NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.323 |
2.274 |
-0.049 |
-2.1% |
2.307 |
| High |
2.341 |
2.291 |
-0.050 |
-2.1% |
2.320 |
| Low |
2.262 |
2.224 |
-0.038 |
-1.7% |
2.157 |
| Close |
2.274 |
2.232 |
-0.042 |
-1.8% |
2.284 |
| Range |
0.079 |
0.067 |
-0.012 |
-15.2% |
0.163 |
| ATR |
0.072 |
0.072 |
0.000 |
-0.5% |
0.000 |
| Volume |
21,755 |
45,266 |
23,511 |
108.1% |
145,510 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.450 |
2.408 |
2.269 |
|
| R3 |
2.383 |
2.341 |
2.250 |
|
| R2 |
2.316 |
2.316 |
2.244 |
|
| R1 |
2.274 |
2.274 |
2.238 |
2.262 |
| PP |
2.249 |
2.249 |
2.249 |
2.243 |
| S1 |
2.207 |
2.207 |
2.226 |
2.195 |
| S2 |
2.182 |
2.182 |
2.220 |
|
| S3 |
2.115 |
2.140 |
2.214 |
|
| S4 |
2.048 |
2.073 |
2.195 |
|
|
| 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 |
8.2% |
0.078 |
3.5% |
41% |
False |
False |
34,186 |
| 10 |
2.386 |
2.157 |
0.229 |
10.3% |
0.065 |
2.9% |
33% |
False |
False |
27,756 |
| 20 |
2.431 |
2.157 |
0.274 |
12.3% |
0.068 |
3.0% |
27% |
False |
False |
29,106 |
| 40 |
2.494 |
2.151 |
0.343 |
15.4% |
0.071 |
3.2% |
24% |
False |
False |
24,593 |
| 60 |
2.494 |
1.994 |
0.500 |
22.4% |
0.070 |
3.2% |
48% |
False |
False |
20,575 |
| 80 |
2.494 |
1.990 |
0.504 |
22.6% |
0.068 |
3.0% |
48% |
False |
False |
17,634 |
| 100 |
2.646 |
1.990 |
0.656 |
29.4% |
0.068 |
3.0% |
37% |
False |
False |
15,125 |
| 120 |
2.646 |
1.990 |
0.656 |
29.4% |
0.066 |
2.9% |
37% |
False |
False |
13,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.576 |
|
2.618 |
2.466 |
|
1.618 |
2.399 |
|
1.000 |
2.358 |
|
0.618 |
2.332 |
|
HIGH |
2.291 |
|
0.618 |
2.265 |
|
0.500 |
2.258 |
|
0.382 |
2.250 |
|
LOW |
2.224 |
|
0.618 |
2.183 |
|
1.000 |
2.157 |
|
1.618 |
2.116 |
|
2.618 |
2.049 |
|
4.250 |
1.939 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.258 |
2.283 |
| PP |
2.249 |
2.266 |
| S1 |
2.241 |
2.249 |
|