NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.296 |
2.290 |
-0.006 |
-0.3% |
2.272 |
| High |
2.311 |
2.313 |
0.002 |
0.1% |
2.327 |
| Low |
2.247 |
2.261 |
0.014 |
0.6% |
2.204 |
| Close |
2.301 |
2.299 |
-0.002 |
-0.1% |
2.243 |
| Range |
0.064 |
0.052 |
-0.012 |
-18.8% |
0.123 |
| ATR |
0.080 |
0.078 |
-0.002 |
-2.5% |
0.000 |
| Volume |
94,751 |
86,929 |
-7,822 |
-8.3% |
288,947 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.447 |
2.425 |
2.328 |
|
| R3 |
2.395 |
2.373 |
2.313 |
|
| R2 |
2.343 |
2.343 |
2.309 |
|
| R1 |
2.321 |
2.321 |
2.304 |
2.332 |
| PP |
2.291 |
2.291 |
2.291 |
2.297 |
| S1 |
2.269 |
2.269 |
2.294 |
2.280 |
| S2 |
2.239 |
2.239 |
2.289 |
|
| S3 |
2.187 |
2.217 |
2.285 |
|
| S4 |
2.135 |
2.165 |
2.270 |
|
|
| 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 |
2.313 |
2.211 |
0.102 |
4.4% |
0.060 |
2.6% |
86% |
True |
False |
81,121 |
| 10 |
2.342 |
2.204 |
0.138 |
6.0% |
0.076 |
3.3% |
69% |
False |
False |
72,450 |
| 20 |
2.427 |
2.081 |
0.346 |
15.1% |
0.083 |
3.6% |
63% |
False |
False |
63,029 |
| 40 |
2.427 |
2.059 |
0.368 |
16.0% |
0.079 |
3.4% |
65% |
False |
False |
51,266 |
| 60 |
2.427 |
1.939 |
0.488 |
21.2% |
0.074 |
3.2% |
74% |
False |
False |
42,257 |
| 80 |
2.458 |
1.939 |
0.519 |
22.6% |
0.071 |
3.1% |
69% |
False |
False |
35,546 |
| 100 |
2.635 |
1.939 |
0.696 |
30.3% |
0.072 |
3.1% |
52% |
False |
False |
30,262 |
| 120 |
2.635 |
1.939 |
0.696 |
30.3% |
0.069 |
3.0% |
52% |
False |
False |
26,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.534 |
|
2.618 |
2.449 |
|
1.618 |
2.397 |
|
1.000 |
2.365 |
|
0.618 |
2.345 |
|
HIGH |
2.313 |
|
0.618 |
2.293 |
|
0.500 |
2.287 |
|
0.382 |
2.281 |
|
LOW |
2.261 |
|
0.618 |
2.229 |
|
1.000 |
2.209 |
|
1.618 |
2.177 |
|
2.618 |
2.125 |
|
4.250 |
2.040 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.295 |
2.289 |
| PP |
2.291 |
2.279 |
| S1 |
2.287 |
2.269 |
|