NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.183 |
2.193 |
0.010 |
0.5% |
2.247 |
| High |
2.219 |
2.194 |
-0.025 |
-1.1% |
2.313 |
| Low |
2.174 |
2.126 |
-0.048 |
-2.2% |
2.218 |
| Close |
2.185 |
2.131 |
-0.054 |
-2.5% |
2.244 |
| Range |
0.045 |
0.068 |
0.023 |
51.1% |
0.095 |
| ATR |
0.075 |
0.075 |
-0.001 |
-0.7% |
0.000 |
| Volume |
80,525 |
98,290 |
17,765 |
22.1% |
423,912 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.354 |
2.311 |
2.168 |
|
| R3 |
2.286 |
2.243 |
2.150 |
|
| R2 |
2.218 |
2.218 |
2.143 |
|
| R1 |
2.175 |
2.175 |
2.137 |
2.163 |
| PP |
2.150 |
2.150 |
2.150 |
2.144 |
| S1 |
2.107 |
2.107 |
2.125 |
2.095 |
| S2 |
2.082 |
2.082 |
2.119 |
|
| S3 |
2.014 |
2.039 |
2.112 |
|
| S4 |
1.946 |
1.971 |
2.094 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.543 |
2.489 |
2.296 |
|
| R3 |
2.448 |
2.394 |
2.270 |
|
| R2 |
2.353 |
2.353 |
2.261 |
|
| R1 |
2.299 |
2.299 |
2.253 |
2.279 |
| PP |
2.258 |
2.258 |
2.258 |
2.248 |
| S1 |
2.204 |
2.204 |
2.235 |
2.184 |
| S2 |
2.163 |
2.163 |
2.227 |
|
| S3 |
2.068 |
2.109 |
2.218 |
|
| S4 |
1.973 |
2.014 |
2.192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.313 |
2.126 |
0.187 |
8.8% |
0.059 |
2.8% |
3% |
False |
True |
88,158 |
| 10 |
2.327 |
2.126 |
0.201 |
9.4% |
0.064 |
3.0% |
2% |
False |
True |
81,177 |
| 20 |
2.427 |
2.126 |
0.301 |
14.1% |
0.076 |
3.6% |
2% |
False |
True |
72,440 |
| 40 |
2.427 |
2.059 |
0.368 |
17.3% |
0.077 |
3.6% |
20% |
False |
False |
57,882 |
| 60 |
2.427 |
1.939 |
0.488 |
22.9% |
0.074 |
3.5% |
39% |
False |
False |
47,097 |
| 80 |
2.458 |
1.939 |
0.519 |
24.4% |
0.071 |
3.3% |
37% |
False |
False |
39,499 |
| 100 |
2.635 |
1.939 |
0.696 |
32.7% |
0.072 |
3.4% |
28% |
False |
False |
33,525 |
| 120 |
2.635 |
1.939 |
0.696 |
32.7% |
0.069 |
3.2% |
28% |
False |
False |
29,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.483 |
|
2.618 |
2.372 |
|
1.618 |
2.304 |
|
1.000 |
2.262 |
|
0.618 |
2.236 |
|
HIGH |
2.194 |
|
0.618 |
2.168 |
|
0.500 |
2.160 |
|
0.382 |
2.152 |
|
LOW |
2.126 |
|
0.618 |
2.084 |
|
1.000 |
2.058 |
|
1.618 |
2.016 |
|
2.618 |
1.948 |
|
4.250 |
1.837 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.160 |
2.179 |
| PP |
2.150 |
2.163 |
| S1 |
2.141 |
2.147 |
|