NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.210 |
2.276 |
0.066 |
3.0% |
2.307 |
| High |
2.284 |
2.320 |
0.036 |
1.6% |
2.320 |
| Low |
2.157 |
2.259 |
0.102 |
4.7% |
2.157 |
| Close |
2.278 |
2.284 |
0.006 |
0.3% |
2.284 |
| Range |
0.127 |
0.061 |
-0.066 |
-52.0% |
0.163 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.2% |
0.000 |
| Volume |
39,065 |
34,912 |
-4,153 |
-10.6% |
145,510 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.471 |
2.438 |
2.318 |
|
| R3 |
2.410 |
2.377 |
2.301 |
|
| R2 |
2.349 |
2.349 |
2.295 |
|
| R1 |
2.316 |
2.316 |
2.290 |
2.333 |
| PP |
2.288 |
2.288 |
2.288 |
2.296 |
| S1 |
2.255 |
2.255 |
2.278 |
2.272 |
| S2 |
2.227 |
2.227 |
2.273 |
|
| S3 |
2.166 |
2.194 |
2.267 |
|
| S4 |
2.105 |
2.133 |
2.250 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.743 |
2.676 |
2.374 |
|
| R3 |
2.580 |
2.513 |
2.329 |
|
| R2 |
2.417 |
2.417 |
2.314 |
|
| R1 |
2.350 |
2.350 |
2.299 |
2.302 |
| PP |
2.254 |
2.254 |
2.254 |
2.230 |
| S1 |
2.187 |
2.187 |
2.269 |
2.139 |
| S2 |
2.091 |
2.091 |
2.254 |
|
| S3 |
1.928 |
2.024 |
2.239 |
|
| S4 |
1.765 |
1.861 |
2.194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.320 |
2.157 |
0.163 |
7.1% |
0.069 |
3.0% |
78% |
True |
False |
29,102 |
| 10 |
2.386 |
2.157 |
0.229 |
10.0% |
0.062 |
2.7% |
55% |
False |
False |
25,618 |
| 20 |
2.494 |
2.157 |
0.337 |
14.8% |
0.070 |
3.1% |
38% |
False |
False |
27,520 |
| 40 |
2.494 |
2.122 |
0.372 |
16.3% |
0.072 |
3.1% |
44% |
False |
False |
23,534 |
| 60 |
2.494 |
1.990 |
0.504 |
22.1% |
0.070 |
3.1% |
58% |
False |
False |
19,925 |
| 80 |
2.494 |
1.990 |
0.504 |
22.1% |
0.067 |
2.9% |
58% |
False |
False |
16,965 |
| 100 |
2.646 |
1.990 |
0.656 |
28.7% |
0.068 |
3.0% |
45% |
False |
False |
14,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.579 |
|
2.618 |
2.480 |
|
1.618 |
2.419 |
|
1.000 |
2.381 |
|
0.618 |
2.358 |
|
HIGH |
2.320 |
|
0.618 |
2.297 |
|
0.500 |
2.290 |
|
0.382 |
2.282 |
|
LOW |
2.259 |
|
0.618 |
2.221 |
|
1.000 |
2.198 |
|
1.618 |
2.160 |
|
2.618 |
2.099 |
|
4.250 |
2.000 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.290 |
2.269 |
| PP |
2.288 |
2.254 |
| S1 |
2.286 |
2.239 |
|