NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.164 |
2.145 |
-0.019 |
-0.9% |
2.240 |
| High |
2.182 |
2.191 |
0.009 |
0.4% |
2.271 |
| Low |
2.127 |
2.101 |
-0.026 |
-1.2% |
2.101 |
| Close |
2.151 |
2.169 |
0.018 |
0.8% |
2.169 |
| Range |
0.055 |
0.090 |
0.035 |
63.6% |
0.170 |
| ATR |
0.074 |
0.075 |
0.001 |
1.5% |
0.000 |
| Volume |
148,832 |
124,443 |
-24,389 |
-16.4% |
653,778 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.424 |
2.386 |
2.219 |
|
| R3 |
2.334 |
2.296 |
2.194 |
|
| R2 |
2.244 |
2.244 |
2.186 |
|
| R1 |
2.206 |
2.206 |
2.177 |
2.225 |
| PP |
2.154 |
2.154 |
2.154 |
2.163 |
| S1 |
2.116 |
2.116 |
2.161 |
2.135 |
| S2 |
2.064 |
2.064 |
2.153 |
|
| S3 |
1.974 |
2.026 |
2.144 |
|
| S4 |
1.884 |
1.936 |
2.120 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.690 |
2.600 |
2.263 |
|
| R3 |
2.520 |
2.430 |
2.216 |
|
| R2 |
2.350 |
2.350 |
2.200 |
|
| R1 |
2.260 |
2.260 |
2.185 |
2.220 |
| PP |
2.180 |
2.180 |
2.180 |
2.161 |
| S1 |
2.090 |
2.090 |
2.153 |
2.050 |
| S2 |
2.010 |
2.010 |
2.138 |
|
| S3 |
1.840 |
1.920 |
2.122 |
|
| S4 |
1.670 |
1.750 |
2.076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.271 |
2.101 |
0.170 |
7.8% |
0.073 |
3.4% |
40% |
False |
True |
130,755 |
| 10 |
2.271 |
2.080 |
0.191 |
8.8% |
0.072 |
3.3% |
47% |
False |
False |
114,178 |
| 20 |
2.327 |
2.080 |
0.247 |
11.4% |
0.071 |
3.3% |
36% |
False |
False |
92,732 |
| 40 |
2.427 |
2.080 |
0.347 |
16.0% |
0.077 |
3.6% |
26% |
False |
False |
74,218 |
| 60 |
2.427 |
1.939 |
0.488 |
22.5% |
0.076 |
3.5% |
47% |
False |
False |
58,724 |
| 80 |
2.427 |
1.939 |
0.488 |
22.5% |
0.072 |
3.3% |
47% |
False |
False |
49,063 |
| 100 |
2.635 |
1.939 |
0.696 |
32.1% |
0.072 |
3.3% |
33% |
False |
False |
41,803 |
| 120 |
2.635 |
1.939 |
0.696 |
32.1% |
0.071 |
3.3% |
33% |
False |
False |
36,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.574 |
|
2.618 |
2.427 |
|
1.618 |
2.337 |
|
1.000 |
2.281 |
|
0.618 |
2.247 |
|
HIGH |
2.191 |
|
0.618 |
2.157 |
|
0.500 |
2.146 |
|
0.382 |
2.135 |
|
LOW |
2.101 |
|
0.618 |
2.045 |
|
1.000 |
2.011 |
|
1.618 |
1.955 |
|
2.618 |
1.865 |
|
4.250 |
1.719 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.161 |
2.161 |
| PP |
2.154 |
2.154 |
| S1 |
2.146 |
2.146 |
|