NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.385 |
2.347 |
-0.038 |
-1.6% |
2.357 |
| High |
2.402 |
2.351 |
-0.051 |
-2.1% |
2.419 |
| Low |
2.359 |
2.291 |
-0.068 |
-2.9% |
2.338 |
| Close |
2.365 |
2.296 |
-0.069 |
-2.9% |
2.365 |
| Range |
0.043 |
0.060 |
0.017 |
39.5% |
0.081 |
| ATR |
0.067 |
0.068 |
0.000 |
0.7% |
0.000 |
| Volume |
23,898 |
22,995 |
-903 |
-3.8% |
129,216 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.493 |
2.454 |
2.329 |
|
| R3 |
2.433 |
2.394 |
2.313 |
|
| R2 |
2.373 |
2.373 |
2.307 |
|
| R1 |
2.334 |
2.334 |
2.302 |
2.324 |
| PP |
2.313 |
2.313 |
2.313 |
2.307 |
| S1 |
2.274 |
2.274 |
2.291 |
2.264 |
| S2 |
2.253 |
2.253 |
2.285 |
|
| S3 |
2.193 |
2.214 |
2.280 |
|
| S4 |
2.133 |
2.154 |
2.263 |
|
|
| 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 |
2.291 |
0.128 |
5.6% |
0.051 |
2.2% |
4% |
False |
True |
26,318 |
| 10 |
2.449 |
2.291 |
0.158 |
6.9% |
0.056 |
2.4% |
3% |
False |
True |
23,826 |
| 20 |
2.528 |
2.250 |
0.278 |
12.1% |
0.071 |
3.1% |
17% |
False |
False |
24,371 |
| 40 |
2.528 |
2.150 |
0.378 |
16.5% |
0.069 |
3.0% |
39% |
False |
False |
19,978 |
| 60 |
2.528 |
2.009 |
0.519 |
22.6% |
0.067 |
2.9% |
55% |
False |
False |
17,545 |
| 80 |
2.528 |
2.009 |
0.519 |
22.6% |
0.065 |
2.8% |
55% |
False |
False |
14,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.606 |
|
2.618 |
2.508 |
|
1.618 |
2.448 |
|
1.000 |
2.411 |
|
0.618 |
2.388 |
|
HIGH |
2.351 |
|
0.618 |
2.328 |
|
0.500 |
2.321 |
|
0.382 |
2.314 |
|
LOW |
2.291 |
|
0.618 |
2.254 |
|
1.000 |
2.231 |
|
1.618 |
2.194 |
|
2.618 |
2.134 |
|
4.250 |
2.036 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.321 |
2.355 |
| PP |
2.313 |
2.335 |
| S1 |
2.304 |
2.316 |
|