NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.347 |
2.305 |
-0.042 |
-1.8% |
2.357 |
| High |
2.351 |
2.322 |
-0.029 |
-1.2% |
2.419 |
| Low |
2.291 |
2.286 |
-0.005 |
-0.2% |
2.338 |
| Close |
2.296 |
2.293 |
-0.003 |
-0.1% |
2.365 |
| Range |
0.060 |
0.036 |
-0.024 |
-40.0% |
0.081 |
| ATR |
0.068 |
0.065 |
-0.002 |
-3.3% |
0.000 |
| Volume |
22,995 |
22,647 |
-348 |
-1.5% |
129,216 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.408 |
2.387 |
2.313 |
|
| R3 |
2.372 |
2.351 |
2.303 |
|
| R2 |
2.336 |
2.336 |
2.300 |
|
| R1 |
2.315 |
2.315 |
2.296 |
2.308 |
| PP |
2.300 |
2.300 |
2.300 |
2.297 |
| S1 |
2.279 |
2.279 |
2.290 |
2.272 |
| S2 |
2.264 |
2.264 |
2.286 |
|
| S3 |
2.228 |
2.243 |
2.283 |
|
| S4 |
2.192 |
2.207 |
2.273 |
|
|
| 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 |
2.286 |
0.133 |
5.8% |
0.047 |
2.0% |
5% |
False |
True |
25,540 |
| 10 |
2.449 |
2.286 |
0.163 |
7.1% |
0.055 |
2.4% |
4% |
False |
True |
24,111 |
| 20 |
2.528 |
2.286 |
0.242 |
10.6% |
0.066 |
2.9% |
3% |
False |
True |
24,083 |
| 40 |
2.528 |
2.150 |
0.378 |
16.5% |
0.068 |
3.0% |
38% |
False |
False |
20,263 |
| 60 |
2.528 |
2.009 |
0.519 |
22.6% |
0.067 |
2.9% |
55% |
False |
False |
17,776 |
| 80 |
2.528 |
2.009 |
0.519 |
22.6% |
0.064 |
2.8% |
55% |
False |
False |
15,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.475 |
|
2.618 |
2.416 |
|
1.618 |
2.380 |
|
1.000 |
2.358 |
|
0.618 |
2.344 |
|
HIGH |
2.322 |
|
0.618 |
2.308 |
|
0.500 |
2.304 |
|
0.382 |
2.300 |
|
LOW |
2.286 |
|
0.618 |
2.264 |
|
1.000 |
2.250 |
|
1.618 |
2.228 |
|
2.618 |
2.192 |
|
4.250 |
2.133 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.304 |
2.344 |
| PP |
2.300 |
2.327 |
| S1 |
2.297 |
2.310 |
|