NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.394 |
2.398 |
0.004 |
0.2% |
2.410 |
| High |
2.410 |
2.419 |
0.009 |
0.4% |
2.449 |
| Low |
2.359 |
2.375 |
0.016 |
0.7% |
2.352 |
| Close |
2.407 |
2.412 |
0.005 |
0.2% |
2.366 |
| Range |
0.051 |
0.044 |
-0.007 |
-13.7% |
0.097 |
| ATR |
0.070 |
0.068 |
-0.002 |
-2.7% |
0.000 |
| Volume |
33,197 |
24,964 |
-8,233 |
-24.8% |
106,337 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.534 |
2.517 |
2.436 |
|
| R3 |
2.490 |
2.473 |
2.424 |
|
| R2 |
2.446 |
2.446 |
2.420 |
|
| R1 |
2.429 |
2.429 |
2.416 |
2.438 |
| PP |
2.402 |
2.402 |
2.402 |
2.406 |
| S1 |
2.385 |
2.385 |
2.408 |
2.394 |
| S2 |
2.358 |
2.358 |
2.404 |
|
| S3 |
2.314 |
2.341 |
2.400 |
|
| S4 |
2.270 |
2.297 |
2.388 |
|
|
| 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 |
2.419 |
2.338 |
0.081 |
3.4% |
0.050 |
2.1% |
91% |
True |
False |
25,820 |
| 10 |
2.466 |
2.338 |
0.128 |
5.3% |
0.062 |
2.6% |
58% |
False |
False |
25,498 |
| 20 |
2.528 |
2.191 |
0.337 |
14.0% |
0.072 |
3.0% |
66% |
False |
False |
23,446 |
| 40 |
2.528 |
2.150 |
0.378 |
15.7% |
0.070 |
2.9% |
69% |
False |
False |
19,521 |
| 60 |
2.528 |
2.009 |
0.519 |
21.5% |
0.067 |
2.8% |
78% |
False |
False |
17,073 |
| 80 |
2.528 |
2.009 |
0.519 |
21.5% |
0.065 |
2.7% |
78% |
False |
False |
14,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.606 |
|
2.618 |
2.534 |
|
1.618 |
2.490 |
|
1.000 |
2.463 |
|
0.618 |
2.446 |
|
HIGH |
2.419 |
|
0.618 |
2.402 |
|
0.500 |
2.397 |
|
0.382 |
2.392 |
|
LOW |
2.375 |
|
0.618 |
2.348 |
|
1.000 |
2.331 |
|
1.618 |
2.304 |
|
2.618 |
2.260 |
|
4.250 |
2.188 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.407 |
2.401 |
| PP |
2.402 |
2.391 |
| S1 |
2.397 |
2.380 |
|