NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.882 |
1.934 |
0.052 |
2.8% |
1.951 |
| High |
1.950 |
2.096 |
0.146 |
7.5% |
2.051 |
| Low |
1.872 |
1.925 |
0.053 |
2.8% |
1.885 |
| Close |
1.940 |
2.088 |
0.148 |
7.6% |
1.902 |
| Range |
0.078 |
0.171 |
0.093 |
119.2% |
0.166 |
| ATR |
0.084 |
0.090 |
0.006 |
7.5% |
0.000 |
| Volume |
128,242 |
179,590 |
51,348 |
40.0% |
783,115 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.549 |
2.490 |
2.182 |
|
| R3 |
2.378 |
2.319 |
2.135 |
|
| R2 |
2.207 |
2.207 |
2.119 |
|
| R1 |
2.148 |
2.148 |
2.104 |
2.178 |
| PP |
2.036 |
2.036 |
2.036 |
2.051 |
| S1 |
1.977 |
1.977 |
2.072 |
2.007 |
| S2 |
1.865 |
1.865 |
2.057 |
|
| S3 |
1.694 |
1.806 |
2.041 |
|
| S4 |
1.523 |
1.635 |
1.994 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.444 |
2.339 |
1.993 |
|
| R3 |
2.278 |
2.173 |
1.948 |
|
| R2 |
2.112 |
2.112 |
1.932 |
|
| R1 |
2.007 |
2.007 |
1.917 |
1.977 |
| PP |
1.946 |
1.946 |
1.946 |
1.931 |
| S1 |
1.841 |
1.841 |
1.887 |
1.811 |
| S2 |
1.780 |
1.780 |
1.872 |
|
| S3 |
1.614 |
1.675 |
1.856 |
|
| S4 |
1.448 |
1.509 |
1.811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.096 |
1.872 |
0.224 |
10.7% |
0.094 |
4.5% |
96% |
True |
False |
151,454 |
| 10 |
2.096 |
1.872 |
0.224 |
10.7% |
0.086 |
4.1% |
96% |
True |
False |
159,267 |
| 20 |
2.096 |
1.837 |
0.259 |
12.4% |
0.085 |
4.1% |
97% |
True |
False |
143,089 |
| 40 |
2.096 |
1.731 |
0.365 |
17.5% |
0.080 |
3.8% |
98% |
True |
False |
107,878 |
| 60 |
2.380 |
1.731 |
0.649 |
31.1% |
0.078 |
3.8% |
55% |
False |
False |
85,624 |
| 80 |
2.549 |
1.731 |
0.818 |
39.2% |
0.080 |
3.8% |
44% |
False |
False |
69,314 |
| 100 |
2.549 |
1.731 |
0.818 |
39.2% |
0.075 |
3.6% |
44% |
False |
False |
58,390 |
| 120 |
2.602 |
1.731 |
0.871 |
41.7% |
0.074 |
3.5% |
41% |
False |
False |
49,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.823 |
|
2.618 |
2.544 |
|
1.618 |
2.373 |
|
1.000 |
2.267 |
|
0.618 |
2.202 |
|
HIGH |
2.096 |
|
0.618 |
2.031 |
|
0.500 |
2.011 |
|
0.382 |
1.990 |
|
LOW |
1.925 |
|
0.618 |
1.819 |
|
1.000 |
1.754 |
|
1.618 |
1.648 |
|
2.618 |
1.477 |
|
4.250 |
1.198 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.062 |
2.053 |
| PP |
2.036 |
2.019 |
| S1 |
2.011 |
1.984 |
|