NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.229 |
2.247 |
0.018 |
0.8% |
2.385 |
| High |
2.272 |
2.313 |
0.041 |
1.8% |
2.427 |
| Low |
2.213 |
2.228 |
0.015 |
0.7% |
2.218 |
| Close |
2.254 |
2.296 |
0.042 |
1.9% |
2.322 |
| Range |
0.059 |
0.085 |
0.026 |
44.1% |
0.209 |
| ATR |
0.086 |
0.086 |
0.000 |
-0.1% |
0.000 |
| Volume |
49,592 |
49,170 |
-422 |
-0.9% |
359,493 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.534 |
2.500 |
2.343 |
|
| R3 |
2.449 |
2.415 |
2.319 |
|
| R2 |
2.364 |
2.364 |
2.312 |
|
| R1 |
2.330 |
2.330 |
2.304 |
2.347 |
| PP |
2.279 |
2.279 |
2.279 |
2.288 |
| S1 |
2.245 |
2.245 |
2.288 |
2.262 |
| S2 |
2.194 |
2.194 |
2.280 |
|
| S3 |
2.109 |
2.160 |
2.273 |
|
| S4 |
2.024 |
2.075 |
2.249 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.949 |
2.845 |
2.437 |
|
| R3 |
2.740 |
2.636 |
2.379 |
|
| R2 |
2.531 |
2.531 |
2.360 |
|
| R1 |
2.427 |
2.427 |
2.341 |
2.375 |
| PP |
2.322 |
2.322 |
2.322 |
2.296 |
| S1 |
2.218 |
2.218 |
2.303 |
2.166 |
| S2 |
2.113 |
2.113 |
2.284 |
|
| S3 |
1.904 |
2.009 |
2.265 |
|
| S4 |
1.695 |
1.800 |
2.207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.342 |
2.204 |
0.138 |
6.0% |
0.085 |
3.7% |
67% |
False |
False |
70,543 |
| 10 |
2.427 |
2.204 |
0.223 |
9.7% |
0.088 |
3.8% |
41% |
False |
False |
63,702 |
| 20 |
2.427 |
2.081 |
0.346 |
15.1% |
0.083 |
3.6% |
62% |
False |
False |
57,914 |
| 40 |
2.427 |
1.998 |
0.429 |
18.7% |
0.079 |
3.4% |
69% |
False |
False |
43,700 |
| 60 |
2.427 |
1.939 |
0.488 |
21.3% |
0.074 |
3.2% |
73% |
False |
False |
36,369 |
| 80 |
2.633 |
1.939 |
0.694 |
30.2% |
0.072 |
3.1% |
51% |
False |
False |
30,713 |
| 100 |
2.635 |
1.939 |
0.696 |
30.3% |
0.072 |
3.1% |
51% |
False |
False |
26,172 |
| 120 |
2.684 |
1.939 |
0.745 |
32.4% |
0.068 |
3.0% |
48% |
False |
False |
22,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.674 |
|
2.618 |
2.536 |
|
1.618 |
2.451 |
|
1.000 |
2.398 |
|
0.618 |
2.366 |
|
HIGH |
2.313 |
|
0.618 |
2.281 |
|
0.500 |
2.271 |
|
0.382 |
2.260 |
|
LOW |
2.228 |
|
0.618 |
2.175 |
|
1.000 |
2.143 |
|
1.618 |
2.090 |
|
2.618 |
2.005 |
|
4.250 |
1.867 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.288 |
2.284 |
| PP |
2.279 |
2.271 |
| S1 |
2.271 |
2.259 |
|