NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.391 |
2.427 |
0.036 |
1.5% |
2.483 |
| High |
2.443 |
2.449 |
0.006 |
0.2% |
2.528 |
| Low |
2.369 |
2.361 |
-0.008 |
-0.3% |
2.364 |
| Close |
2.423 |
2.372 |
-0.051 |
-2.1% |
2.457 |
| Range |
0.074 |
0.088 |
0.014 |
18.9% |
0.164 |
| ATR |
0.075 |
0.076 |
0.001 |
1.2% |
0.000 |
| Volume |
22,782 |
19,691 |
-3,091 |
-13.6% |
123,336 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.658 |
2.603 |
2.420 |
|
| R3 |
2.570 |
2.515 |
2.396 |
|
| R2 |
2.482 |
2.482 |
2.388 |
|
| R1 |
2.427 |
2.427 |
2.380 |
2.411 |
| PP |
2.394 |
2.394 |
2.394 |
2.386 |
| S1 |
2.339 |
2.339 |
2.364 |
2.323 |
| S2 |
2.306 |
2.306 |
2.356 |
|
| S3 |
2.218 |
2.251 |
2.348 |
|
| S4 |
2.130 |
2.163 |
2.324 |
|
|
| 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 |
4.6% |
0.074 |
3.1% |
14% |
False |
False |
25,177 |
| 10 |
2.528 |
2.357 |
0.171 |
7.2% |
0.079 |
3.3% |
9% |
False |
False |
23,274 |
| 20 |
2.528 |
2.191 |
0.337 |
14.2% |
0.072 |
3.0% |
54% |
False |
False |
21,904 |
| 40 |
2.528 |
2.102 |
0.426 |
18.0% |
0.072 |
3.1% |
63% |
False |
False |
17,680 |
| 60 |
2.528 |
2.009 |
0.519 |
21.9% |
0.068 |
2.9% |
70% |
False |
False |
15,612 |
| 80 |
2.545 |
2.009 |
0.536 |
22.6% |
0.066 |
2.8% |
68% |
False |
False |
13,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.823 |
|
2.618 |
2.679 |
|
1.618 |
2.591 |
|
1.000 |
2.537 |
|
0.618 |
2.503 |
|
HIGH |
2.449 |
|
0.618 |
2.415 |
|
0.500 |
2.405 |
|
0.382 |
2.395 |
|
LOW |
2.361 |
|
0.618 |
2.307 |
|
1.000 |
2.273 |
|
1.618 |
2.219 |
|
2.618 |
2.131 |
|
4.250 |
1.987 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.405 |
2.405 |
| PP |
2.394 |
2.394 |
| S1 |
2.383 |
2.383 |
|