NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.054 |
2.010 |
-0.044 |
-2.1% |
2.104 |
| High |
2.057 |
2.052 |
-0.005 |
-0.2% |
2.185 |
| Low |
1.994 |
1.952 |
-0.042 |
-2.1% |
2.075 |
| Close |
2.001 |
2.039 |
0.038 |
1.9% |
2.096 |
| Range |
0.063 |
0.100 |
0.037 |
58.7% |
0.110 |
| ATR |
0.082 |
0.083 |
0.001 |
1.6% |
0.000 |
| Volume |
129,144 |
175,780 |
46,636 |
36.1% |
716,085 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.314 |
2.277 |
2.094 |
|
| R3 |
2.214 |
2.177 |
2.067 |
|
| R2 |
2.114 |
2.114 |
2.057 |
|
| R1 |
2.077 |
2.077 |
2.048 |
2.096 |
| PP |
2.014 |
2.014 |
2.014 |
2.024 |
| S1 |
1.977 |
1.977 |
2.030 |
1.996 |
| S2 |
1.914 |
1.914 |
2.021 |
|
| S3 |
1.814 |
1.877 |
2.012 |
|
| S4 |
1.714 |
1.777 |
1.984 |
|
|
| 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 |
2.164 |
1.952 |
0.212 |
10.4% |
0.074 |
3.6% |
41% |
False |
True |
142,375 |
| 10 |
2.185 |
1.952 |
0.233 |
11.4% |
0.069 |
3.4% |
37% |
False |
True |
138,704 |
| 20 |
2.304 |
1.952 |
0.352 |
17.3% |
0.087 |
4.3% |
25% |
False |
True |
148,372 |
| 40 |
2.304 |
1.948 |
0.356 |
17.5% |
0.083 |
4.1% |
26% |
False |
False |
107,231 |
| 60 |
2.304 |
1.844 |
0.460 |
22.6% |
0.081 |
4.0% |
42% |
False |
False |
81,239 |
| 80 |
2.413 |
1.844 |
0.569 |
27.9% |
0.077 |
3.8% |
34% |
False |
False |
64,955 |
| 100 |
2.593 |
1.844 |
0.749 |
36.7% |
0.078 |
3.8% |
26% |
False |
False |
54,153 |
| 120 |
2.593 |
1.844 |
0.749 |
36.7% |
0.074 |
3.6% |
26% |
False |
False |
46,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.477 |
|
2.618 |
2.314 |
|
1.618 |
2.214 |
|
1.000 |
2.152 |
|
0.618 |
2.114 |
|
HIGH |
2.052 |
|
0.618 |
2.014 |
|
0.500 |
2.002 |
|
0.382 |
1.990 |
|
LOW |
1.952 |
|
0.618 |
1.890 |
|
1.000 |
1.852 |
|
1.618 |
1.790 |
|
2.618 |
1.690 |
|
4.250 |
1.527 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.027 |
2.032 |
| PP |
2.014 |
2.025 |
| S1 |
2.002 |
2.018 |
|