NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.427 |
2.378 |
-0.049 |
-2.0% |
2.410 |
| High |
2.449 |
2.397 |
-0.052 |
-2.1% |
2.449 |
| Low |
2.361 |
2.352 |
-0.009 |
-0.4% |
2.352 |
| Close |
2.372 |
2.366 |
-0.006 |
-0.3% |
2.366 |
| Range |
0.088 |
0.045 |
-0.043 |
-48.9% |
0.097 |
| ATR |
0.076 |
0.074 |
-0.002 |
-2.9% |
0.000 |
| Volume |
19,691 |
23,784 |
4,093 |
20.8% |
106,337 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.507 |
2.481 |
2.391 |
|
| R3 |
2.462 |
2.436 |
2.378 |
|
| R2 |
2.417 |
2.417 |
2.374 |
|
| R1 |
2.391 |
2.391 |
2.370 |
2.382 |
| PP |
2.372 |
2.372 |
2.372 |
2.367 |
| S1 |
2.346 |
2.346 |
2.362 |
2.337 |
| S2 |
2.327 |
2.327 |
2.358 |
|
| S3 |
2.282 |
2.301 |
2.354 |
|
| S4 |
2.237 |
2.256 |
2.341 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.680 |
2.620 |
2.419 |
|
| R3 |
2.583 |
2.523 |
2.393 |
|
| R2 |
2.486 |
2.486 |
2.384 |
|
| R1 |
2.426 |
2.426 |
2.375 |
2.408 |
| PP |
2.389 |
2.389 |
2.389 |
2.380 |
| S1 |
2.329 |
2.329 |
2.357 |
2.311 |
| S2 |
2.292 |
2.292 |
2.348 |
|
| S3 |
2.195 |
2.232 |
2.339 |
|
| S4 |
2.098 |
2.135 |
2.313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.449 |
2.352 |
0.097 |
4.1% |
0.065 |
2.7% |
14% |
False |
True |
21,267 |
| 10 |
2.528 |
2.352 |
0.176 |
7.4% |
0.074 |
3.1% |
8% |
False |
True |
22,967 |
| 20 |
2.528 |
2.191 |
0.337 |
14.2% |
0.072 |
3.1% |
52% |
False |
False |
22,176 |
| 40 |
2.528 |
2.143 |
0.385 |
16.3% |
0.072 |
3.0% |
58% |
False |
False |
17,873 |
| 60 |
2.528 |
2.009 |
0.519 |
21.9% |
0.068 |
2.9% |
69% |
False |
False |
15,922 |
| 80 |
2.530 |
2.009 |
0.521 |
22.0% |
0.065 |
2.8% |
69% |
False |
False |
13,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.588 |
|
2.618 |
2.515 |
|
1.618 |
2.470 |
|
1.000 |
2.442 |
|
0.618 |
2.425 |
|
HIGH |
2.397 |
|
0.618 |
2.380 |
|
0.500 |
2.375 |
|
0.382 |
2.369 |
|
LOW |
2.352 |
|
0.618 |
2.324 |
|
1.000 |
2.307 |
|
1.618 |
2.279 |
|
2.618 |
2.234 |
|
4.250 |
2.161 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.375 |
2.401 |
| PP |
2.372 |
2.389 |
| S1 |
2.369 |
2.378 |
|