
1.618 |
2.282 |
|
1.000 |
2.245 |
|
0.618 |
2.222 |
|
HIGH |
2.185 |
|
0.618 |
2.162 |
|
0.500 |
2.155 |
|
0.382 |
2.148 |
|
LOW |
2.125 |
|
0.618 |
2.088 |
|
1.000 |
2.065 |
|
1.618 |
2.028 |
|
2.618 |
1.968 |
|
4.250 |
1.870 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.155 |
2.149 |
| PP |
2.155 |
2.144 |
| S1 |
2.155 |
2.138 |
|