NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.037 |
2.054 |
0.017 |
0.8% |
2.104 |
| High |
2.083 |
2.057 |
-0.026 |
-1.2% |
2.185 |
| Low |
2.030 |
1.994 |
-0.036 |
-1.8% |
2.075 |
| Close |
2.048 |
2.001 |
-0.047 |
-2.3% |
2.096 |
| Range |
0.053 |
0.063 |
0.010 |
18.9% |
0.110 |
| ATR |
0.084 |
0.082 |
-0.001 |
-1.8% |
0.000 |
| Volume |
114,930 |
129,144 |
14,214 |
12.4% |
716,085 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.206 |
2.167 |
2.036 |
|
| R3 |
2.143 |
2.104 |
2.018 |
|
| R2 |
2.080 |
2.080 |
2.013 |
|
| R1 |
2.041 |
2.041 |
2.007 |
2.029 |
| PP |
2.017 |
2.017 |
2.017 |
2.012 |
| S1 |
1.978 |
1.978 |
1.995 |
1.966 |
| S2 |
1.954 |
1.954 |
1.989 |
|
| S3 |
1.891 |
1.915 |
1.984 |
|
| S4 |
1.828 |
1.852 |
1.966 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.449 |
2.382 |
2.157 |
|
| R3 |
2.339 |
2.272 |
2.126 |
|
| R2 |
2.229 |
2.229 |
2.116 |
|
| R1 |
2.162 |
2.162 |
2.106 |
2.141 |
| PP |
2.119 |
2.119 |
2.119 |
2.108 |
| S1 |
2.052 |
2.052 |
2.086 |
2.031 |
| S2 |
2.009 |
2.009 |
2.076 |
|
| S3 |
1.899 |
1.942 |
2.066 |
|
| S4 |
1.789 |
1.832 |
2.036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.185 |
1.994 |
0.191 |
9.5% |
0.066 |
3.3% |
4% |
False |
True |
136,183 |
| 10 |
2.185 |
1.994 |
0.191 |
9.5% |
0.070 |
3.5% |
4% |
False |
True |
135,973 |
| 20 |
2.304 |
1.994 |
0.310 |
15.5% |
0.085 |
4.3% |
2% |
False |
True |
145,619 |
| 40 |
2.304 |
1.948 |
0.356 |
17.8% |
0.084 |
4.2% |
15% |
False |
False |
103,549 |
| 60 |
2.304 |
1.844 |
0.460 |
23.0% |
0.080 |
4.0% |
34% |
False |
False |
78,553 |
| 80 |
2.413 |
1.844 |
0.569 |
28.4% |
0.076 |
3.8% |
28% |
False |
False |
62,899 |
| 100 |
2.593 |
1.844 |
0.749 |
37.4% |
0.077 |
3.9% |
21% |
False |
False |
52,418 |
| 120 |
2.593 |
1.844 |
0.749 |
37.4% |
0.073 |
3.7% |
21% |
False |
False |
44,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.325 |
|
2.618 |
2.222 |
|
1.618 |
2.159 |
|
1.000 |
2.120 |
|
0.618 |
2.096 |
|
HIGH |
2.057 |
|
0.618 |
2.033 |
|
0.500 |
2.026 |
|
0.382 |
2.018 |
|
LOW |
1.994 |
|
0.618 |
1.955 |
|
1.000 |
1.931 |
|
1.618 |
1.892 |
|
2.618 |
1.829 |
|
4.250 |
1.726 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.026 |
2.041 |
| PP |
2.017 |
2.027 |
| S1 |
2.009 |
2.014 |
|