NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.379 |
2.391 |
0.012 |
0.5% |
2.483 |
| High |
2.415 |
2.443 |
0.028 |
1.2% |
2.528 |
| Low |
2.372 |
2.369 |
-0.003 |
-0.1% |
2.364 |
| Close |
2.397 |
2.423 |
0.026 |
1.1% |
2.457 |
| Range |
0.043 |
0.074 |
0.031 |
72.1% |
0.164 |
| ATR |
0.076 |
0.075 |
0.000 |
-0.1% |
0.000 |
| Volume |
19,799 |
22,782 |
2,983 |
15.1% |
123,336 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.634 |
2.602 |
2.464 |
|
| R3 |
2.560 |
2.528 |
2.443 |
|
| R2 |
2.486 |
2.486 |
2.437 |
|
| R1 |
2.454 |
2.454 |
2.430 |
2.470 |
| PP |
2.412 |
2.412 |
2.412 |
2.420 |
| S1 |
2.380 |
2.380 |
2.416 |
2.396 |
| S2 |
2.338 |
2.338 |
2.409 |
|
| S3 |
2.264 |
2.306 |
2.403 |
|
| S4 |
2.190 |
2.232 |
2.382 |
|
|
| 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% |
0.070 |
2.9% |
61% |
False |
False |
27,782 |
| 10 |
2.528 |
2.357 |
0.171 |
7.1% |
0.076 |
3.1% |
39% |
False |
False |
23,430 |
| 20 |
2.528 |
2.183 |
0.345 |
14.2% |
0.072 |
3.0% |
70% |
False |
False |
22,058 |
| 40 |
2.528 |
2.063 |
0.465 |
19.2% |
0.072 |
3.0% |
77% |
False |
False |
17,553 |
| 60 |
2.528 |
2.009 |
0.519 |
21.4% |
0.067 |
2.8% |
80% |
False |
False |
15,376 |
| 80 |
2.644 |
2.009 |
0.635 |
26.2% |
0.066 |
2.7% |
65% |
False |
False |
12,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.758 |
|
2.618 |
2.637 |
|
1.618 |
2.563 |
|
1.000 |
2.517 |
|
0.618 |
2.489 |
|
HIGH |
2.443 |
|
0.618 |
2.415 |
|
0.500 |
2.406 |
|
0.382 |
2.397 |
|
LOW |
2.369 |
|
0.618 |
2.323 |
|
1.000 |
2.295 |
|
1.618 |
2.249 |
|
2.618 |
2.175 |
|
4.250 |
2.055 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.417 |
2.415 |
| PP |
2.412 |
2.408 |
| S1 |
2.406 |
2.400 |
|