NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.357 |
2.348 |
-0.009 |
-0.4% |
2.410 |
| High |
2.389 |
2.400 |
0.011 |
0.5% |
2.449 |
| Low |
2.338 |
2.341 |
0.003 |
0.1% |
2.352 |
| Close |
2.342 |
2.388 |
0.046 |
2.0% |
2.366 |
| Range |
0.051 |
0.059 |
0.008 |
15.7% |
0.097 |
| ATR |
0.072 |
0.072 |
-0.001 |
-1.3% |
0.000 |
| Volume |
20,618 |
26,539 |
5,921 |
28.7% |
106,337 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.553 |
2.530 |
2.420 |
|
| R3 |
2.494 |
2.471 |
2.404 |
|
| R2 |
2.435 |
2.435 |
2.399 |
|
| R1 |
2.412 |
2.412 |
2.393 |
2.424 |
| PP |
2.376 |
2.376 |
2.376 |
2.382 |
| S1 |
2.353 |
2.353 |
2.383 |
2.365 |
| S2 |
2.317 |
2.317 |
2.377 |
|
| S3 |
2.258 |
2.294 |
2.372 |
|
| S4 |
2.199 |
2.235 |
2.356 |
|
|
| 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 |
2.338 |
0.111 |
4.6% |
0.063 |
2.7% |
45% |
False |
False |
22,682 |
| 10 |
2.466 |
2.338 |
0.128 |
5.4% |
0.065 |
2.7% |
39% |
False |
False |
25,041 |
| 20 |
2.528 |
2.191 |
0.337 |
14.1% |
0.072 |
3.0% |
58% |
False |
False |
22,530 |
| 40 |
2.528 |
2.150 |
0.378 |
15.8% |
0.071 |
3.0% |
63% |
False |
False |
18,506 |
| 60 |
2.528 |
2.009 |
0.519 |
21.7% |
0.067 |
2.8% |
73% |
False |
False |
16,411 |
| 80 |
2.528 |
2.009 |
0.519 |
21.7% |
0.065 |
2.7% |
73% |
False |
False |
13,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.651 |
|
2.618 |
2.554 |
|
1.618 |
2.495 |
|
1.000 |
2.459 |
|
0.618 |
2.436 |
|
HIGH |
2.400 |
|
0.618 |
2.377 |
|
0.500 |
2.371 |
|
0.382 |
2.364 |
|
LOW |
2.341 |
|
0.618 |
2.305 |
|
1.000 |
2.282 |
|
1.618 |
2.246 |
|
2.618 |
2.187 |
|
4.250 |
2.090 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.382 |
2.382 |
| PP |
2.376 |
2.375 |
| S1 |
2.371 |
2.369 |
|