NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.257 |
2.272 |
0.015 |
0.7% |
2.323 |
| High |
2.300 |
2.397 |
0.097 |
4.2% |
2.341 |
| Low |
2.213 |
2.264 |
0.051 |
2.3% |
2.207 |
| Close |
2.281 |
2.383 |
0.102 |
4.5% |
2.281 |
| Range |
0.087 |
0.133 |
0.046 |
52.9% |
0.134 |
| ATR |
0.072 |
0.076 |
0.004 |
6.1% |
0.000 |
| Volume |
37,607 |
47,342 |
9,735 |
25.9% |
213,776 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.747 |
2.698 |
2.456 |
|
| R3 |
2.614 |
2.565 |
2.420 |
|
| R2 |
2.481 |
2.481 |
2.407 |
|
| R1 |
2.432 |
2.432 |
2.395 |
2.457 |
| PP |
2.348 |
2.348 |
2.348 |
2.360 |
| S1 |
2.299 |
2.299 |
2.371 |
2.324 |
| S2 |
2.215 |
2.215 |
2.359 |
|
| S3 |
2.082 |
2.166 |
2.346 |
|
| S4 |
1.949 |
2.033 |
2.310 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.678 |
2.614 |
2.355 |
|
| R3 |
2.544 |
2.480 |
2.318 |
|
| R2 |
2.410 |
2.410 |
2.306 |
|
| R1 |
2.346 |
2.346 |
2.293 |
2.311 |
| PP |
2.276 |
2.276 |
2.276 |
2.259 |
| S1 |
2.212 |
2.212 |
2.269 |
2.177 |
| S2 |
2.142 |
2.142 |
2.256 |
|
| S3 |
2.008 |
2.078 |
2.244 |
|
| S4 |
1.874 |
1.944 |
2.207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.397 |
2.207 |
0.190 |
8.0% |
0.083 |
3.5% |
93% |
True |
False |
47,872 |
| 10 |
2.397 |
2.157 |
0.240 |
10.1% |
0.078 |
3.3% |
94% |
True |
False |
38,618 |
| 20 |
2.409 |
2.157 |
0.252 |
10.6% |
0.069 |
2.9% |
90% |
False |
False |
30,840 |
| 40 |
2.494 |
2.151 |
0.343 |
14.4% |
0.073 |
3.1% |
68% |
False |
False |
27,778 |
| 60 |
2.494 |
1.994 |
0.500 |
21.0% |
0.072 |
3.0% |
78% |
False |
False |
22,937 |
| 80 |
2.494 |
1.990 |
0.504 |
21.1% |
0.069 |
2.9% |
78% |
False |
False |
19,725 |
| 100 |
2.646 |
1.990 |
0.656 |
27.5% |
0.068 |
2.8% |
60% |
False |
False |
16,917 |
| 120 |
2.646 |
1.990 |
0.656 |
27.5% |
0.067 |
2.8% |
60% |
False |
False |
14,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.962 |
|
2.618 |
2.745 |
|
1.618 |
2.612 |
|
1.000 |
2.530 |
|
0.618 |
2.479 |
|
HIGH |
2.397 |
|
0.618 |
2.346 |
|
0.500 |
2.331 |
|
0.382 |
2.315 |
|
LOW |
2.264 |
|
0.618 |
2.182 |
|
1.000 |
2.131 |
|
1.618 |
2.049 |
|
2.618 |
1.916 |
|
4.250 |
1.699 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.366 |
2.357 |
| PP |
2.348 |
2.331 |
| S1 |
2.331 |
2.305 |
|