NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.365 |
2.361 |
-0.004 |
-0.2% |
2.321 |
| High |
2.386 |
2.370 |
-0.016 |
-0.7% |
2.386 |
| Low |
2.341 |
2.315 |
-0.026 |
-1.1% |
2.296 |
| Close |
2.378 |
2.325 |
-0.053 |
-2.2% |
2.325 |
| Range |
0.045 |
0.055 |
0.010 |
22.2% |
0.090 |
| ATR |
0.072 |
0.071 |
-0.001 |
-0.9% |
0.000 |
| Volume |
20,043 |
21,303 |
1,260 |
6.3% |
110,675 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.502 |
2.468 |
2.355 |
|
| R3 |
2.447 |
2.413 |
2.340 |
|
| R2 |
2.392 |
2.392 |
2.335 |
|
| R1 |
2.358 |
2.358 |
2.330 |
2.348 |
| PP |
2.337 |
2.337 |
2.337 |
2.331 |
| S1 |
2.303 |
2.303 |
2.320 |
2.293 |
| S2 |
2.282 |
2.282 |
2.315 |
|
| S3 |
2.227 |
2.248 |
2.310 |
|
| S4 |
2.172 |
2.193 |
2.295 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.606 |
2.555 |
2.375 |
|
| R3 |
2.516 |
2.465 |
2.350 |
|
| R2 |
2.426 |
2.426 |
2.342 |
|
| R1 |
2.375 |
2.375 |
2.333 |
2.401 |
| PP |
2.336 |
2.336 |
2.336 |
2.348 |
| S1 |
2.285 |
2.285 |
2.317 |
2.311 |
| S2 |
2.246 |
2.246 |
2.309 |
|
| S3 |
2.156 |
2.195 |
2.300 |
|
| S4 |
2.066 |
2.105 |
2.276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.386 |
2.296 |
0.090 |
3.9% |
0.056 |
2.4% |
32% |
False |
False |
22,135 |
| 10 |
2.409 |
2.296 |
0.113 |
4.9% |
0.063 |
2.7% |
26% |
False |
False |
24,449 |
| 20 |
2.494 |
2.156 |
0.338 |
14.5% |
0.076 |
3.3% |
50% |
False |
False |
26,722 |
| 40 |
2.494 |
2.122 |
0.372 |
16.0% |
0.072 |
3.1% |
55% |
False |
False |
21,397 |
| 60 |
2.494 |
1.990 |
0.504 |
21.7% |
0.069 |
3.0% |
66% |
False |
False |
18,277 |
| 80 |
2.494 |
1.990 |
0.504 |
21.7% |
0.067 |
2.9% |
66% |
False |
False |
15,470 |
| 100 |
2.646 |
1.990 |
0.656 |
28.2% |
0.067 |
2.9% |
51% |
False |
False |
13,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.604 |
|
2.618 |
2.514 |
|
1.618 |
2.459 |
|
1.000 |
2.425 |
|
0.618 |
2.404 |
|
HIGH |
2.370 |
|
0.618 |
2.349 |
|
0.500 |
2.343 |
|
0.382 |
2.336 |
|
LOW |
2.315 |
|
0.618 |
2.281 |
|
1.000 |
2.260 |
|
1.618 |
2.226 |
|
2.618 |
2.171 |
|
4.250 |
2.081 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.343 |
2.351 |
| PP |
2.337 |
2.342 |
| S1 |
2.331 |
2.334 |
|