NYMEX Natural Gas Future August 2016
Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
2.344 |
2.380 |
0.036 |
1.5% |
2.465 |
High |
2.400 |
2.409 |
0.009 |
0.4% |
2.494 |
Low |
2.321 |
2.314 |
-0.007 |
-0.3% |
2.322 |
Close |
2.381 |
2.325 |
-0.056 |
-2.4% |
2.412 |
Range |
0.079 |
0.095 |
0.016 |
20.3% |
0.172 |
ATR |
0.079 |
0.080 |
0.001 |
1.5% |
0.000 |
Volume |
26,188 |
27,328 |
1,140 |
4.4% |
160,402 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.634 |
2.575 |
2.377 |
|
R3 |
2.539 |
2.480 |
2.351 |
|
R2 |
2.444 |
2.444 |
2.342 |
|
R1 |
2.385 |
2.385 |
2.334 |
2.367 |
PP |
2.349 |
2.349 |
2.349 |
2.341 |
S1 |
2.290 |
2.290 |
2.316 |
2.272 |
S2 |
2.254 |
2.254 |
2.308 |
|
S3 |
2.159 |
2.195 |
2.299 |
|
S4 |
2.064 |
2.100 |
2.273 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.925 |
2.841 |
2.507 |
|
R3 |
2.753 |
2.669 |
2.459 |
|
R2 |
2.581 |
2.581 |
2.444 |
|
R1 |
2.497 |
2.497 |
2.428 |
2.453 |
PP |
2.409 |
2.409 |
2.409 |
2.388 |
S1 |
2.325 |
2.325 |
2.396 |
2.281 |
S2 |
2.237 |
2.237 |
2.380 |
|
S3 |
2.065 |
2.153 |
2.365 |
|
S4 |
1.893 |
1.981 |
2.317 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.431 |
2.308 |
0.123 |
5.3% |
0.080 |
3.5% |
14% |
False |
False |
32,516 |
10 |
2.494 |
2.308 |
0.186 |
8.0% |
0.083 |
3.6% |
9% |
False |
False |
30,380 |
20 |
2.494 |
2.156 |
0.338 |
14.5% |
0.076 |
3.3% |
50% |
False |
False |
26,181 |
40 |
2.494 |
2.086 |
0.408 |
17.5% |
0.075 |
3.2% |
59% |
False |
False |
19,950 |
60 |
2.494 |
1.990 |
0.504 |
21.7% |
0.070 |
3.0% |
66% |
False |
False |
16,938 |
80 |
2.545 |
1.990 |
0.555 |
23.9% |
0.067 |
2.9% |
60% |
False |
False |
14,178 |
100 |
2.646 |
1.990 |
0.656 |
28.2% |
0.068 |
2.9% |
51% |
False |
False |
12,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.813 |
2.618 |
2.658 |
1.618 |
2.563 |
1.000 |
2.504 |
0.618 |
2.468 |
HIGH |
2.409 |
0.618 |
2.373 |
0.500 |
2.362 |
0.382 |
2.350 |
LOW |
2.314 |
0.618 |
2.255 |
1.000 |
2.219 |
1.618 |
2.160 |
2.618 |
2.065 |
4.250 |
1.910 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
2.362 |
2.362 |
PP |
2.349 |
2.349 |
S1 |
2.337 |
2.337 |
|