NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.951 |
1.934 |
-0.017 |
-0.9% |
1.988 |
| High |
1.951 |
2.030 |
0.079 |
4.0% |
2.074 |
| Low |
1.907 |
1.922 |
0.015 |
0.8% |
1.892 |
| Close |
1.912 |
2.004 |
0.092 |
4.8% |
1.990 |
| Range |
0.044 |
0.108 |
0.064 |
145.5% |
0.182 |
| ATR |
0.084 |
0.086 |
0.002 |
2.9% |
0.000 |
| Volume |
158,321 |
175,353 |
17,032 |
10.8% |
796,619 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.309 |
2.265 |
2.063 |
|
| R3 |
2.201 |
2.157 |
2.034 |
|
| R2 |
2.093 |
2.093 |
2.024 |
|
| R1 |
2.049 |
2.049 |
2.014 |
2.071 |
| PP |
1.985 |
1.985 |
1.985 |
1.997 |
| S1 |
1.941 |
1.941 |
1.994 |
1.963 |
| S2 |
1.877 |
1.877 |
1.984 |
|
| S3 |
1.769 |
1.833 |
1.974 |
|
| S4 |
1.661 |
1.725 |
1.945 |
|
|
| 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 |
7.6% |
0.078 |
3.9% |
74% |
False |
False |
167,079 |
| 10 |
2.074 |
1.892 |
0.182 |
9.1% |
0.081 |
4.1% |
62% |
False |
False |
154,628 |
| 20 |
2.074 |
1.837 |
0.237 |
11.8% |
0.084 |
4.2% |
70% |
False |
False |
126,641 |
| 40 |
2.102 |
1.731 |
0.371 |
18.5% |
0.077 |
3.9% |
74% |
False |
False |
92,902 |
| 60 |
2.380 |
1.731 |
0.649 |
32.4% |
0.077 |
3.8% |
42% |
False |
False |
74,924 |
| 80 |
2.549 |
1.731 |
0.818 |
40.8% |
0.078 |
3.9% |
33% |
False |
False |
60,953 |
| 100 |
2.585 |
1.731 |
0.854 |
42.6% |
0.074 |
3.7% |
32% |
False |
False |
51,210 |
| 120 |
2.704 |
1.731 |
0.973 |
48.6% |
0.072 |
3.6% |
28% |
False |
False |
43,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.489 |
|
2.618 |
2.313 |
|
1.618 |
2.205 |
|
1.000 |
2.138 |
|
0.618 |
2.097 |
|
HIGH |
2.030 |
|
0.618 |
1.989 |
|
0.500 |
1.976 |
|
0.382 |
1.963 |
|
LOW |
1.922 |
|
0.618 |
1.855 |
|
1.000 |
1.814 |
|
1.618 |
1.747 |
|
2.618 |
1.639 |
|
4.250 |
1.463 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.995 |
1.995 |
| PP |
1.985 |
1.985 |
| S1 |
1.976 |
1.976 |
|