NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.398 |
2.385 |
-0.013 |
-0.5% |
2.357 |
| High |
2.419 |
2.402 |
-0.017 |
-0.7% |
2.419 |
| Low |
2.375 |
2.359 |
-0.016 |
-0.7% |
2.338 |
| Close |
2.412 |
2.365 |
-0.047 |
-1.9% |
2.365 |
| Range |
0.044 |
0.043 |
-0.001 |
-2.3% |
0.081 |
| ATR |
0.068 |
0.067 |
-0.001 |
-1.6% |
0.000 |
| Volume |
24,964 |
23,898 |
-1,066 |
-4.3% |
129,216 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.504 |
2.478 |
2.389 |
|
| R3 |
2.461 |
2.435 |
2.377 |
|
| R2 |
2.418 |
2.418 |
2.373 |
|
| R1 |
2.392 |
2.392 |
2.369 |
2.384 |
| PP |
2.375 |
2.375 |
2.375 |
2.371 |
| S1 |
2.349 |
2.349 |
2.361 |
2.341 |
| S2 |
2.332 |
2.332 |
2.357 |
|
| S3 |
2.289 |
2.306 |
2.353 |
|
| S4 |
2.246 |
2.263 |
2.341 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.617 |
2.572 |
2.410 |
|
| R3 |
2.536 |
2.491 |
2.387 |
|
| R2 |
2.455 |
2.455 |
2.380 |
|
| R1 |
2.410 |
2.410 |
2.372 |
2.433 |
| PP |
2.374 |
2.374 |
2.374 |
2.385 |
| S1 |
2.329 |
2.329 |
2.358 |
2.352 |
| S2 |
2.293 |
2.293 |
2.350 |
|
| S3 |
2.212 |
2.248 |
2.343 |
|
| S4 |
2.131 |
2.167 |
2.320 |
|
|
| 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% |
33% |
False |
False |
25,843 |
| 10 |
2.449 |
2.338 |
0.111 |
4.7% |
0.057 |
2.4% |
24% |
False |
False |
23,555 |
| 20 |
2.528 |
2.191 |
0.337 |
14.2% |
0.071 |
3.0% |
52% |
False |
False |
23,812 |
| 40 |
2.528 |
2.150 |
0.378 |
16.0% |
0.069 |
2.9% |
57% |
False |
False |
19,700 |
| 60 |
2.528 |
2.009 |
0.519 |
21.9% |
0.067 |
2.8% |
69% |
False |
False |
17,325 |
| 80 |
2.528 |
2.009 |
0.519 |
21.9% |
0.065 |
2.7% |
69% |
False |
False |
14,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.585 |
|
2.618 |
2.515 |
|
1.618 |
2.472 |
|
1.000 |
2.445 |
|
0.618 |
2.429 |
|
HIGH |
2.402 |
|
0.618 |
2.386 |
|
0.500 |
2.381 |
|
0.382 |
2.375 |
|
LOW |
2.359 |
|
0.618 |
2.332 |
|
1.000 |
2.316 |
|
1.618 |
2.289 |
|
2.618 |
2.246 |
|
4.250 |
2.176 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.381 |
2.389 |
| PP |
2.375 |
2.381 |
| S1 |
2.370 |
2.373 |
|