NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.037 |
2.093 |
0.056 |
2.7% |
2.080 |
| High |
2.074 |
2.133 |
0.059 |
2.8% |
2.087 |
| Low |
2.015 |
2.050 |
0.035 |
1.7% |
1.952 |
| Close |
2.062 |
2.055 |
-0.007 |
-0.3% |
2.062 |
| Range |
0.059 |
0.083 |
0.024 |
40.7% |
0.135 |
| ATR |
0.082 |
0.082 |
0.000 |
0.1% |
0.000 |
| Volume |
108,443 |
106,263 |
-2,180 |
-2.0% |
650,924 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.328 |
2.275 |
2.101 |
|
| R3 |
2.245 |
2.192 |
2.078 |
|
| R2 |
2.162 |
2.162 |
2.070 |
|
| R1 |
2.109 |
2.109 |
2.063 |
2.094 |
| PP |
2.079 |
2.079 |
2.079 |
2.072 |
| S1 |
2.026 |
2.026 |
2.047 |
2.011 |
| S2 |
1.996 |
1.996 |
2.040 |
|
| S3 |
1.913 |
1.943 |
2.032 |
|
| S4 |
1.830 |
1.860 |
2.009 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.439 |
2.385 |
2.136 |
|
| R3 |
2.304 |
2.250 |
2.099 |
|
| R2 |
2.169 |
2.169 |
2.087 |
|
| R1 |
2.115 |
2.115 |
2.074 |
2.075 |
| PP |
2.034 |
2.034 |
2.034 |
2.013 |
| S1 |
1.980 |
1.980 |
2.050 |
1.940 |
| S2 |
1.899 |
1.899 |
2.037 |
|
| S3 |
1.764 |
1.845 |
2.025 |
|
| S4 |
1.629 |
1.710 |
1.988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.133 |
1.952 |
0.181 |
8.8% |
0.072 |
3.5% |
57% |
True |
False |
126,912 |
| 10 |
2.185 |
1.952 |
0.233 |
11.3% |
0.072 |
3.5% |
44% |
False |
False |
136,381 |
| 20 |
2.208 |
1.952 |
0.256 |
12.5% |
0.082 |
4.0% |
40% |
False |
False |
145,050 |
| 40 |
2.304 |
1.952 |
0.352 |
17.1% |
0.083 |
4.0% |
29% |
False |
False |
111,476 |
| 60 |
2.304 |
1.844 |
0.460 |
22.4% |
0.080 |
3.9% |
46% |
False |
False |
84,013 |
| 80 |
2.413 |
1.844 |
0.569 |
27.7% |
0.077 |
3.7% |
37% |
False |
False |
67,184 |
| 100 |
2.593 |
1.844 |
0.749 |
36.4% |
0.077 |
3.7% |
28% |
False |
False |
56,080 |
| 120 |
2.593 |
1.844 |
0.749 |
36.4% |
0.074 |
3.6% |
28% |
False |
False |
48,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.486 |
|
2.618 |
2.350 |
|
1.618 |
2.267 |
|
1.000 |
2.216 |
|
0.618 |
2.184 |
|
HIGH |
2.133 |
|
0.618 |
2.101 |
|
0.500 |
2.092 |
|
0.382 |
2.082 |
|
LOW |
2.050 |
|
0.618 |
1.999 |
|
1.000 |
1.967 |
|
1.618 |
1.916 |
|
2.618 |
1.833 |
|
4.250 |
1.697 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.092 |
2.051 |
| PP |
2.079 |
2.047 |
| S1 |
2.067 |
2.043 |
|