NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.289 |
2.243 |
-0.046 |
-2.0% |
2.357 |
| High |
2.289 |
2.328 |
0.039 |
1.7% |
2.419 |
| Low |
2.238 |
2.195 |
-0.043 |
-1.9% |
2.338 |
| Close |
2.245 |
2.323 |
0.078 |
3.5% |
2.365 |
| Range |
0.051 |
0.133 |
0.082 |
160.8% |
0.081 |
| ATR |
0.065 |
0.069 |
0.005 |
7.6% |
0.000 |
| Volume |
22,640 |
33,139 |
10,499 |
46.4% |
129,216 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.681 |
2.635 |
2.396 |
|
| R3 |
2.548 |
2.502 |
2.360 |
|
| R2 |
2.415 |
2.415 |
2.347 |
|
| R1 |
2.369 |
2.369 |
2.335 |
2.392 |
| PP |
2.282 |
2.282 |
2.282 |
2.294 |
| S1 |
2.236 |
2.236 |
2.311 |
2.259 |
| S2 |
2.149 |
2.149 |
2.299 |
|
| S3 |
2.016 |
2.103 |
2.286 |
|
| S4 |
1.883 |
1.970 |
2.250 |
|
|
| 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 |
2.402 |
2.195 |
0.207 |
8.9% |
0.065 |
2.8% |
62% |
False |
True |
25,063 |
| 10 |
2.419 |
2.195 |
0.224 |
9.6% |
0.057 |
2.5% |
57% |
False |
True |
25,442 |
| 20 |
2.528 |
2.195 |
0.333 |
14.3% |
0.068 |
2.9% |
38% |
False |
True |
24,358 |
| 40 |
2.528 |
2.150 |
0.378 |
16.3% |
0.068 |
2.9% |
46% |
False |
False |
21,092 |
| 60 |
2.528 |
2.009 |
0.519 |
22.3% |
0.068 |
2.9% |
61% |
False |
False |
18,504 |
| 80 |
2.528 |
2.009 |
0.519 |
22.3% |
0.065 |
2.8% |
61% |
False |
False |
15,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.893 |
|
2.618 |
2.676 |
|
1.618 |
2.543 |
|
1.000 |
2.461 |
|
0.618 |
2.410 |
|
HIGH |
2.328 |
|
0.618 |
2.277 |
|
0.500 |
2.262 |
|
0.382 |
2.246 |
|
LOW |
2.195 |
|
0.618 |
2.113 |
|
1.000 |
2.062 |
|
1.618 |
1.980 |
|
2.618 |
1.847 |
|
4.250 |
1.630 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.303 |
2.303 |
| PP |
2.282 |
2.282 |
| S1 |
2.262 |
2.262 |
|