NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.185 |
2.240 |
0.055 |
2.5% |
2.217 |
| High |
2.235 |
2.271 |
0.036 |
1.6% |
2.235 |
| Low |
2.175 |
2.186 |
0.011 |
0.5% |
2.080 |
| Close |
2.207 |
2.199 |
-0.008 |
-0.4% |
2.207 |
| Range |
0.060 |
0.085 |
0.025 |
41.7% |
0.155 |
| ATR |
0.077 |
0.077 |
0.001 |
0.8% |
0.000 |
| Volume |
99,605 |
111,465 |
11,860 |
11.9% |
488,004 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.474 |
2.421 |
2.246 |
|
| R3 |
2.389 |
2.336 |
2.222 |
|
| R2 |
2.304 |
2.304 |
2.215 |
|
| R1 |
2.251 |
2.251 |
2.207 |
2.235 |
| PP |
2.219 |
2.219 |
2.219 |
2.211 |
| S1 |
2.166 |
2.166 |
2.191 |
2.150 |
| S2 |
2.134 |
2.134 |
2.183 |
|
| S3 |
2.049 |
2.081 |
2.176 |
|
| S4 |
1.964 |
1.996 |
2.152 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.639 |
2.578 |
2.292 |
|
| R3 |
2.484 |
2.423 |
2.250 |
|
| R2 |
2.329 |
2.329 |
2.235 |
|
| R1 |
2.268 |
2.268 |
2.221 |
2.221 |
| PP |
2.174 |
2.174 |
2.174 |
2.151 |
| S1 |
2.113 |
2.113 |
2.193 |
2.066 |
| S2 |
2.019 |
2.019 |
2.179 |
|
| S3 |
1.864 |
1.958 |
2.164 |
|
| S4 |
1.709 |
1.803 |
2.122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.271 |
2.080 |
0.191 |
8.7% |
0.076 |
3.5% |
62% |
True |
False |
103,435 |
| 10 |
2.313 |
2.080 |
0.233 |
10.6% |
0.070 |
3.2% |
51% |
False |
False |
95,747 |
| 20 |
2.342 |
2.080 |
0.262 |
11.9% |
0.074 |
3.4% |
45% |
False |
False |
81,766 |
| 40 |
2.427 |
2.080 |
0.347 |
15.8% |
0.077 |
3.5% |
34% |
False |
False |
64,631 |
| 60 |
2.427 |
1.939 |
0.488 |
22.2% |
0.075 |
3.4% |
53% |
False |
False |
51,714 |
| 80 |
2.457 |
1.939 |
0.518 |
23.6% |
0.072 |
3.3% |
50% |
False |
False |
43,242 |
| 100 |
2.635 |
1.939 |
0.696 |
31.7% |
0.072 |
3.3% |
37% |
False |
False |
36,680 |
| 120 |
2.635 |
1.939 |
0.696 |
31.7% |
0.070 |
3.2% |
37% |
False |
False |
31,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.632 |
|
2.618 |
2.494 |
|
1.618 |
2.409 |
|
1.000 |
2.356 |
|
0.618 |
2.324 |
|
HIGH |
2.271 |
|
0.618 |
2.239 |
|
0.500 |
2.229 |
|
0.382 |
2.218 |
|
LOW |
2.186 |
|
0.618 |
2.133 |
|
1.000 |
2.101 |
|
1.618 |
2.048 |
|
2.618 |
1.963 |
|
4.250 |
1.825 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.229 |
2.191 |
| PP |
2.219 |
2.183 |
| S1 |
2.209 |
2.176 |
|