NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.015 |
1.951 |
-0.064 |
-3.2% |
1.988 |
| High |
2.044 |
1.951 |
-0.093 |
-4.5% |
2.074 |
| Low |
1.986 |
1.907 |
-0.079 |
-4.0% |
1.892 |
| Close |
1.990 |
1.912 |
-0.078 |
-3.9% |
1.990 |
| Range |
0.058 |
0.044 |
-0.014 |
-24.1% |
0.182 |
| ATR |
0.084 |
0.084 |
0.000 |
0.0% |
0.000 |
| Volume |
163,135 |
158,321 |
-4,814 |
-3.0% |
796,619 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.055 |
2.028 |
1.936 |
|
| R3 |
2.011 |
1.984 |
1.924 |
|
| R2 |
1.967 |
1.967 |
1.920 |
|
| R1 |
1.940 |
1.940 |
1.916 |
1.932 |
| PP |
1.923 |
1.923 |
1.923 |
1.919 |
| S1 |
1.896 |
1.896 |
1.908 |
1.888 |
| S2 |
1.879 |
1.879 |
1.904 |
|
| S3 |
1.835 |
1.852 |
1.900 |
|
| S4 |
1.791 |
1.808 |
1.888 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.531 |
2.443 |
2.090 |
|
| R3 |
2.349 |
2.261 |
2.040 |
|
| R2 |
2.167 |
2.167 |
2.023 |
|
| R1 |
2.079 |
2.079 |
2.007 |
2.123 |
| PP |
1.985 |
1.985 |
1.985 |
2.008 |
| S1 |
1.897 |
1.897 |
1.973 |
1.941 |
| S2 |
1.803 |
1.803 |
1.957 |
|
| S3 |
1.621 |
1.715 |
1.940 |
|
| S4 |
1.439 |
1.533 |
1.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.044 |
1.892 |
0.152 |
7.9% |
0.078 |
4.1% |
13% |
False |
False |
159,264 |
| 10 |
2.074 |
1.892 |
0.182 |
9.5% |
0.078 |
4.1% |
11% |
False |
False |
152,078 |
| 20 |
2.074 |
1.837 |
0.237 |
12.4% |
0.082 |
4.3% |
32% |
False |
False |
121,002 |
| 40 |
2.159 |
1.731 |
0.428 |
22.4% |
0.076 |
4.0% |
42% |
False |
False |
89,373 |
| 60 |
2.407 |
1.731 |
0.676 |
35.4% |
0.077 |
4.0% |
27% |
False |
False |
72,403 |
| 80 |
2.549 |
1.731 |
0.818 |
42.8% |
0.078 |
4.1% |
22% |
False |
False |
58,952 |
| 100 |
2.602 |
1.731 |
0.871 |
45.6% |
0.074 |
3.9% |
21% |
False |
False |
49,526 |
| 120 |
2.704 |
1.731 |
0.973 |
50.9% |
0.071 |
3.7% |
19% |
False |
False |
42,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.138 |
|
2.618 |
2.066 |
|
1.618 |
2.022 |
|
1.000 |
1.995 |
|
0.618 |
1.978 |
|
HIGH |
1.951 |
|
0.618 |
1.934 |
|
0.500 |
1.929 |
|
0.382 |
1.924 |
|
LOW |
1.907 |
|
0.618 |
1.880 |
|
1.000 |
1.863 |
|
1.618 |
1.836 |
|
2.618 |
1.792 |
|
4.250 |
1.720 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.929 |
1.968 |
| PP |
1.923 |
1.949 |
| S1 |
1.918 |
1.931 |
|