NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.232 |
2.296 |
0.064 |
2.9% |
2.272 |
| High |
2.302 |
2.311 |
0.009 |
0.4% |
2.327 |
| Low |
2.224 |
2.247 |
0.023 |
1.0% |
2.204 |
| Close |
2.285 |
2.301 |
0.016 |
0.7% |
2.243 |
| Range |
0.078 |
0.064 |
-0.014 |
-17.9% |
0.123 |
| ATR |
0.082 |
0.080 |
-0.001 |
-1.5% |
0.000 |
| Volume |
83,571 |
94,751 |
11,180 |
13.4% |
288,947 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.478 |
2.454 |
2.336 |
|
| R3 |
2.414 |
2.390 |
2.319 |
|
| R2 |
2.350 |
2.350 |
2.313 |
|
| R1 |
2.326 |
2.326 |
2.307 |
2.338 |
| PP |
2.286 |
2.286 |
2.286 |
2.293 |
| S1 |
2.262 |
2.262 |
2.295 |
2.274 |
| S2 |
2.222 |
2.222 |
2.289 |
|
| S3 |
2.158 |
2.198 |
2.283 |
|
| S4 |
2.094 |
2.134 |
2.266 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.627 |
2.558 |
2.311 |
|
| R3 |
2.504 |
2.435 |
2.277 |
|
| R2 |
2.381 |
2.381 |
2.266 |
|
| R1 |
2.312 |
2.312 |
2.254 |
2.285 |
| PP |
2.258 |
2.258 |
2.258 |
2.245 |
| S1 |
2.189 |
2.189 |
2.232 |
2.162 |
| S2 |
2.135 |
2.135 |
2.220 |
|
| S3 |
2.012 |
2.066 |
2.209 |
|
| S4 |
1.889 |
1.943 |
2.175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.327 |
2.211 |
0.116 |
5.0% |
0.069 |
3.0% |
78% |
False |
False |
74,196 |
| 10 |
2.342 |
2.204 |
0.138 |
6.0% |
0.077 |
3.4% |
70% |
False |
False |
72,369 |
| 20 |
2.427 |
2.081 |
0.346 |
15.0% |
0.084 |
3.6% |
64% |
False |
False |
60,686 |
| 40 |
2.427 |
2.059 |
0.368 |
16.0% |
0.079 |
3.4% |
66% |
False |
False |
49,476 |
| 60 |
2.427 |
1.939 |
0.488 |
21.2% |
0.074 |
3.2% |
74% |
False |
False |
41,143 |
| 80 |
2.458 |
1.939 |
0.519 |
22.6% |
0.072 |
3.1% |
70% |
False |
False |
34,568 |
| 100 |
2.635 |
1.939 |
0.696 |
30.2% |
0.072 |
3.1% |
52% |
False |
False |
29,514 |
| 120 |
2.658 |
1.939 |
0.719 |
31.2% |
0.069 |
3.0% |
50% |
False |
False |
25,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.583 |
|
2.618 |
2.479 |
|
1.618 |
2.415 |
|
1.000 |
2.375 |
|
0.618 |
2.351 |
|
HIGH |
2.311 |
|
0.618 |
2.287 |
|
0.500 |
2.279 |
|
0.382 |
2.271 |
|
LOW |
2.247 |
|
0.618 |
2.207 |
|
1.000 |
2.183 |
|
1.618 |
2.143 |
|
2.618 |
2.079 |
|
4.250 |
1.975 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.294 |
2.289 |
| PP |
2.286 |
2.277 |
| S1 |
2.279 |
2.265 |
|