NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.274 |
2.207 |
-0.067 |
-2.9% |
2.307 |
| High |
2.291 |
2.284 |
-0.007 |
-0.3% |
2.320 |
| Low |
2.224 |
2.207 |
-0.017 |
-0.8% |
2.157 |
| Close |
2.232 |
2.281 |
0.049 |
2.2% |
2.284 |
| Range |
0.067 |
0.077 |
0.010 |
14.9% |
0.163 |
| ATR |
0.072 |
0.072 |
0.000 |
0.5% |
0.000 |
| Volume |
45,266 |
47,532 |
2,266 |
5.0% |
145,510 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.488 |
2.462 |
2.323 |
|
| R3 |
2.411 |
2.385 |
2.302 |
|
| R2 |
2.334 |
2.334 |
2.295 |
|
| R1 |
2.308 |
2.308 |
2.288 |
2.321 |
| PP |
2.257 |
2.257 |
2.257 |
2.264 |
| S1 |
2.231 |
2.231 |
2.274 |
2.244 |
| S2 |
2.180 |
2.180 |
2.267 |
|
| S3 |
2.103 |
2.154 |
2.260 |
|
| S4 |
2.026 |
2.077 |
2.239 |
|
|
| 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% |
0.082 |
3.6% |
67% |
False |
False |
37,706 |
| 10 |
2.386 |
2.157 |
0.229 |
10.0% |
0.067 |
2.9% |
54% |
False |
False |
30,140 |
| 20 |
2.431 |
2.157 |
0.274 |
12.0% |
0.068 |
3.0% |
45% |
False |
False |
29,784 |
| 40 |
2.494 |
2.151 |
0.343 |
15.0% |
0.072 |
3.2% |
38% |
False |
False |
25,430 |
| 60 |
2.494 |
1.994 |
0.500 |
21.9% |
0.070 |
3.1% |
57% |
False |
False |
21,145 |
| 80 |
2.494 |
1.990 |
0.504 |
22.1% |
0.068 |
3.0% |
58% |
False |
False |
18,139 |
| 100 |
2.646 |
1.990 |
0.656 |
28.8% |
0.068 |
3.0% |
44% |
False |
False |
15,568 |
| 120 |
2.646 |
1.990 |
0.656 |
28.8% |
0.066 |
2.9% |
44% |
False |
False |
13,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.611 |
|
2.618 |
2.486 |
|
1.618 |
2.409 |
|
1.000 |
2.361 |
|
0.618 |
2.332 |
|
HIGH |
2.284 |
|
0.618 |
2.255 |
|
0.500 |
2.246 |
|
0.382 |
2.236 |
|
LOW |
2.207 |
|
0.618 |
2.159 |
|
1.000 |
2.130 |
|
1.618 |
2.082 |
|
2.618 |
2.005 |
|
4.250 |
1.880 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.269 |
2.279 |
| PP |
2.257 |
2.276 |
| S1 |
2.246 |
2.274 |
|