NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.240 |
2.201 |
-0.039 |
-1.7% |
2.217 |
| High |
2.271 |
2.220 |
-0.051 |
-2.2% |
2.235 |
| Low |
2.186 |
2.141 |
-0.045 |
-2.1% |
2.080 |
| Close |
2.199 |
2.146 |
-0.053 |
-2.4% |
2.207 |
| Range |
0.085 |
0.079 |
-0.006 |
-7.1% |
0.155 |
| ATR |
0.077 |
0.077 |
0.000 |
0.2% |
0.000 |
| Volume |
111,465 |
134,679 |
23,214 |
20.8% |
488,004 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.406 |
2.355 |
2.189 |
|
| R3 |
2.327 |
2.276 |
2.168 |
|
| R2 |
2.248 |
2.248 |
2.160 |
|
| R1 |
2.197 |
2.197 |
2.153 |
2.183 |
| PP |
2.169 |
2.169 |
2.169 |
2.162 |
| S1 |
2.118 |
2.118 |
2.139 |
2.104 |
| S2 |
2.090 |
2.090 |
2.132 |
|
| S3 |
2.011 |
2.039 |
2.124 |
|
| S4 |
1.932 |
1.960 |
2.103 |
|
|
| 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 |
8.9% |
0.083 |
3.9% |
35% |
False |
False |
114,266 |
| 10 |
2.313 |
2.080 |
0.233 |
10.9% |
0.070 |
3.3% |
28% |
False |
False |
100,858 |
| 20 |
2.342 |
2.080 |
0.262 |
12.2% |
0.074 |
3.5% |
25% |
False |
False |
86,155 |
| 40 |
2.427 |
2.080 |
0.347 |
16.2% |
0.077 |
3.6% |
19% |
False |
False |
67,024 |
| 60 |
2.427 |
1.939 |
0.488 |
22.7% |
0.075 |
3.5% |
42% |
False |
False |
53,362 |
| 80 |
2.427 |
1.939 |
0.488 |
22.7% |
0.073 |
3.4% |
42% |
False |
False |
44,727 |
| 100 |
2.635 |
1.939 |
0.696 |
32.4% |
0.072 |
3.4% |
30% |
False |
False |
37,945 |
| 120 |
2.635 |
1.939 |
0.696 |
32.4% |
0.070 |
3.3% |
30% |
False |
False |
32,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.556 |
|
2.618 |
2.427 |
|
1.618 |
2.348 |
|
1.000 |
2.299 |
|
0.618 |
2.269 |
|
HIGH |
2.220 |
|
0.618 |
2.190 |
|
0.500 |
2.181 |
|
0.382 |
2.171 |
|
LOW |
2.141 |
|
0.618 |
2.092 |
|
1.000 |
2.062 |
|
1.618 |
2.013 |
|
2.618 |
1.934 |
|
4.250 |
1.805 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.181 |
2.206 |
| PP |
2.169 |
2.186 |
| S1 |
2.158 |
2.166 |
|