NYMEX Natural Gas Future June 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.980 |
1.972 |
-0.008 |
-0.4% |
2.080 |
| High |
2.008 |
1.985 |
-0.023 |
-1.1% |
2.087 |
| Low |
1.955 |
1.909 |
-0.046 |
-2.4% |
1.952 |
| Close |
1.992 |
1.963 |
-0.029 |
-1.5% |
2.062 |
| Range |
0.053 |
0.076 |
0.023 |
43.4% |
0.135 |
| ATR |
0.082 |
0.082 |
0.000 |
0.1% |
0.000 |
| Volume |
54,778 |
12,372 |
-42,406 |
-77.4% |
650,924 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.180 |
2.148 |
2.005 |
|
| R3 |
2.104 |
2.072 |
1.984 |
|
| R2 |
2.028 |
2.028 |
1.977 |
|
| R1 |
1.996 |
1.996 |
1.970 |
1.974 |
| PP |
1.952 |
1.952 |
1.952 |
1.942 |
| S1 |
1.920 |
1.920 |
1.956 |
1.898 |
| S2 |
1.876 |
1.876 |
1.949 |
|
| S3 |
1.800 |
1.844 |
1.942 |
|
| S4 |
1.724 |
1.768 |
1.921 |
|
|
| 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 |
1.909 |
0.224 |
11.4% |
0.076 |
3.9% |
24% |
False |
True |
72,417 |
| 10 |
2.164 |
1.909 |
0.255 |
13.0% |
0.075 |
3.8% |
21% |
False |
True |
107,396 |
| 20 |
2.195 |
1.909 |
0.286 |
14.6% |
0.081 |
4.1% |
19% |
False |
True |
127,186 |
| 40 |
2.304 |
1.909 |
0.395 |
20.1% |
0.083 |
4.2% |
14% |
False |
True |
112,201 |
| 60 |
2.304 |
1.844 |
0.460 |
23.4% |
0.081 |
4.1% |
26% |
False |
False |
84,529 |
| 80 |
2.331 |
1.844 |
0.487 |
24.8% |
0.077 |
3.9% |
24% |
False |
False |
68,271 |
| 100 |
2.593 |
1.844 |
0.749 |
38.2% |
0.077 |
3.9% |
16% |
False |
False |
57,300 |
| 120 |
2.593 |
1.844 |
0.749 |
38.2% |
0.075 |
3.8% |
16% |
False |
False |
49,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.308 |
|
2.618 |
2.184 |
|
1.618 |
2.108 |
|
1.000 |
2.061 |
|
0.618 |
2.032 |
|
HIGH |
1.985 |
|
0.618 |
1.956 |
|
0.500 |
1.947 |
|
0.382 |
1.938 |
|
LOW |
1.909 |
|
0.618 |
1.862 |
|
1.000 |
1.833 |
|
1.618 |
1.786 |
|
2.618 |
1.710 |
|
4.250 |
1.586 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.958 |
1.998 |
| PP |
1.952 |
1.986 |
| S1 |
1.947 |
1.975 |
|