NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.207 |
2.261 |
0.054 |
2.4% |
2.307 |
| High |
2.284 |
2.280 |
-0.004 |
-0.2% |
2.320 |
| Low |
2.207 |
2.231 |
0.024 |
1.1% |
2.157 |
| Close |
2.281 |
2.261 |
-0.020 |
-0.9% |
2.284 |
| Range |
0.077 |
0.049 |
-0.028 |
-36.4% |
0.163 |
| ATR |
0.072 |
0.071 |
-0.002 |
-2.2% |
0.000 |
| Volume |
47,532 |
61,616 |
14,084 |
29.6% |
145,510 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.404 |
2.382 |
2.288 |
|
| R3 |
2.355 |
2.333 |
2.274 |
|
| R2 |
2.306 |
2.306 |
2.270 |
|
| R1 |
2.284 |
2.284 |
2.265 |
2.286 |
| PP |
2.257 |
2.257 |
2.257 |
2.258 |
| S1 |
2.235 |
2.235 |
2.257 |
2.237 |
| S2 |
2.208 |
2.208 |
2.252 |
|
| S3 |
2.159 |
2.186 |
2.248 |
|
| S4 |
2.110 |
2.137 |
2.234 |
|
|
| 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 |
2.207 |
0.134 |
5.9% |
0.067 |
2.9% |
40% |
False |
False |
42,216 |
| 10 |
2.370 |
2.157 |
0.213 |
9.4% |
0.067 |
3.0% |
49% |
False |
False |
34,298 |
| 20 |
2.431 |
2.157 |
0.274 |
12.1% |
0.067 |
3.0% |
38% |
False |
False |
30,854 |
| 40 |
2.494 |
2.151 |
0.343 |
15.2% |
0.071 |
3.1% |
32% |
False |
False |
26,328 |
| 60 |
2.494 |
1.994 |
0.500 |
22.1% |
0.070 |
3.1% |
53% |
False |
False |
21,986 |
| 80 |
2.494 |
1.990 |
0.504 |
22.3% |
0.067 |
3.0% |
54% |
False |
False |
18,800 |
| 100 |
2.646 |
1.990 |
0.656 |
29.0% |
0.067 |
3.0% |
41% |
False |
False |
16,144 |
| 120 |
2.646 |
1.990 |
0.656 |
29.0% |
0.066 |
2.9% |
41% |
False |
False |
14,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.488 |
|
2.618 |
2.408 |
|
1.618 |
2.359 |
|
1.000 |
2.329 |
|
0.618 |
2.310 |
|
HIGH |
2.280 |
|
0.618 |
2.261 |
|
0.500 |
2.256 |
|
0.382 |
2.250 |
|
LOW |
2.231 |
|
0.618 |
2.201 |
|
1.000 |
2.182 |
|
1.618 |
2.152 |
|
2.618 |
2.103 |
|
4.250 |
2.023 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.259 |
2.257 |
| PP |
2.257 |
2.253 |
| S1 |
2.256 |
2.249 |
|