NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.361 |
2.307 |
-0.054 |
-2.3% |
2.321 |
| High |
2.370 |
2.309 |
-0.061 |
-2.6% |
2.386 |
| Low |
2.315 |
2.248 |
-0.067 |
-2.9% |
2.296 |
| Close |
2.325 |
2.254 |
-0.071 |
-3.1% |
2.325 |
| Range |
0.055 |
0.061 |
0.006 |
10.9% |
0.090 |
| ATR |
0.071 |
0.072 |
0.000 |
0.6% |
0.000 |
| Volume |
21,303 |
20,444 |
-859 |
-4.0% |
110,675 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.453 |
2.415 |
2.288 |
|
| R3 |
2.392 |
2.354 |
2.271 |
|
| R2 |
2.331 |
2.331 |
2.265 |
|
| R1 |
2.293 |
2.293 |
2.260 |
2.282 |
| PP |
2.270 |
2.270 |
2.270 |
2.265 |
| S1 |
2.232 |
2.232 |
2.248 |
2.221 |
| S2 |
2.209 |
2.209 |
2.243 |
|
| S3 |
2.148 |
2.171 |
2.237 |
|
| S4 |
2.087 |
2.110 |
2.220 |
|
|
| 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 |
2.248 |
0.138 |
6.1% |
0.058 |
2.6% |
4% |
False |
True |
22,130 |
| 10 |
2.409 |
2.248 |
0.161 |
7.1% |
0.061 |
2.7% |
4% |
False |
True |
23,063 |
| 20 |
2.494 |
2.212 |
0.282 |
12.5% |
0.076 |
3.4% |
15% |
False |
False |
27,065 |
| 40 |
2.494 |
2.122 |
0.372 |
16.5% |
0.073 |
3.2% |
35% |
False |
False |
21,688 |
| 60 |
2.494 |
1.990 |
0.504 |
22.4% |
0.069 |
3.1% |
52% |
False |
False |
18,468 |
| 80 |
2.494 |
1.990 |
0.504 |
22.4% |
0.067 |
3.0% |
52% |
False |
False |
15,648 |
| 100 |
2.646 |
1.990 |
0.656 |
29.1% |
0.067 |
3.0% |
40% |
False |
False |
13,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.568 |
|
2.618 |
2.469 |
|
1.618 |
2.408 |
|
1.000 |
2.370 |
|
0.618 |
2.347 |
|
HIGH |
2.309 |
|
0.618 |
2.286 |
|
0.500 |
2.279 |
|
0.382 |
2.271 |
|
LOW |
2.248 |
|
0.618 |
2.210 |
|
1.000 |
2.187 |
|
1.618 |
2.149 |
|
2.618 |
2.088 |
|
4.250 |
1.989 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.279 |
2.317 |
| PP |
2.270 |
2.296 |
| S1 |
2.262 |
2.275 |
|