NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.380 |
2.330 |
-0.050 |
-2.1% |
2.360 |
| High |
2.409 |
2.350 |
-0.059 |
-2.4% |
2.409 |
| Low |
2.314 |
2.303 |
-0.011 |
-0.5% |
2.303 |
| Close |
2.325 |
2.323 |
-0.002 |
-0.1% |
2.323 |
| Range |
0.095 |
0.047 |
-0.048 |
-50.5% |
0.106 |
| ATR |
0.080 |
0.078 |
-0.002 |
-2.9% |
0.000 |
| Volume |
27,328 |
22,146 |
-5,182 |
-19.0% |
133,817 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.466 |
2.442 |
2.349 |
|
| R3 |
2.419 |
2.395 |
2.336 |
|
| R2 |
2.372 |
2.372 |
2.332 |
|
| R1 |
2.348 |
2.348 |
2.327 |
2.337 |
| PP |
2.325 |
2.325 |
2.325 |
2.320 |
| S1 |
2.301 |
2.301 |
2.319 |
2.290 |
| S2 |
2.278 |
2.278 |
2.314 |
|
| S3 |
2.231 |
2.254 |
2.310 |
|
| S4 |
2.184 |
2.207 |
2.297 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.663 |
2.599 |
2.381 |
|
| R3 |
2.557 |
2.493 |
2.352 |
|
| R2 |
2.451 |
2.451 |
2.342 |
|
| R1 |
2.387 |
2.387 |
2.333 |
2.366 |
| PP |
2.345 |
2.345 |
2.345 |
2.335 |
| S1 |
2.281 |
2.281 |
2.313 |
2.260 |
| S2 |
2.239 |
2.239 |
2.304 |
|
| S3 |
2.133 |
2.175 |
2.294 |
|
| S4 |
2.027 |
2.069 |
2.265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.409 |
2.303 |
0.106 |
4.6% |
0.069 |
3.0% |
19% |
False |
True |
26,763 |
| 10 |
2.494 |
2.303 |
0.191 |
8.2% |
0.078 |
3.4% |
10% |
False |
True |
29,421 |
| 20 |
2.494 |
2.156 |
0.338 |
14.6% |
0.076 |
3.3% |
49% |
False |
False |
26,510 |
| 40 |
2.494 |
2.122 |
0.372 |
16.0% |
0.074 |
3.2% |
54% |
False |
False |
19,996 |
| 60 |
2.494 |
1.990 |
0.504 |
21.7% |
0.070 |
3.0% |
66% |
False |
False |
17,206 |
| 80 |
2.534 |
1.990 |
0.544 |
23.4% |
0.067 |
2.9% |
61% |
False |
False |
14,372 |
| 100 |
2.646 |
1.990 |
0.656 |
28.2% |
0.068 |
2.9% |
51% |
False |
False |
12,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.550 |
|
2.618 |
2.473 |
|
1.618 |
2.426 |
|
1.000 |
2.397 |
|
0.618 |
2.379 |
|
HIGH |
2.350 |
|
0.618 |
2.332 |
|
0.500 |
2.327 |
|
0.382 |
2.321 |
|
LOW |
2.303 |
|
0.618 |
2.274 |
|
1.000 |
2.256 |
|
1.618 |
2.227 |
|
2.618 |
2.180 |
|
4.250 |
2.103 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.327 |
2.356 |
| PP |
2.325 |
2.345 |
| S1 |
2.324 |
2.334 |
|