NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.410 |
2.379 |
-0.031 |
-1.3% |
2.483 |
| High |
2.431 |
2.415 |
-0.016 |
-0.7% |
2.528 |
| Low |
2.357 |
2.372 |
0.015 |
0.6% |
2.364 |
| Close |
2.370 |
2.397 |
0.027 |
1.1% |
2.457 |
| Range |
0.074 |
0.043 |
-0.031 |
-41.9% |
0.164 |
| ATR |
0.078 |
0.076 |
-0.002 |
-3.0% |
0.000 |
| Volume |
20,281 |
19,799 |
-482 |
-2.4% |
123,336 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.524 |
2.503 |
2.421 |
|
| R3 |
2.481 |
2.460 |
2.409 |
|
| R2 |
2.438 |
2.438 |
2.405 |
|
| R1 |
2.417 |
2.417 |
2.401 |
2.428 |
| PP |
2.395 |
2.395 |
2.395 |
2.400 |
| S1 |
2.374 |
2.374 |
2.393 |
2.385 |
| S2 |
2.352 |
2.352 |
2.389 |
|
| S3 |
2.309 |
2.331 |
2.385 |
|
| S4 |
2.266 |
2.288 |
2.373 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.942 |
2.863 |
2.547 |
|
| R3 |
2.778 |
2.699 |
2.502 |
|
| R2 |
2.614 |
2.614 |
2.487 |
|
| R1 |
2.535 |
2.535 |
2.472 |
2.493 |
| PP |
2.450 |
2.450 |
2.450 |
2.428 |
| S1 |
2.371 |
2.371 |
2.442 |
2.329 |
| S2 |
2.286 |
2.286 |
2.427 |
|
| S3 |
2.122 |
2.207 |
2.412 |
|
| S4 |
1.958 |
2.043 |
2.367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.466 |
2.357 |
0.109 |
4.5% |
0.067 |
2.8% |
37% |
False |
False |
27,399 |
| 10 |
2.528 |
2.351 |
0.177 |
7.4% |
0.077 |
3.2% |
26% |
False |
False |
24,056 |
| 20 |
2.528 |
2.183 |
0.345 |
14.4% |
0.071 |
3.0% |
62% |
False |
False |
21,628 |
| 40 |
2.528 |
2.030 |
0.498 |
20.8% |
0.071 |
3.0% |
74% |
False |
False |
17,308 |
| 60 |
2.528 |
2.009 |
0.519 |
21.7% |
0.067 |
2.8% |
75% |
False |
False |
15,130 |
| 80 |
2.644 |
2.009 |
0.635 |
26.5% |
0.066 |
2.7% |
61% |
False |
False |
12,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.598 |
|
2.618 |
2.528 |
|
1.618 |
2.485 |
|
1.000 |
2.458 |
|
0.618 |
2.442 |
|
HIGH |
2.415 |
|
0.618 |
2.399 |
|
0.500 |
2.394 |
|
0.382 |
2.388 |
|
LOW |
2.372 |
|
0.618 |
2.345 |
|
1.000 |
2.329 |
|
1.618 |
2.302 |
|
2.618 |
2.259 |
|
4.250 |
2.189 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.396 |
2.412 |
| PP |
2.395 |
2.407 |
| S1 |
2.394 |
2.402 |
|