NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.243 |
2.314 |
0.071 |
3.2% |
2.347 |
| High |
2.328 |
2.366 |
0.038 |
1.6% |
2.366 |
| Low |
2.195 |
2.305 |
0.110 |
5.0% |
2.195 |
| Close |
2.323 |
2.329 |
0.006 |
0.3% |
2.329 |
| Range |
0.133 |
0.061 |
-0.072 |
-54.1% |
0.171 |
| ATR |
0.069 |
0.069 |
-0.001 |
-0.9% |
0.000 |
| Volume |
33,139 |
25,372 |
-7,767 |
-23.4% |
126,793 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.516 |
2.484 |
2.363 |
|
| R3 |
2.455 |
2.423 |
2.346 |
|
| R2 |
2.394 |
2.394 |
2.340 |
|
| R1 |
2.362 |
2.362 |
2.335 |
2.378 |
| PP |
2.333 |
2.333 |
2.333 |
2.342 |
| S1 |
2.301 |
2.301 |
2.323 |
2.317 |
| S2 |
2.272 |
2.272 |
2.318 |
|
| S3 |
2.211 |
2.240 |
2.312 |
|
| S4 |
2.150 |
2.179 |
2.295 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.810 |
2.740 |
2.423 |
|
| R3 |
2.639 |
2.569 |
2.376 |
|
| R2 |
2.468 |
2.468 |
2.360 |
|
| R1 |
2.398 |
2.398 |
2.345 |
2.348 |
| PP |
2.297 |
2.297 |
2.297 |
2.271 |
| S1 |
2.227 |
2.227 |
2.313 |
2.177 |
| S2 |
2.126 |
2.126 |
2.298 |
|
| S3 |
1.955 |
2.056 |
2.282 |
|
| S4 |
1.784 |
1.885 |
2.235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.366 |
2.195 |
0.171 |
7.3% |
0.068 |
2.9% |
78% |
True |
False |
25,358 |
| 10 |
2.419 |
2.195 |
0.224 |
9.6% |
0.059 |
2.5% |
60% |
False |
False |
25,600 |
| 20 |
2.528 |
2.195 |
0.333 |
14.3% |
0.067 |
2.9% |
40% |
False |
False |
24,284 |
| 40 |
2.528 |
2.150 |
0.378 |
16.2% |
0.069 |
3.0% |
47% |
False |
False |
21,398 |
| 60 |
2.528 |
2.009 |
0.519 |
22.3% |
0.068 |
2.9% |
62% |
False |
False |
18,711 |
| 80 |
2.528 |
2.009 |
0.519 |
22.3% |
0.065 |
2.8% |
62% |
False |
False |
16,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.625 |
|
2.618 |
2.526 |
|
1.618 |
2.465 |
|
1.000 |
2.427 |
|
0.618 |
2.404 |
|
HIGH |
2.366 |
|
0.618 |
2.343 |
|
0.500 |
2.336 |
|
0.382 |
2.328 |
|
LOW |
2.305 |
|
0.618 |
2.267 |
|
1.000 |
2.244 |
|
1.618 |
2.206 |
|
2.618 |
2.145 |
|
4.250 |
2.046 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.336 |
2.313 |
| PP |
2.333 |
2.297 |
| S1 |
2.331 |
2.281 |
|