NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.276 |
2.323 |
0.047 |
2.1% |
2.307 |
| High |
2.320 |
2.341 |
0.021 |
0.9% |
2.320 |
| Low |
2.259 |
2.262 |
0.003 |
0.1% |
2.157 |
| Close |
2.284 |
2.274 |
-0.010 |
-0.4% |
2.284 |
| Range |
0.061 |
0.079 |
0.018 |
29.5% |
0.163 |
| ATR |
0.072 |
0.072 |
0.001 |
0.7% |
0.000 |
| Volume |
34,912 |
21,755 |
-13,157 |
-37.7% |
145,510 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.529 |
2.481 |
2.317 |
|
| R3 |
2.450 |
2.402 |
2.296 |
|
| R2 |
2.371 |
2.371 |
2.288 |
|
| R1 |
2.323 |
2.323 |
2.281 |
2.308 |
| PP |
2.292 |
2.292 |
2.292 |
2.285 |
| S1 |
2.244 |
2.244 |
2.267 |
2.229 |
| S2 |
2.213 |
2.213 |
2.260 |
|
| S3 |
2.134 |
2.165 |
2.252 |
|
| S4 |
2.055 |
2.086 |
2.231 |
|
|
| 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 |
2.341 |
2.157 |
0.184 |
8.1% |
0.072 |
3.2% |
64% |
True |
False |
29,364 |
| 10 |
2.386 |
2.157 |
0.229 |
10.1% |
0.065 |
2.9% |
51% |
False |
False |
25,747 |
| 20 |
2.431 |
2.157 |
0.274 |
12.0% |
0.067 |
3.0% |
43% |
False |
False |
27,759 |
| 40 |
2.494 |
2.151 |
0.343 |
15.1% |
0.071 |
3.1% |
36% |
False |
False |
23,848 |
| 60 |
2.494 |
1.990 |
0.504 |
22.2% |
0.071 |
3.1% |
56% |
False |
False |
20,098 |
| 80 |
2.494 |
1.990 |
0.504 |
22.2% |
0.067 |
3.0% |
56% |
False |
False |
17,151 |
| 100 |
2.646 |
1.990 |
0.656 |
28.8% |
0.068 |
3.0% |
43% |
False |
False |
14,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.677 |
|
2.618 |
2.548 |
|
1.618 |
2.469 |
|
1.000 |
2.420 |
|
0.618 |
2.390 |
|
HIGH |
2.341 |
|
0.618 |
2.311 |
|
0.500 |
2.302 |
|
0.382 |
2.292 |
|
LOW |
2.262 |
|
0.618 |
2.213 |
|
1.000 |
2.183 |
|
1.618 |
2.134 |
|
2.618 |
2.055 |
|
4.250 |
1.926 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.302 |
2.266 |
| PP |
2.292 |
2.257 |
| S1 |
2.283 |
2.249 |
|