NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.934 |
2.089 |
0.155 |
8.0% |
1.951 |
| High |
2.096 |
2.137 |
0.041 |
2.0% |
2.051 |
| Low |
1.925 |
2.054 |
0.129 |
6.7% |
1.885 |
| Close |
2.088 |
2.069 |
-0.019 |
-0.9% |
1.902 |
| Range |
0.171 |
0.083 |
-0.088 |
-51.5% |
0.166 |
| ATR |
0.090 |
0.089 |
0.000 |
-0.5% |
0.000 |
| Volume |
179,590 |
189,782 |
10,192 |
5.7% |
783,115 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.336 |
2.285 |
2.115 |
|
| R3 |
2.253 |
2.202 |
2.092 |
|
| R2 |
2.170 |
2.170 |
2.084 |
|
| R1 |
2.119 |
2.119 |
2.077 |
2.103 |
| PP |
2.087 |
2.087 |
2.087 |
2.079 |
| S1 |
2.036 |
2.036 |
2.061 |
2.020 |
| S2 |
2.004 |
2.004 |
2.054 |
|
| S3 |
1.921 |
1.953 |
2.046 |
|
| S4 |
1.838 |
1.870 |
2.023 |
|
|
| 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 |
2.137 |
1.872 |
0.265 |
12.8% |
0.101 |
4.9% |
74% |
True |
False |
156,488 |
| 10 |
2.137 |
1.872 |
0.265 |
12.8% |
0.090 |
4.3% |
74% |
True |
False |
165,870 |
| 20 |
2.137 |
1.837 |
0.300 |
14.5% |
0.086 |
4.2% |
77% |
True |
False |
148,409 |
| 40 |
2.137 |
1.731 |
0.406 |
19.6% |
0.080 |
3.9% |
83% |
True |
False |
111,901 |
| 60 |
2.380 |
1.731 |
0.649 |
31.4% |
0.078 |
3.8% |
52% |
False |
False |
88,300 |
| 80 |
2.549 |
1.731 |
0.818 |
39.5% |
0.080 |
3.9% |
41% |
False |
False |
71,525 |
| 100 |
2.549 |
1.731 |
0.818 |
39.5% |
0.075 |
3.6% |
41% |
False |
False |
60,184 |
| 120 |
2.602 |
1.731 |
0.871 |
42.1% |
0.074 |
3.6% |
39% |
False |
False |
51,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.490 |
|
2.618 |
2.354 |
|
1.618 |
2.271 |
|
1.000 |
2.220 |
|
0.618 |
2.188 |
|
HIGH |
2.137 |
|
0.618 |
2.105 |
|
0.500 |
2.096 |
|
0.382 |
2.086 |
|
LOW |
2.054 |
|
0.618 |
2.003 |
|
1.000 |
1.971 |
|
1.618 |
1.920 |
|
2.618 |
1.837 |
|
4.250 |
1.701 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.096 |
2.048 |
| PP |
2.087 |
2.026 |
| S1 |
2.078 |
2.005 |
|